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VGWLX vs. SGHIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGWLX and SGHIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

VGWLX vs. SGHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Wellington Fund Investor Shares (VGWLX) and Sextant Global High Income Fund (SGHIX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
49.99%
26.42%
VGWLX
SGHIX

Key characteristics

Sharpe Ratio

VGWLX:

0.24

SGHIX:

0.91

Sortino Ratio

VGWLX:

0.37

SGHIX:

1.29

Omega Ratio

VGWLX:

1.06

SGHIX:

1.17

Calmar Ratio

VGWLX:

0.25

SGHIX:

1.05

Martin Ratio

VGWLX:

0.71

SGHIX:

3.19

Ulcer Index

VGWLX:

3.67%

SGHIX:

2.53%

Daily Std Dev

VGWLX:

10.67%

SGHIX:

8.90%

Max Drawdown

VGWLX:

-25.28%

SGHIX:

-27.03%

Current Drawdown

VGWLX:

-5.58%

SGHIX:

-1.45%

Returns By Period

In the year-to-date period, VGWLX achieves a 2.27% return, which is significantly lower than SGHIX's 5.93% return.


VGWLX

YTD

2.27%

1M

-2.11%

6M

-4.46%

1Y

2.17%

5Y*

7.53%

10Y*

N/A

SGHIX

YTD

5.93%

1M

-1.36%

6M

2.18%

1Y

8.18%

5Y*

6.94%

10Y*

3.83%

*Annualized

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VGWLX vs. SGHIX - Expense Ratio Comparison

VGWLX has a 0.42% expense ratio, which is lower than SGHIX's 0.75% expense ratio.


Expense ratio chart for SGHIX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGHIX: 0.75%
Expense ratio chart for VGWLX: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGWLX: 0.42%

Risk-Adjusted Performance

VGWLX vs. SGHIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGWLX
The Risk-Adjusted Performance Rank of VGWLX is 4040
Overall Rank
The Sharpe Ratio Rank of VGWLX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWLX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VGWLX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VGWLX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VGWLX is 3838
Martin Ratio Rank

SGHIX
The Risk-Adjusted Performance Rank of SGHIX is 7676
Overall Rank
The Sharpe Ratio Rank of SGHIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SGHIX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SGHIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SGHIX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SGHIX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGWLX vs. SGHIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellington Fund Investor Shares (VGWLX) and Sextant Global High Income Fund (SGHIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for VGWLX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.00
VGWLX: 0.24
SGHIX: 0.91
The chart of Sortino ratio for VGWLX, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.00
VGWLX: 0.37
SGHIX: 1.29
The chart of Omega ratio for VGWLX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
VGWLX: 1.06
SGHIX: 1.17
The chart of Calmar ratio for VGWLX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.00
VGWLX: 0.25
SGHIX: 1.05
The chart of Martin ratio for VGWLX, currently valued at 0.71, compared to the broader market0.0010.0020.0030.0040.0050.00
VGWLX: 0.71
SGHIX: 3.19

The current VGWLX Sharpe Ratio is 0.24, which is lower than the SGHIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of VGWLX and SGHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.24
0.91
VGWLX
SGHIX

Dividends

VGWLX vs. SGHIX - Dividend Comparison

VGWLX's dividend yield for the trailing twelve months is around 3.17%, more than SGHIX's 2.95% yield.


TTM20242023202220212020201920182017201620152014
VGWLX
Vanguard Global Wellington Fund Investor Shares
3.17%3.18%2.50%1.92%1.67%1.54%1.83%2.31%0.22%0.00%0.00%0.00%
SGHIX
Sextant Global High Income Fund
2.95%3.12%4.21%3.51%1.97%3.56%3.74%3.75%2.82%4.51%6.04%4.74%

Drawdowns

VGWLX vs. SGHIX - Drawdown Comparison

The maximum VGWLX drawdown since its inception was -25.28%, smaller than the maximum SGHIX drawdown of -27.03%. Use the drawdown chart below to compare losses from any high point for VGWLX and SGHIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.58%
-1.45%
VGWLX
SGHIX

Volatility

VGWLX vs. SGHIX - Volatility Comparison

Vanguard Global Wellington Fund Investor Shares (VGWLX) has a higher volatility of 6.44% compared to Sextant Global High Income Fund (SGHIX) at 5.50%. This indicates that VGWLX's price experiences larger fluctuations and is considered to be riskier than SGHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
6.44%
5.50%
VGWLX
SGHIX