PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VGWLX vs. VWELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VGWLX vs. VWELX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.57%
7.17%
VGWLX
VWELX

Returns By Period

In the year-to-date period, VGWLX achieves a 7.99% return, which is significantly lower than VWELX's 14.70% return.


VGWLX

YTD

7.99%

1M

-2.19%

6M

2.58%

1Y

13.44%

5Y (annualized)

7.07%

10Y (annualized)

N/A

VWELX

YTD

14.70%

1M

-0.06%

6M

7.17%

1Y

20.39%

5Y (annualized)

8.69%

10Y (annualized)

8.42%

Key characteristics


VGWLXVWELX
Sharpe Ratio2.072.47
Sortino Ratio2.883.41
Omega Ratio1.381.46
Calmar Ratio3.802.95
Martin Ratio11.9416.89
Ulcer Index1.17%1.22%
Daily Std Dev6.76%8.35%
Max Drawdown-25.28%-36.12%
Current Drawdown-2.19%-1.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGWLX vs. VWELX - Expense Ratio Comparison

VGWLX has a 0.42% expense ratio, which is higher than VWELX's 0.24% expense ratio.


VGWLX
Vanguard Global Wellington Fund Investor Shares
Expense ratio chart for VGWLX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VWELX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Correlation

-0.50.00.51.00.9

The correlation between VGWLX and VWELX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

VGWLX vs. VWELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellington Fund Investor Shares (VGWLX) and Vanguard Wellington Fund Investor Shares (VWELX). 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.


Sharpe ratio
The chart of Sharpe ratio for VGWLX, currently valued at 2.07, compared to the broader market0.002.004.002.072.47
The chart of Sortino ratio for VGWLX, currently valued at 2.88, compared to the broader market0.005.0010.002.883.41
The chart of Omega ratio for VGWLX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.46
The chart of Calmar ratio for VGWLX, currently valued at 3.80, compared to the broader market0.005.0010.0015.0020.0025.003.802.95
The chart of Martin ratio for VGWLX, currently valued at 11.94, compared to the broader market0.0020.0040.0060.0080.00100.0011.9416.89
VGWLX
VWELX

The current VGWLX Sharpe Ratio is 2.07, which is comparable to the VWELX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VGWLX and VWELX, 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.07
2.47
VGWLX
VWELX

Dividends

VGWLX vs. VWELX - Dividend Comparison

VGWLX's dividend yield for the trailing twelve months is around 3.01%, less than VWELX's 5.43% yield.


TTM20232022202120202019201820172016201520142013
VGWLX
Vanguard Global Wellington Fund Investor Shares
3.01%2.50%1.92%1.67%1.54%1.83%2.31%0.22%0.00%0.00%0.00%0.00%
VWELX
Vanguard Wellington Fund Investor Shares
5.43%6.01%2.25%1.71%2.07%2.53%3.00%2.45%2.56%3.25%2.55%2.50%

Drawdowns

VGWLX vs. VWELX - Drawdown Comparison

The maximum VGWLX drawdown since its inception was -25.28%, smaller than the maximum VWELX drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VGWLX and VWELX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.19%
-1.48%
VGWLX
VWELX

Volatility

VGWLX vs. VWELX - Volatility Comparison

The current volatility for Vanguard Global Wellington Fund Investor Shares (VGWLX) is 1.75%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 2.79%. This indicates that VGWLX experiences smaller price fluctuations and is considered to be less risky than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
1.75%
2.79%
VGWLX
VWELX