VGWLX vs. VWINX
Compare and contrast key facts about Vanguard Global Wellington Fund Investor Shares (VGWLX) and Vanguard Wellesley Income Fund Investor Shares (VWINX).
VGWLX is managed by Vanguard. It was launched on Nov 2, 2017. VWINX is managed by Vanguard. It was launched on Jul 1, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGWLX or VWINX.
Performance
VGWLX vs. VWINX - Performance Comparison
Returns By Period
In the year-to-date period, VGWLX achieves a 7.99% return, which is significantly higher than VWINX's 7.26% return.
VGWLX
7.99%
-2.19%
2.58%
13.44%
7.07%
N/A
VWINX
7.26%
-1.14%
4.80%
14.69%
2.52%
3.26%
Key characteristics
| VGWLX | VWINX | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.31 |
| Sortino Ratio | 2.88 | 3.51 |
| Omega Ratio | 1.38 | 1.47 |
| Calmar Ratio | 3.80 | 1.01 |
| Martin Ratio | 11.94 | 14.46 |
| Ulcer Index | 1.17% | 1.05% |
| Daily Std Dev | 6.76% | 6.55% |
| Max Drawdown | -25.28% | -24.01% |
| Current Drawdown | -2.19% | -2.46% |
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VGWLX vs. VWINX - Expense Ratio Comparison
VGWLX has a 0.42% expense ratio, which is higher than VWINX's 0.23% expense ratio.
Correlation
The correlation between VGWLX and VWINX is 0.84, 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. VWINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellington Fund Investor Shares (VGWLX) and Vanguard Wellesley Income Fund Investor Shares (VWINX). 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.
Dividends
VGWLX vs. VWINX - Dividend Comparison
VGWLX's dividend yield for the trailing twelve months is around 3.01%, less than VWINX's 5.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.78% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
Drawdowns
VGWLX vs. VWINX - Drawdown Comparison
The maximum VGWLX drawdown since its inception was -25.28%, which is greater than VWINX's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for VGWLX and VWINX. For additional features, visit the drawdowns tool.
Volatility
VGWLX vs. VWINX - Volatility Comparison
Vanguard Global Wellington Fund Investor Shares (VGWLX) has a higher volatility of 1.75% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 1.63%. This indicates that VGWLX's price experiences larger fluctuations and is considered to be riskier than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.