VGYAX vs. VOO
Compare and contrast key facts about Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) and Vanguard S&P 500 ETF (VOO).
VGYAX is managed by Vanguard. It was launched on Nov 2, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
VGYAX vs. VOO - Performance Comparison
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VGYAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 0.52% | 13.31% | 6.15% | 8.95% | -8.06% | 6.58% | 5.52% | 13.92% | -4.31% | 0.98% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 4.94% |
Returns By Period
In the year-to-date period, VGYAX achieves a 0.52% return, which is significantly higher than VOO's -4.42% return.
VGYAX
- 1D
- 0.38%
- 1M
- -4.12%
- YTD
- 0.52%
- 6M
- 3.60%
- 1Y
- 10.05%
- 3Y*
- 8.54%
- 5Y*
- 4.98%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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VGYAX vs. VOO - Expense Ratio Comparison
VGYAX has a 0.28% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
VGYAX vs. VOO — Risk / Return Rank
VGYAX
VOO
VGYAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) and Vanguard S&P 500 ETF (VOO). 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.
| VGYAX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.98 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.50 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.53 | +0.72 |
Martin ratioReturn relative to average drawdown | 9.08 | 7.29 | +1.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGYAX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.98 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.70 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.83 | -0.11 |
Correlation
The correlation between VGYAX and VOO is 0.71, 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.
Dividends
VGYAX vs. VOO - Dividend Comparison
VGYAX's dividend yield for the trailing twelve months is around 4.06%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 4.06% | 4.01% | 3.90% | 3.15% | 1.54% | 2.40% | 1.99% | 2.26% | 4.36% | 0.30% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
VGYAX vs. VOO - Drawdown Comparison
The maximum VGYAX drawdown since its inception was -17.71%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VGYAX and VOO.
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Drawdown Indicators
| VGYAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -33.99% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -11.98% | +7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -15.89% | -24.52% | +8.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -4.12% | -6.29% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -3.72% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 2.52% | -1.39% |
Volatility
VGYAX vs. VOO - Volatility Comparison
The current volatility for Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) is 2.50%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that VGYAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGYAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 5.29% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 9.44% | -5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.87% | 18.10% | -12.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 16.82% | -10.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.80% | 17.99% | -11.19% |