VHGEX vs. VWELX
Compare and contrast key facts about Vanguard Global Equity Fund (VHGEX) and Vanguard Wellington Fund Investor Shares (VWELX).
VHGEX is managed by Vanguard. It was launched on Aug 14, 1995. VWELX is managed by Vanguard. It was launched on Jul 1, 1929.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHGEX or VWELX.
Key characteristics
| VHGEX | VWELX | |
|---|---|---|
| YTD Return | 17.49% | 16.01% |
| 1Y Return | 31.37% | 24.32% |
| 3Y Return (Ann) | 2.73% | 4.96% |
| 5Y Return (Ann) | 10.38% | 8.99% |
| 10Y Return (Ann) | 9.40% | 8.62% |
| Sharpe Ratio | 2.33 | 2.87 |
| Sortino Ratio | 3.20 | 3.99 |
| Omega Ratio | 1.41 | 1.54 |
| Calmar Ratio | 1.78 | 2.71 |
| Martin Ratio | 15.76 | 19.99 |
| Ulcer Index | 2.00% | 1.21% |
| Daily Std Dev | 13.50% | 8.42% |
| Max Drawdown | -64.62% | -36.12% |
| Current Drawdown | -1.03% | -0.36% |
Correlation
The correlation between VHGEX and VWELX 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.
Performance
VHGEX vs. VWELX - Performance Comparison
In the year-to-date period, VHGEX achieves a 17.49% return, which is significantly higher than VWELX's 16.01% return. Over the past 10 years, VHGEX has outperformed VWELX with an annualized return of 9.40%, while VWELX has yielded a comparatively lower 8.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VHGEX vs. VWELX - Expense Ratio Comparison
VHGEX has a 0.45% expense ratio, which is higher than VWELX's 0.24% expense ratio.
Risk-Adjusted Performance
VHGEX vs. VWELX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Equity Fund (VHGEX) 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.
Dividends
VHGEX vs. VWELX - Dividend Comparison
VHGEX's dividend yield for the trailing twelve months is around 0.97%, less than VWELX's 5.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHGEX Vanguard Global Equity Fund | 0.97% | 1.15% | 1.65% | 0.92% | 0.67% | 2.33% | 1.59% | 1.29% | 1.51% | 1.71% | 1.56% | 1.53% |
VWELX Vanguard Wellington Fund Investor Shares | 5.37% | 6.01% | 2.25% | 1.71% | 2.07% | 2.53% | 3.00% | 2.45% | 2.56% | 3.25% | 2.55% | 2.50% |
Drawdowns
VHGEX vs. VWELX - Drawdown Comparison
The maximum VHGEX drawdown since its inception was -64.62%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VHGEX and VWELX. For additional features, visit the drawdowns tool.
Volatility
VHGEX vs. VWELX - Volatility Comparison
Vanguard Global Equity Fund (VHGEX) has a higher volatility of 3.81% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.70%. This indicates that VHGEX's price experiences larger fluctuations and is considered to be riskier than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.