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VLTCX vs. VWELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLTCX vs. VWELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) and Vanguard Wellington Fund Investor Shares (VWELX). The values are adjusted to include any dividend payments, if applicable.

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VLTCX vs. VWELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
-0.92%7.27%-1.47%11.05%-25.77%-1.16%13.68%23.19%-6.85%12.40%
VWELX
Vanguard Wellington Fund Investor Shares
-3.35%16.54%14.73%14.29%-14.36%18.99%10.57%22.51%-3.43%13.98%

Returns By Period

In the year-to-date period, VLTCX achieves a -0.92% return, which is significantly higher than VWELX's -3.35% return. Over the past 10 years, VLTCX has underperformed VWELX with an annualized return of 2.57%, while VWELX has yielded a comparatively higher 9.32% annualized return.


VLTCX

1D
0.55%
1M
-2.53%
YTD
-0.92%
6M
-1.67%
1Y
3.25%
3Y*
3.20%
5Y*
-1.61%
10Y*
2.57%

VWELX

1D
2.02%
1M
-3.95%
YTD
-3.35%
6M
-0.44%
1Y
14.14%
3Y*
12.65%
5Y*
7.58%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VLTCX vs. VWELX - Expense Ratio Comparison

VLTCX has a 0.07% expense ratio, which is lower than VWELX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VLTCX vs. VWELX — Risk / Return Rank

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

VLTCX
VLTCX Risk / Return Rank: 1616
Overall Rank
VLTCX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VLTCX Sortino Ratio Rank: 1212
Sortino Ratio Rank
VLTCX Omega Ratio Rank: 1111
Omega Ratio Rank
VLTCX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VLTCX Martin Ratio Rank: 1717
Martin Ratio Rank

VWELX
VWELX Risk / Return Rank: 7474
Overall Rank
VWELX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VWELX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VWELX Omega Ratio Rank: 7171
Omega Ratio Rank
VWELX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWELX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VLTCX vs. VWELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) 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.


VLTCXVWELXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.23

-0.81

Sortino ratio

Return per unit of downside risk

0.62

1.81

-1.18

Omega ratio

Gain probability vs. loss probability

1.08

1.27

-0.19

Calmar ratio

Return relative to maximum drawdown

0.80

1.88

-1.07

Martin ratio

Return relative to average drawdown

1.87

8.47

-6.60

VLTCX vs. VWELX - Sharpe Ratio Comparison

The current VLTCX Sharpe Ratio is 0.42, which is lower than the VWELX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VLTCX 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.


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Sharpe Ratios by Period


VLTCXVWELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.23

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.69

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.81

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.82

-0.38

Correlation

The correlation between VLTCX and VWELX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VLTCX vs. VWELX - Dividend Comparison

VLTCX's dividend yield for the trailing twelve months is around 5.13%, less than VWELX's 11.92% yield.


TTM20252024202320222021202020192018201720162015
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
5.13%5.48%5.58%4.65%4.41%3.03%3.15%3.82%4.56%4.01%4.37%4.71%
VWELX
Vanguard Wellington Fund Investor Shares
11.92%11.46%10.76%6.01%8.19%8.64%7.77%4.67%9.49%5.82%4.44%7.03%

Drawdowns

VLTCX vs. VWELX - Drawdown Comparison

The maximum VLTCX drawdown since its inception was -34.56%, roughly equal to the maximum VWELX drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VLTCX and VWELX.


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Drawdown Indicators


VLTCXVWELXDifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-36.12%

+1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-8.03%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-20.88%

-13.68%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-25.33%

-9.23%

Current Drawdown

Current decline from peak

-15.61%

-4.90%

-10.71%

Average Drawdown

Average peak-to-trough decline

-7.97%

-3.93%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.78%

+0.50%

Volatility

VLTCX vs. VWELX - Volatility Comparison

The current volatility for Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) is 3.50%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 4.07%. This indicates that VLTCX 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.


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Volatility by Period


VLTCXVWELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

4.07%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

6.66%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

11.88%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

11.12%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

11.50%

-0.90%