VSCGX vs. VWINX
VSCGX (Vanguard LifeStrategy 40/60 Fund) and VWINX (Vanguard Wellesley Income Fund Investor Shares) are both Diversified Portfolio funds from Vanguard. Over the past 10 years, VSCGX returned 6.72%/yr vs 5.81%/yr for VWINX. Their correlation of 0.80 suggests significant overlap in exposure. VSCGX charges 0.10%/yr vs 0.22%/yr for VWINX.
Performance
VSCGX vs. VWINX - Performance Comparison
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Returns By Period
In the year-to-date period, VSCGX achieves a 5.32% return, which is significantly higher than VWINX's 3.15% return. Over the past 10 years, VSCGX has outperformed VWINX with an annualized return of 6.72%, while VWINX has yielded a comparatively lower 5.81% annualized return.
VSCGX
- 1D
- -0.22%
- 1M
- 1.06%
- YTD
- 5.32%
- 6M
- 5.13%
- 1Y
- 13.40%
- 3Y*
- 12.15%
- 5Y*
- 5.43%
- 10Y*
- 6.72%
VWINX
- 1D
- -0.23%
- 1M
- 0.22%
- YTD
- 3.15%
- 6M
- 2.98%
- 1Y
- 9.70%
- 3Y*
- 8.65%
- 5Y*
- 4.15%
- 10Y*
- 5.81%
VSCGX vs. VWINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.32% | 12.87% | 11.65% | 12.72% | -15.00% | 6.04% | 11.51% | 15.69% | -2.95% | 10.02% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 3.15% | 10.98% | 5.86% | 6.99% | -9.09% | 8.48% | 8.44% | 16.39% | -2.54% | 9.29% |
Correlation
The correlation between VSCGX and VWINX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 1994 | 0.80 |
The correlation between VSCGX and VWINX has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
VSCGX vs. VWINX — Risk / Return Rank
VSCGX
VWINX
VSCGX vs. VWINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 40/60 Fund (VSCGX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VSCGX | VWINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.45 | +0.25 |
| Martin ratioReturn relative to average drawdown | 11.58 | 9.19 | +2.39 |
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Drawdowns
VSCGX vs. VWINX - Drawdown Comparison
The maximum VSCGX drawdown since its inception was -30.62%, which is greater than VWINX's maximum drawdown of -21.72%. Use the drawdown chart below to compare losses from any high point for VSCGX and VWINX.
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Drawdown Indicators
| VSCGX | VWINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -21.72% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -4.16% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -6.71% | -6.98% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -20.15% | -15.30% | -4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -20.15% | -17.43% | -2.72% |
Current DrawdownCurrent decline from peak | -0.31% | -0.58% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -2.63% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.11% | +0.10% |
Volatility
VSCGX vs. VWINX - Volatility Comparison
Vanguard LifeStrategy 40/60 Fund (VSCGX) has a higher volatility of 2.58% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 1.60%. This indicates that VSCGX'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.
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Volatility by Period
| VSCGX | VWINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 1.60% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.53% | 3.93% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.54% | 5.21% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.76% | 6.99% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.40% | 6.93% | +0.47% |
VSCGX vs. VWINX - Expense Ratio Comparison
VSCGX has a 0.10% expense ratio, which is lower than VWINX's 0.22% 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%.
Dividends
VSCGX vs. VWINX - Dividend Comparison
VSCGX's dividend yield for the trailing twelve months is around 5.26%, less than VWINX's 7.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.26% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 7.80% | 7.86% | 6.61% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 3.20% | 4.00% | 5.60% |
Frequently Asked Questions
VSCGX and VWINX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSCGX has higher volatility (2.58%) compared to VWINX (1.60%). In terms of maximum drawdown, VSCGX dropped -30.62% vs VWINX's -21.72%.
VSCGX currently has the higher Sharpe Ratio (2.14 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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