PortfoliosLab logoPortfoliosLab logo
VSMSX vs. VWELX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSMSX vs. VWELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Vanguard Wellington Fund Investor Shares (VWELX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VSMSX achieves a 16.33% return, which is significantly higher than VWELX's 7.11% return. Over the past 10 years, VSMSX has outperformed VWELX with an annualized return of 10.81%, while VWELX has yielded a comparatively lower 10.20% annualized return.


VSMSX

1D
0.88%
1M
2.59%
YTD
16.33%
6M
15.18%
1Y
32.75%
3Y*
14.78%
5Y*
5.90%
10Y*
10.81%

VWELX

1D
0.06%
1M
3.86%
YTD
7.11%
6M
7.36%
1Y
21.02%
3Y*
15.61%
5Y*
8.97%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSMSX vs. VWELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
16.33%6.04%7.20%17.57%-16.19%26.72%11.46%22.73%-8.51%13.39%
VWELX
Vanguard Wellington Fund Investor Shares
7.11%16.54%14.73%14.29%-14.36%18.99%10.57%22.51%-3.43%13.98%

Correlation

The correlation between VSMSX and VWELX is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2012

0.77

The correlation between VSMSX and VWELX has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VSMSX vs. VWELX — Risk / Return Rank

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

VSMSX
VSMSX Risk / Return Rank: 5858
Overall Rank
VSMSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VSMSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VSMSX Omega Ratio Rank: 4141
Omega Ratio Rank
VSMSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VSMSX Martin Ratio Rank: 7070
Martin Ratio Rank

VWELX
VWELX Risk / Return Rank: 7474
Overall Rank
VWELX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VWELX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWELX Omega Ratio Rank: 7373
Omega Ratio Rank
VWELX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VWELX Martin Ratio Rank: 7878
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.

VSMSX vs. VWELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) 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.


VSMSXVWELXDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.34

1.48

-0.14

Calmar ratioReturn relative to maximum drawdown

4.03

3.17

+0.86

Martin ratioReturn relative to average drawdown

13.48

14.69

-1.21

VSMSX vs. VWELX - Sharpe Ratio Comparison

The current VSMSX Sharpe Ratio is 2.00, which is comparable to the VWELX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VSMSX and VWELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VSMSXVWELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.56

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.81

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.89

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.84

-0.29

Drawdowns

VSMSX vs. VWELX - Drawdown Comparison

The maximum VSMSX drawdown since its inception was -44.42%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VSMSX and VWELX.


Loading charts...

Drawdown Indicators


VSMSXVWELXDifference

Max Drawdown

Largest peak-to-trough decline

-44.42%

-36.12%

-8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-6.78%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-27.93%

-11.98%

-15.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-20.88%

-7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-25.33%

-19.09%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-7.41%

-3.92%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.46%

+1.13%

Volatility

VSMSX vs. VWELX - Volatility Comparison

Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) has a higher volatility of 4.48% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.52%. This indicates that VSMSX'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.


Loading charts...

Volatility by Period


VSMSXVWELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

2.52%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

6.67%

+5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

8.38%

+9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

11.13%

+10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

11.53%

+11.68%

VSMSX vs. VWELX - Expense Ratio Comparison

VSMSX has a 0.08% 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%.


Dividends

VSMSX vs. VWELX - Dividend Comparison

VSMSX's dividend yield for the trailing twelve months is around 1.20%, less than VWELX's 10.76% yield.


PositionTTM20252024202320222021202020192018201720162015
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
1.20%1.39%1.49%1.47%1.52%1.17%1.10%1.38%1.39%1.11%1.00%1.33%
VWELX
Vanguard Wellington Fund Investor Shares
10.76%11.46%10.76%6.01%8.19%8.64%7.77%4.67%9.49%5.82%4.44%7.03%

Frequently Asked Questions


VSMSX and VWELX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSMSX has higher volatility (4.48%) compared to VWELX (2.52%). In terms of maximum drawdown, VSMSX dropped -44.42% vs VWELX's -36.12%.

VWELX currently has the higher Sharpe Ratio (2.56 vs 2.00), 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.

Portfolio Optimizer

Find the right allocation for VSMSX and VWELX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer