VTIFX vs. VWIAX
Compare and contrast key facts about Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX).
VTIFX is managed by Vanguard. It was launched on May 31, 2013. VWIAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIFX or VWIAX.
Key characteristics
| VTIFX | VWIAX | |
|---|---|---|
| YTD Return | 3.10% | 8.27% |
| 1Y Return | 8.39% | 18.56% |
| 3Y Return (Ann) | -1.26% | -0.46% |
| 5Y Return (Ann) | -0.13% | 2.90% |
| 10Y Return (Ann) | 1.99% | 3.48% |
| Sharpe Ratio | 2.03 | 2.62 |
| Sortino Ratio | 3.16 | 4.05 |
| Omega Ratio | 1.36 | 1.55 |
| Calmar Ratio | 0.63 | 1.05 |
| Martin Ratio | 7.91 | 17.33 |
| Ulcer Index | 1.00% | 1.02% |
| Daily Std Dev | 3.90% | 6.74% |
| Max Drawdown | -16.74% | -23.93% |
| Current Drawdown | -5.25% | -1.38% |
Correlation
The correlation between VTIFX and VWIAX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VTIFX vs. VWIAX - Performance Comparison
In the year-to-date period, VTIFX achieves a 3.10% return, which is significantly lower than VWIAX's 8.27% return. Over the past 10 years, VTIFX has underperformed VWIAX with an annualized return of 1.99%, while VWIAX has yielded a comparatively higher 3.48% 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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VTIFX vs. VWIAX - Expense Ratio Comparison
VTIFX has a 0.07% expense ratio, which is lower than VWIAX's 0.16% 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%.
Risk-Adjusted Performance
VTIFX vs. VWIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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
VTIFX vs. VWIAX - Dividend Comparison
VTIFX's dividend yield for the trailing twelve months is around 4.78%, less than VWIAX's 5.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 4.78% | 4.44% | 1.52% | 3.07% | 0.97% | 3.41% | 3.04% | 2.29% | 1.95% | 1.68% | 1.60% | 0.90% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 5.81% | 5.80% | 3.25% | 2.55% | 2.72% | 2.97% | 3.38% | 2.92% | 3.02% | 3.18% | 3.23% | 3.13% |
Drawdowns
VTIFX vs. VWIAX - Drawdown Comparison
The maximum VTIFX drawdown since its inception was -16.74%, smaller than the maximum VWIAX drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for VTIFX and VWIAX. For additional features, visit the drawdowns tool.
Volatility
VTIFX vs. VWIAX - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 0.96%, while Vanguard Wellesley Income Fund Admiral Shares (VWIAX) has a volatility of 1.53%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.