VTIIX vs. VWELX
Compare and contrast key facts about Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and Vanguard Wellington Fund Investor Shares (VWELX).
VTIIX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. It was launched on Feb 17, 2021. VWELX is managed by Vanguard. It was launched on Jul 1, 1929.
Performance
VTIIX vs. VWELX - Performance Comparison
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VTIIX vs. VWELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTIIX Vanguard Total International Bond II Index Fund Investor Class | -0.72% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
VWELX Vanguard Wellington Fund Investor Shares | -5.26% | 16.54% | 14.73% | 14.29% | -14.36% | 17.43% |
Returns By Period
In the year-to-date period, VTIIX achieves a -0.72% return, which is significantly higher than VWELX's -5.26% return.
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
VWELX
- 1D
- -0.02%
- 1M
- -5.91%
- YTD
- -5.26%
- 6M
- -2.21%
- 1Y
- 12.29%
- 3Y*
- 11.90%
- 5Y*
- 7.34%
- 10Y*
- 9.10%
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VTIIX vs. VWELX - Expense Ratio Comparison
VTIIX has a 0.11% 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
VTIIX vs. VWELX — Risk / Return Rank
VTIIX
VWELX
VTIIX vs. VWELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) 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.
| VTIIX | VWELX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.10 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.61 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.24 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.45 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.81 | 6.63 | -2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTIIX | VWELX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.10 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.67 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.82 | -0.83 |
Correlation
The correlation between VTIIX and VWELX is 0.25, 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.
Dividends
VTIIX vs. VWELX - Dividend Comparison
VTIIX's dividend yield for the trailing twelve months is around 4.07%, less than VWELX's 12.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.07% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWELX Vanguard Wellington Fund Investor Shares | 12.16% | 11.46% | 10.76% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 5.82% | 4.44% | 7.03% |
Drawdowns
VTIIX vs. VWELX - Drawdown Comparison
The maximum VTIIX drawdown since its inception was -15.95%, smaller than the maximum VWELX drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VTIIX and VWELX.
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Drawdown Indicators
| VTIIX | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -36.12% | +20.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -8.03% | +5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -20.88% | +4.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.33% | — |
Current DrawdownCurrent decline from peak | -2.60% | -6.78% | +4.18% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -3.93% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 1.75% | -1.06% |
Volatility
VTIIX vs. VWELX - Volatility Comparison
The current volatility for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) is 1.50%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 3.37%. This indicates that VTIIX 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
| VTIIX | VWELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 3.37% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 6.36% | -4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.20% | 11.74% | -8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 11.08% | -6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 11.48% | -7.03% |