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VTIIX vs. VWELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIIX vs. VWELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and Vanguard Wellington Fund Investor Shares (VWELX). The values are adjusted to include any dividend payments, if applicable.

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VTIIX vs. VWELX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

VTIIX
VTIIX Risk / Return Rank: 3030
Overall Rank
VTIIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VTIIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VTIIX Omega Ratio Rank: 2424
Omega Ratio Rank
VTIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTIIX Martin Ratio Rank: 3535
Martin Ratio Rank

VWELX
VWELX Risk / Return Rank: 6666
Overall Rank
VWELX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VWELX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWELX Omega Ratio Rank: 6666
Omega Ratio Rank
VWELX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VWELX Martin Ratio Rank: 7070
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.

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.


VTIIXVWELXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.10

-0.34

Sortino ratio

Return per unit of downside risk

1.06

1.61

-0.56

Omega ratio

Gain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratio

Return relative to maximum drawdown

0.89

1.45

-0.56

Martin ratio

Return relative to average drawdown

3.81

6.63

-2.82

VTIIX vs. VWELX - Sharpe Ratio Comparison

The current VTIIX Sharpe Ratio is 0.75, which is lower than the VWELX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VTIIX 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


VTIIXVWELXDifference

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.


TTM20252024202320222021202020192018201720162015
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


VTIIXVWELXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.60%

-6.78%

+4.18%

Average Drawdown

Average peak-to-trough decline

-6.19%

-3.93%

-2.26%

Ulcer Index

Depth 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


VTIIXVWELXDifference

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%