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VTV vs. VWENX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTV vs. VWENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and Vanguard Wellington Fund Admiral Shares (VWENX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTV achieves a 16.37% return, which is significantly higher than VWENX's 4.93% return. Over the past 10 years, VTV has outperformed VWENX with an annualized return of 12.57%, while VWENX has yielded a comparatively lower 9.78% annualized return.


VTV

1D
-0.27%
1M
1.18%
6M
11.27%
YTD
16.37%
1Y
26.83%
3Y*
17.12%
5Y*
12.29%
10Y*
12.57%
ALL TIME*
9.67%

VWENX

1D
1.46%
1M
-1.03%
6M
4.11%
YTD
4.93%
1Y
12.83%
3Y*
13.55%
5Y*
7.79%
10Y*
9.78%
ALL TIME*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$688.19M$688.42M$619.05M
$0.00$0.00$0.00

VTV vs. VWENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTV
Vanguard Value ETF
16.37%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%
VWENX
Vanguard Wellington Fund Admiral Shares
4.93%16.63%14.82%14.40%-14.31%19.09%10.66%22.61%-3.35%14.05%

Correlation

The correlation between VTV and VWENX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.89

Over the past year, the correlation between VTV and VWENX has dropped to 0.60 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

VTV vs. VWENX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VTV
VTV Risk / Return Rank: 9393
Overall Rank
VTV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTV Omega Ratio Rank: 9393
Omega Ratio Rank
VTV Calmar Ratio Rank: 9292
Calmar Ratio Rank
VTV Martin Ratio Rank: 9393
Martin Ratio Rank

VWENX
VWENX Risk / Return Rank: 5858
Overall Rank
VWENX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VWENX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VWENX Omega Ratio Rank: 5555
Omega Ratio Rank
VWENX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VWENX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VTV vs. VWENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Vanguard Wellington Fund Admiral Shares (VWENX). 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.


VTVVWENXDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.47

1.25

+0.22

Calmar ratioReturn relative to maximum drawdown

4.24

1.90

+2.35

Martin ratioReturn relative to average drawdown

16.42

8.02

+8.40

VTV vs. VWENX - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 2.62, which is higher than the VWENX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VTV and VWENX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTV vs. VWENX - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for VTV and VWENX.


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Drawdown Indicators


VTVVWENXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-36.02%

-23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-6.77%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

-11.98%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-20.84%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-25.33%

-11.45%

Current Drawdown

Current decline from peak

-1.36%

-2.08%

+0.72%

Average Drawdown

Average peak-to-trough decline

-7.82%

-4.34%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.60%

+0.04%

Volatility

VTV vs. VWENX - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 2.62%, while Vanguard Wellington Fund Admiral Shares (VWENX) has a volatility of 2.84%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTVVWENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.84%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

7.61%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

9.33%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

11.26%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

11.55%

+5.06%

VTV vs. VWENX - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than VWENX'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%.


Dividends

VTV vs. VWENX - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.86%, less than VWENX's 11.11% yield.


PositionTTM20252024202320222021202020192018201720162015
VTV
Vanguard Value ETF
1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
VWENX
Vanguard Wellington Fund Admiral Shares
11.11%11.55%10.85%6.08%8.28%8.72%7.85%4.74%9.58%5.88%4.53%6.58%

Frequently Asked Questions


VTV and VWENX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWENX has higher volatility (2.84%) compared to VTV (2.62%). In terms of maximum drawdown, VTV dropped -59.27% vs VWENX's -36.02%.

VTV currently has the higher Sharpe Ratio (2.62 vs 1.38), 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 VTV and VWENX

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

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