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

Performance

VUSFX vs. VWELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) 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, VUSFX achieves a 1.42% return, which is significantly lower than VWELX's 7.11% return. Over the past 10 years, VUSFX has underperformed VWELX with an annualized return of 2.71%, while VWELX has yielded a comparatively higher 10.20% annualized return.


VUSFX

1D
0.00%
1M
0.36%
YTD
1.42%
6M
1.76%
1Y
4.51%
3Y*
5.44%
5Y*
3.50%
10Y*
2.71%

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)

VUSFX vs. VWELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
1.42%5.11%6.11%5.53%-0.38%0.08%2.10%3.39%2.10%1.37%
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 VUSFX and VWELX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

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

0.21

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

0.23

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.13

The correlation between VUSFX and VWELX shifts across timeframes, from 0.13 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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

VUSFX vs. VWELX — Risk / Return Rank

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

VUSFX
VUSFX Risk / Return Rank: 100100
Overall Rank
VUSFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VUSFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
VUSFX Omega Ratio Rank: 100100
Omega Ratio Rank
VUSFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
VUSFX Martin Ratio Rank: 100100
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.

VUSFX vs. VWELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) 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.


VUSFXVWELXDifference
Sharpe ratioReturn per unit of total volatility

+5.13

Sortino ratioReturn per unit of downside risk

+11.78

Omega ratioGain probability vs. loss probability

4.69

1.48

+3.21

Calmar ratioReturn relative to maximum drawdown

18.20

3.17

+15.04

Martin ratioReturn relative to average drawdown

108.57

14.69

+93.88

VUSFX vs. VWELX - Sharpe Ratio Comparison

The current VUSFX Sharpe Ratio is 7.69, which is higher than the VWELX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VUSFX 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


VUSFXVWELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.69

2.56

+5.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.35

0.81

+3.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

4.00

0.89

+3.12

Sharpe Ratio (All Time)

Calculated using the full available price history

4.00

0.84

+3.16

Drawdowns

VUSFX vs. VWELX - Drawdown Comparison

The maximum VUSFX drawdown since its inception was -1.71%, smaller than the maximum VWELX drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VUSFX and VWELX.


Loading charts...

Drawdown Indicators


VUSFXVWELXDifference

Max Drawdown

Largest peak-to-trough decline

-1.71%

-36.12%

+34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-6.78%

+6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-0.35%

-11.98%

+11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-1.71%

-20.88%

+19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-1.71%

-25.33%

+23.62%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.15%

-3.92%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

1.46%

-1.42%

Volatility

VUSFX vs. VWELX - Volatility Comparison

The current volatility for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) is 0.13%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 2.52%. This indicates that VUSFX 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.


Loading charts...

Volatility by Period


VUSFXVWELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

2.52%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

6.67%

-6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

0.59%

8.38%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.81%

11.13%

-10.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.68%

11.53%

-10.85%

VUSFX vs. VWELX - Expense Ratio Comparison

VUSFX has a 0.10% 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

VUSFX vs. VWELX - Dividend Comparison

VUSFX's dividend yield for the trailing twelve months is around 4.53%, less than VWELX's 10.76% yield.


PositionTTM20252024202320222021202020192018201720162015
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
4.53%4.73%5.52%4.15%1.38%0.53%1.62%2.68%2.23%1.52%1.07%0.00%
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


VUSFX and VWELX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWELX has higher volatility (2.52%) compared to VUSFX (0.13%). In terms of maximum drawdown, VUSFX dropped -1.71% vs VWELX's -36.12%.

VUSFX currently has the higher Sharpe Ratio (7.69 vs 2.56), 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 VUSFX 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