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VWELX vs. FBALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWELX vs. FBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellington Fund Investor Shares (VWELX) and Fidelity Balanced Fund (FBALX). The values are adjusted to include any dividend payments, if applicable.

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VWELX vs. FBALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWELX
Vanguard Wellington Fund Investor Shares
-3.35%16.54%14.73%14.29%-14.36%18.99%10.57%22.51%-3.43%13.98%
FBALX
Fidelity Balanced Fund
-1.74%15.11%16.09%20.31%-18.29%18.27%22.45%24.40%-3.98%16.52%

Returns By Period

In the year-to-date period, VWELX achieves a -3.35% return, which is significantly lower than FBALX's -1.74% return. Over the past 10 years, VWELX has underperformed FBALX with an annualized return of 9.32%, while FBALX has yielded a comparatively higher 10.73% annualized return.


VWELX

1D
2.02%
1M
-3.95%
YTD
-3.35%
6M
-0.44%
1Y
14.14%
3Y*
12.65%
5Y*
7.58%
10Y*
9.32%

FBALX

1D
2.04%
1M
-3.87%
YTD
-1.74%
6M
0.80%
1Y
15.76%
3Y*
13.67%
5Y*
7.65%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWELX vs. FBALX - Expense Ratio Comparison

VWELX has a 0.24% expense ratio, which is lower than FBALX's 0.51% expense ratio.


Return for Risk

VWELX vs. FBALX — Risk / Return Rank

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

VWELX
VWELX Risk / Return Rank: 7474
Overall Rank
VWELX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VWELX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VWELX Omega Ratio Rank: 7171
Omega Ratio Rank
VWELX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWELX Martin Ratio Rank: 8383
Martin Ratio Rank

FBALX
FBALX Risk / Return Rank: 8080
Overall Rank
FBALX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FBALX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FBALX Omega Ratio Rank: 7777
Omega Ratio Rank
FBALX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FBALX Martin Ratio Rank: 8888
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.

VWELX vs. FBALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Investor Shares (VWELX) and Fidelity Balanced Fund (FBALX). 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.


VWELXFBALXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.37

-0.14

Sortino ratio

Return per unit of downside risk

1.81

1.99

-0.18

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.88

2.05

-0.17

Martin ratio

Return relative to average drawdown

8.47

9.47

-1.01

VWELX vs. FBALX - Sharpe Ratio Comparison

The current VWELX Sharpe Ratio is 1.23, which is comparable to the FBALX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of VWELX and FBALX, 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


VWELXFBALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.37

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.63

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.84

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.79

+0.04

Correlation

The correlation between VWELX and FBALX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VWELX vs. FBALX - Dividend Comparison

VWELX's dividend yield for the trailing twelve months is around 11.92%, more than FBALX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
VWELX
Vanguard Wellington Fund Investor Shares
11.92%11.46%10.76%6.01%8.19%8.64%7.77%4.67%9.49%5.82%4.44%7.03%
FBALX
Fidelity Balanced Fund
5.79%5.69%5.67%2.28%8.06%9.66%5.90%4.24%10.99%7.90%3.07%7.70%

Drawdowns

VWELX vs. FBALX - Drawdown Comparison

The maximum VWELX drawdown since its inception was -36.12%, smaller than the maximum FBALX drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for VWELX and FBALX.


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Drawdown Indicators


VWELXFBALXDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-43.57%

+7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-8.14%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

-22.89%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-25.33%

-26.68%

+1.35%

Current Drawdown

Current decline from peak

-4.90%

-4.56%

-0.34%

Average Drawdown

Average peak-to-trough decline

-3.93%

-4.39%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.76%

+0.02%

Volatility

VWELX vs. FBALX - Volatility Comparison

Vanguard Wellington Fund Investor Shares (VWELX) and Fidelity Balanced Fund (FBALX) have volatilities of 4.07% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWELXFBALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

4.19%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

6.77%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

11.94%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.12%

12.18%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

12.75%

-1.25%