VWELX vs. MO
VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, VWELX returned 9.74%/yr vs 7.92%/yr for MO. At a 0.40 correlation, their price movements are largely independent.
Performance
VWELX vs. MO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWELX achieves a 5.15% return, which is significantly lower than MO's 33.62% return. Over the past 10 years, VWELX has outperformed MO with an annualized return of 9.74%, while MO has yielded a comparatively lower 7.92% annualized return.
VWELX
- 1D
- -0.77%
- 1M
- -1.29%
- 6M
- 4.49%
- YTD
- 5.15%
- 1Y
- 14.17%
- 3Y*
- 13.78%
- 5Y*
- 8.11%
- 10Y*
- 9.74%
- ALL TIME*
- 9.39%
MO
- 1D
- 0.61%
- 1M
- 8.02%
- 6M
- 24.75%
- YTD
- 33.62%
- 1Y
- 37.41%
- 3Y*
- 27.19%
- 5Y*
- 18.35%
- 10Y*
- 7.92%
- ALL TIME*
- 18.00%
VWELX vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWELX Vanguard Wellington Fund Investor Shares | 5.15% | 16.54% | 14.73% | 14.29% | -14.36% | 18.99% | 10.57% | 22.51% | -3.43% | 13.98% |
MO Altria Group, Inc. | 33.62% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between VWELX and MO is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1980 | 0.40 |
The correlation between VWELX and MO shifts across timeframes, from -0.24 (1 year) to 0.40 (all time), 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
VWELX vs. MO — Risk / Return Rank
VWELX
MO
VWELX vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Investor Shares (VWELX) and Altria Group, Inc. (MO). 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.
| VWELX | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.29 | -0.17 |
| Martin ratioReturn relative to average drawdown | 9.34 | 5.75 | +3.59 |
Loading charts...
Drawdowns
VWELX vs. MO - Drawdown Comparison
The maximum VWELX drawdown since its inception was -36.12%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for VWELX and MO.
Loading charts...
Drawdown Indicators
| VWELX | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -65.43% | +29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -16.40% | +9.62% |
Max Drawdown (3Y)Largest decline over 3 years | -11.98% | -16.40% | +4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -25.83% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -25.33% | -53.69% | +28.36% |
Current DrawdownCurrent decline from peak | -1.83% | 0.00% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -3.92% | -11.91% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 6.53% | -4.99% |
Volatility
VWELX vs. MO - Volatility Comparison
The current volatility for Vanguard Wellington Fund Investor Shares (VWELX) is 2.58%, while Altria Group, Inc. (MO) has a volatility of 7.16%. This indicates that VWELX experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VWELX | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 7.16% | -4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 18.14% | -10.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 23.27% | -14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.24% | 20.82% | -9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.53% | 23.09% | -11.56% |
Dividends
VWELX vs. MO - Dividend Comparison
VWELX's dividend yield for the trailing twelve months is around 11.00%, more than MO's 5.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.68% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
VWELX Vanguard Wellington Fund Investor Shares | 11.00% | 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
VWELX and MO have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (7.16%) compared to VWELX (2.58%). In terms of maximum drawdown, VWELX dropped -36.12% vs MO's -65.43%.
MO currently has the higher Sharpe Ratio (1.62 vs 1.59), 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.
Find the right allocation for VWELX and MO
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