VWELX vs. RVT
VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard, while RVT (Royce Value Trust Inc.) is a stock. Over the past 10 years, VWELX returned 10.05%/yr vs 13.17%/yr for RVT. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
VWELX vs. RVT - Performance Comparison
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Returns By Period
In the year-to-date period, VWELX achieves a 5.07% return, which is significantly lower than RVT's 15.52% return. Over the past 10 years, VWELX has underperformed RVT with an annualized return of 10.05%, while RVT has yielded a comparatively higher 13.17% annualized return.
VWELX
- 1D
- 1.32%
- 1M
- -0.64%
- YTD
- 5.07%
- 6M
- 5.82%
- 1Y
- 17.27%
- 3Y*
- 14.66%
- 5Y*
- 8.35%
- 10Y*
- 10.05%
RVT
- 1D
- 2.22%
- 1M
- -1.06%
- YTD
- 15.52%
- 6M
- 15.09%
- 1Y
- 31.26%
- 3Y*
- 19.04%
- 5Y*
- 7.50%
- 10Y*
- 13.17%
VWELX vs. RVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWELX Vanguard Wellington Fund Investor Shares | 5.07% | 16.54% | 14.73% | 14.29% | -14.36% | 18.99% | 10.57% | 22.51% | -3.43% | 13.98% |
RVT Royce Value Trust Inc. | 15.52% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
Correlation
The correlation between VWELX and RVT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.58 |
The correlation between VWELX and RVT shifts across timeframes, from 0.58 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VWELX vs. RVT — Risk / Return Rank
VWELX
RVT
VWELX vs. RVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Investor Shares (VWELX) and Royce Value Trust Inc. (RVT). 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 | RVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.58 | +0.05 |
| Martin ratioReturn relative to average drawdown | 11.84 | 9.08 | +2.76 |
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Drawdowns
VWELX vs. RVT - Drawdown Comparison
The maximum VWELX drawdown since its inception was -36.12%, smaller than the maximum RVT drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for VWELX and RVT.
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Drawdown Indicators
| VWELX | RVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -72.34% | +36.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -12.19% | +5.41% |
Max Drawdown (3Y)Largest decline over 3 years | -11.98% | -23.48% | +11.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -32.79% | +11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -25.33% | -47.18% | +21.85% |
Current DrawdownCurrent decline from peak | -1.91% | -2.59% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -3.92% | -11.29% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 3.46% | -1.96% |
Volatility
VWELX vs. RVT - Volatility Comparison
The current volatility for Vanguard Wellington Fund Investor Shares (VWELX) is 3.49%, while Royce Value Trust Inc. (RVT) has a volatility of 6.60%. This indicates that VWELX experiences smaller price fluctuations and is considered to be less risky than RVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWELX | RVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 6.60% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 13.90% | -6.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.82% | 18.35% | -9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.20% | 22.50% | -11.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.56% | 22.99% | -11.43% |
Dividends
VWELX vs. RVT - Dividend Comparison
VWELX's dividend yield for the trailing twelve months is around 10.97%, more than RVT's 8.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 8.02% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
VWELX Vanguard Wellington Fund Investor Shares | 10.97% | 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 RVT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RVT has higher volatility (6.60%) compared to VWELX (3.49%). In terms of maximum drawdown, VWELX dropped -36.12% vs RVT's -72.34%.
VWELX currently has the higher Sharpe Ratio (2.01 vs 1.71), 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.
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