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VWELX vs. VBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWELX vs. VBIAX - Performance Comparison

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

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VWELX vs. VBIAX - 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%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
-2.43%13.61%14.58%17.54%-16.90%14.21%16.40%21.78%-2.86%13.89%

Returns By Period

In the year-to-date period, VWELX achieves a -3.35% return, which is significantly lower than VBIAX's -2.43% return. Both investments have delivered pretty close results over the past 10 years, with VWELX having a 9.32% annualized return and VBIAX not far behind at 8.97%.


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%

VBIAX

1D
1.84%
1M
-3.62%
YTD
-2.43%
6M
-0.89%
1Y
12.55%
3Y*
12.24%
5Y*
6.52%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWELX vs. VBIAX - Expense Ratio Comparison

VWELX has a 0.24% expense ratio, which is higher than VBIAX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VWELX vs. VBIAX — 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

VBIAX
VBIAX Risk / Return Rank: 6969
Overall Rank
VBIAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VBIAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VBIAX Omega Ratio Rank: 6464
Omega Ratio Rank
VBIAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VBIAX Martin Ratio Rank: 8181
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. VBIAX - Risk-Adjusted Trends Comparison

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


VWELXVBIAXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.14

+0.09

Sortino ratio

Return per unit of downside risk

1.81

1.70

+0.11

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

1.88

1.71

+0.16

Martin ratio

Return relative to average drawdown

8.47

8.03

+0.44

VWELX vs. VBIAX - Sharpe Ratio Comparison

The current VWELX Sharpe Ratio is 1.23, which is comparable to the VBIAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VWELX and VBIAX, 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


VWELXVBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.14

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.59

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.80

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.61

+0.22

Correlation

The correlation between VWELX and VBIAX is 0.96, 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. VBIAX - Dividend Comparison

VWELX's dividend yield for the trailing twelve months is around 11.92%, more than VBIAX's 5.74% 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%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
5.74%6.00%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%

Drawdowns

VWELX vs. VBIAX - Drawdown Comparison

The maximum VWELX drawdown since its inception was -36.12%, roughly equal to the maximum VBIAX drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for VWELX and VBIAX.


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Drawdown Indicators


VWELXVBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-35.90%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-7.78%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

-21.53%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-25.33%

-22.78%

-2.55%

Current Drawdown

Current decline from peak

-4.90%

-4.10%

-0.80%

Average Drawdown

Average peak-to-trough decline

-3.93%

-4.47%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.66%

+0.12%

Volatility

VWELX vs. VBIAX - Volatility Comparison

Vanguard Wellington Fund Investor Shares (VWELX) has a higher volatility of 4.07% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 3.71%. This indicates that VWELX's price experiences larger fluctuations and is considered to be riskier than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWELXVBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

3.71%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

6.20%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

11.39%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.12%

11.05%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

11.18%

+0.32%