VWELX vs. VGWLX
Compare and contrast key facts about Vanguard Wellington Fund Investor Shares (VWELX) and Vanguard Global Wellington Fund Investor Shares (VGWLX).
VWELX is managed by Vanguard. It was launched on Jul 1, 1929. VGWLX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWELX or VGWLX.
Performance
VWELX vs. VGWLX - Performance Comparison
Returns By Period
In the year-to-date period, VWELX achieves a 14.43% return, which is significantly higher than VGWLX's 7.47% return.
VWELX
14.43%
-0.09%
6.87%
20.28%
8.58%
8.43%
VGWLX
7.47%
-2.37%
1.85%
13.45%
6.88%
N/A
Key characteristics
| VWELX | VGWLX | |
|---|---|---|
| Sharpe Ratio | 2.50 | 2.00 |
| Sortino Ratio | 3.46 | 2.78 |
| Omega Ratio | 1.47 | 1.36 |
| Calmar Ratio | 2.93 | 3.66 |
| Martin Ratio | 17.19 | 11.59 |
| Ulcer Index | 1.21% | 1.16% |
| Daily Std Dev | 8.34% | 6.75% |
| Max Drawdown | -36.12% | -25.28% |
| Current Drawdown | -1.71% | -2.66% |
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VWELX vs. VGWLX - Expense Ratio Comparison
VWELX has a 0.24% expense ratio, which is lower than VGWLX's 0.42% expense ratio.
Correlation
The correlation between VWELX and VGWLX is 0.91, 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.
Risk-Adjusted Performance
VWELX vs. VGWLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Investor Shares (VWELX) and Vanguard Global Wellington Fund Investor Shares (VGWLX). 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.
Dividends
VWELX vs. VGWLX - Dividend Comparison
VWELX's dividend yield for the trailing twelve months is around 5.45%, more than VGWLX's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWELX Vanguard Wellington Fund Investor Shares | 5.45% | 6.01% | 2.25% | 1.71% | 2.07% | 2.53% | 3.00% | 2.45% | 2.56% | 3.25% | 2.55% | 2.50% |
VGWLX Vanguard Global Wellington Fund Investor Shares | 3.03% | 2.50% | 1.92% | 1.67% | 1.54% | 1.83% | 2.31% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VWELX vs. VGWLX - Drawdown Comparison
The maximum VWELX drawdown since its inception was -36.12%, which is greater than VGWLX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for VWELX and VGWLX. For additional features, visit the drawdowns tool.
Volatility
VWELX vs. VGWLX - Volatility Comparison
Vanguard Wellington Fund Investor Shares (VWELX) has a higher volatility of 2.80% compared to Vanguard Global Wellington Fund Investor Shares (VGWLX) at 1.71%. This indicates that VWELX's price experiences larger fluctuations and is considered to be riskier than VGWLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.