VWENX vs. TRRCX
VWENX (Vanguard Wellington Fund Admiral Shares) and TRRCX (T. Rowe Price Retirement 2030 Fund) are both mutual funds - VWENX is a Diversified Portfolio fund actively managed by Vanguard, while TRRCX is a Target Retirement Date fund managed by T. Rowe Price. Over the past 10 years, VWENX returned 10.13%/yr vs 8.81%/yr for TRRCX. Their correlation of 0.91 suggests significant overlap in exposure. VWENX charges 0.16%/yr vs 0.59%/yr for TRRCX.
Performance
VWENX vs. TRRCX - Performance Comparison
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Returns By Period
In the year-to-date period, VWENX achieves a 5.10% return, which is significantly lower than TRRCX's 6.49% return. Over the past 10 years, VWENX has outperformed TRRCX with an annualized return of 10.13%, while TRRCX has yielded a comparatively lower 8.81% annualized return.
VWENX
- 1D
- 1.32%
- 1M
- -0.63%
- YTD
- 5.10%
- 6M
- 5.87%
- 1Y
- 17.34%
- 3Y*
- 14.75%
- 5Y*
- 8.43%
- 10Y*
- 10.13%
TRRCX
- 1D
- 1.51%
- 1M
- -0.00%
- YTD
- 6.49%
- 6M
- 1.20%
- 1Y
- 9.28%
- 3Y*
- 11.17%
- 5Y*
- 5.03%
- 10Y*
- 8.81%
VWENX vs. TRRCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWENX Vanguard Wellington Fund Admiral Shares | 5.10% | 16.63% | 14.82% | 14.40% | -14.31% | 19.09% | 10.66% | 22.61% | -3.35% | 14.05% |
TRRCX T. Rowe Price Retirement 2030 Fund | 6.49% | 8.23% | 10.73% | 16.36% | -16.89% | 13.70% | 15.90% | 22.50% | -6.36% | 19.46% |
Correlation
The correlation between VWENX and TRRCX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2002 | 0.91 |
The correlation between VWENX and TRRCX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
VWENX vs. TRRCX — Risk / Return Rank
VWENX
TRRCX
VWENX vs. TRRCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Admiral Shares (VWENX) and T. Rowe Price Retirement 2030 Fund (TRRCX). 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.
| VWENX | TRRCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.25 | +1.39 |
| Martin ratioReturn relative to average drawdown | 11.92 | 4.13 | +7.79 |
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Drawdowns
VWENX vs. TRRCX - Drawdown Comparison
The maximum VWENX drawdown since its inception was -36.02%, smaller than the maximum TRRCX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for VWENX and TRRCX.
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Drawdown Indicators
| VWENX | TRRCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.02% | -52.28% | +16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -7.93% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -11.98% | -10.46% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -24.07% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -25.33% | -28.55% | +3.22% |
Current DrawdownCurrent decline from peak | -1.92% | -1.34% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -6.07% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 2.37% | -0.87% |
Volatility
VWENX vs. TRRCX - Volatility Comparison
Vanguard Wellington Fund Admiral Shares (VWENX) and T. Rowe Price Retirement 2030 Fund (TRRCX) have volatilities of 3.50% and 3.44%, 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
| VWENX | TRRCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.44% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 8.65% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.83% | 9.93% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.20% | 11.40% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.56% | 12.26% | -0.70% |
VWENX vs. TRRCX - Expense Ratio Comparison
VWENX has a 0.16% expense ratio, which is lower than TRRCX's 0.59% expense ratio.
Dividends
VWENX vs. TRRCX - Dividend Comparison
VWENX's dividend yield for the trailing twelve months is around 11.05%, while TRRCX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRCX T. Rowe Price Retirement 2030 Fund | 0.00% | 0.00% | 3.38% | 6.16% | 12.05% | 9.43% | 5.45% | 5.44% | 8.83% | 3.82% | 2.66% | 3.76% |
VWENX Vanguard Wellington Fund Admiral Shares | 11.05% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
Frequently Asked Questions
VWENX and TRRCX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWENX has higher volatility (3.50%) compared to TRRCX (3.44%). In terms of maximum drawdown, VWENX dropped -36.02% vs TRRCX's -52.28%.
VWENX currently has the higher Sharpe Ratio (2.02 vs 1.00), 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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