VWENX vs. VEIPX

In the year-to-date period, VWENX achieves a 1.60% return, which is significantly lower than VEIPX's 2.67% return. Over the past 10 years, VWENX has outperformed VEIPX with an annualized return of 8.32%, while VEIPX has yielded a comparatively lower 5.86% annualized return.

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VWENX has a 0.16% expense ratio, which is lower than VEIPX's 0.28% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Admiral Shares (VWENX) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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.

The current VWENX Sharpe Ratio is 0.82, which is higher than the VEIPX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of VWENX and VEIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VWENX's dividend yield for the trailing twelve months is around 10.78%, more than VEIPX's 2.85% yield.

The maximum VWENX drawdown since its inception was -36.02%, smaller than the maximum VEIPX drawdown of -56.84%. Use the drawdown chart below to compare losses from any high point for VWENX and VEIPX. For additional features, visit the drawdowns tool.

The current volatility for Vanguard Wellington Fund Admiral Shares (VWENX) is 3.91%, while Vanguard Equity Income Fund Investor Shares (VEIPX) has a volatility of 4.45%. This indicates that VWENX experiences smaller price fluctuations and is considered to be less risky than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.