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VWENX vs. VWELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWENX and VWELX is 0.95, 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.


Performance

VWENX vs. VWELX - Performance Comparison

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

200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
519.55%
194.17%
VWENX
VWELX

Key characteristics

Sharpe Ratio

VWENX:

0.79

VWELX:

0.16

Sortino Ratio

VWENX:

1.18

VWELX:

0.30

Omega Ratio

VWENX:

1.17

VWELX:

1.05

Calmar Ratio

VWENX:

0.83

VWELX:

0.13

Martin Ratio

VWENX:

3.40

VWELX:

0.38

Ulcer Index

VWENX:

2.94%

VWELX:

6.48%

Daily Std Dev

VWENX:

12.65%

VWELX:

15.17%

Max Drawdown

VWENX:

-36.02%

VWELX:

-38.77%

Current Drawdown

VWENX:

-4.40%

VWELX:

-10.85%

Returns By Period

In the year-to-date period, VWENX achieves a -1.01% return, which is significantly lower than VWELX's -0.73% return. Over the past 10 years, VWENX has outperformed VWELX with an annualized return of 8.05%, while VWELX has yielded a comparatively lower 3.40% annualized return.


VWENX

YTD

-1.01%

1M

6.92%

6M

0.19%

1Y

8.30%

5Y*

9.79%

10Y*

8.05%

VWELX

YTD

-0.73%

1M

7.26%

6M

-7.34%

1Y

0.12%

5Y*

4.17%

10Y*

3.40%

*Annualized

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VWENX vs. VWELX - Expense Ratio Comparison

VWENX has a 0.16% expense ratio, which is lower than VWELX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VWENX vs. VWELX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWENX
The Risk-Adjusted Performance Rank of VWENX is 6767
Overall Rank
The Sharpe Ratio Rank of VWENX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VWENX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VWENX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VWENX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VWENX is 7171
Martin Ratio Rank

VWELX
The Risk-Adjusted Performance Rank of VWELX is 2525
Overall Rank
The Sharpe Ratio Rank of VWELX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VWELX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VWELX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VWELX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VWELX is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWENX vs. VWELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Admiral Shares (VWENX) and Vanguard Wellington Fund Investor Shares (VWELX). 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 0.79, which is higher than the VWELX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of VWENX and VWELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.79
0.11
VWENX
VWELX

Dividends

VWENX vs. VWELX - Dividend Comparison

VWENX's dividend yield for the trailing twelve months is around 11.06%, more than VWELX's 2.34% yield.


TTM20242023202220212020201920182017201620152014
VWENX
Vanguard Wellington Fund Admiral Shares
11.06%10.85%6.08%8.28%8.72%7.85%4.74%9.58%6.55%4.53%6.58%6.47%
VWELX
Vanguard Wellington Fund Investor Shares
2.34%2.27%6.01%2.25%1.71%2.07%2.53%3.00%2.45%2.56%3.25%2.55%

Drawdowns

VWENX vs. VWELX - Drawdown Comparison

The maximum VWENX drawdown since its inception was -36.02%, smaller than the maximum VWELX drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for VWENX and VWELX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.40%
-10.85%
VWENX
VWELX

Volatility

VWENX vs. VWELX - Volatility Comparison

Vanguard Wellington Fund Admiral Shares (VWENX) and Vanguard Wellington Fund Investor Shares (VWELX) have volatilities of 7.24% and 7.21%, 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.24%
7.21%
VWENX
VWELX