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VWETX vs. VBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWETX vs. VBIAX - Performance Comparison

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

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VWETX vs. VBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWETX
Vanguard Long-Term Investment-Grade Fund Admiral Shares
-1.25%7.31%-2.70%8.92%-25.54%-2.79%15.50%20.56%-6.17%12.08%
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, VWETX achieves a -1.25% return, which is significantly higher than VBIAX's -2.43% return. Over the past 10 years, VWETX has underperformed VBIAX with an annualized return of 1.83%, while VBIAX has yielded a comparatively higher 8.97% annualized return.


VWETX

1D
0.40%
1M
-2.97%
YTD
-1.25%
6M
-1.80%
1Y
2.59%
3Y*
2.04%
5Y*
-2.27%
10Y*
1.83%

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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VWETX vs. VBIAX - Expense Ratio Comparison

VWETX has a 0.12% 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

VWETX vs. VBIAX — Risk / Return Rank

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

VWETX
VWETX Risk / Return Rank: 1414
Overall Rank
VWETX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VWETX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VWETX Omega Ratio Rank: 99
Omega Ratio Rank
VWETX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VWETX Martin Ratio Rank: 1616
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.

VWETX vs. VBIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) 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.


VWETXVBIAXDifference

Sharpe ratio

Return per unit of total volatility

0.35

1.14

-0.79

Sortino ratio

Return per unit of downside risk

0.53

1.70

-1.17

Omega ratio

Gain probability vs. loss probability

1.07

1.25

-0.18

Calmar ratio

Return relative to maximum drawdown

0.73

1.71

-0.98

Martin ratio

Return relative to average drawdown

1.77

8.03

-6.26

VWETX vs. VBIAX - Sharpe Ratio Comparison

The current VWETX Sharpe Ratio is 0.35, which is lower than the VBIAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VWETX 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


VWETXVBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

1.14

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.59

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.80

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.12

Correlation

The correlation between VWETX and VBIAX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VWETX vs. VBIAX - Dividend Comparison

VWETX's dividend yield for the trailing twelve months is around 4.76%, less than VBIAX's 5.74% yield.


TTM20252024202320222021202020192018201720162015
VWETX
Vanguard Long-Term Investment-Grade Fund Admiral Shares
4.76%5.06%5.10%4.26%4.54%4.86%6.99%5.11%4.40%5.60%6.25%7.49%
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

VWETX vs. VBIAX - Drawdown Comparison

The maximum VWETX drawdown since its inception was -36.04%, roughly equal to the maximum VBIAX drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for VWETX and VBIAX.


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Drawdown Indicators


VWETXVBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.04%

-35.90%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-7.78%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-34.42%

-21.53%

-12.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

-22.78%

-13.26%

Current Drawdown

Current decline from peak

-20.25%

-4.10%

-16.15%

Average Drawdown

Average peak-to-trough decline

-7.12%

-4.47%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.66%

+0.59%

Volatility

VWETX vs. VBIAX - Volatility Comparison

The current volatility for Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) is 3.42%, while Vanguard Balanced Index Fund Admiral Shares (VBIAX) has a volatility of 3.71%. This indicates that VWETX experiences smaller price fluctuations and is considered to be less risky 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


VWETXVBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.71%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.29%

6.20%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

8.97%

11.39%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.10%

11.05%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.85%

11.18%

-0.33%