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VWIAX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWIAX and SCHD is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VWIAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellesley Income Fund Admiral Shares (VWIAX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
75.09%
369.64%
VWIAX
SCHD

Key characteristics

Sharpe Ratio

VWIAX:

0.60

SCHD:

0.18

Sortino Ratio

VWIAX:

0.80

SCHD:

0.35

Omega Ratio

VWIAX:

1.13

SCHD:

1.05

Calmar Ratio

VWIAX:

0.51

SCHD:

0.18

Martin Ratio

VWIAX:

1.78

SCHD:

0.64

Ulcer Index

VWIAX:

2.69%

SCHD:

4.44%

Daily Std Dev

VWIAX:

7.99%

SCHD:

15.99%

Max Drawdown

VWIAX:

-23.93%

SCHD:

-33.37%

Current Drawdown

VWIAX:

-4.70%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, VWIAX achieves a 1.57% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, VWIAX has underperformed SCHD with an annualized return of 3.01%, while SCHD has yielded a comparatively higher 10.34% annualized return.


VWIAX

YTD

1.57%

1M

-0.81%

6M

-2.48%

1Y

4.91%

5Y*

2.41%

10Y*

3.01%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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VWIAX vs. SCHD - Expense Ratio Comparison

VWIAX has a 0.16% expense ratio, which is higher than SCHD's 0.06% 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%.


Expense ratio chart for VWIAX: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWIAX: 0.16%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

VWIAX vs. SCHD — Risk-Adjusted Performance Rank

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

VWIAX
The Risk-Adjusted Performance Rank of VWIAX is 6161
Overall Rank
The Sharpe Ratio Rank of VWIAX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIAX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VWIAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VWIAX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VWIAX is 5555
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
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.

VWIAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Admiral Shares (VWIAX) and Schwab US Dividend Equity ETF (SCHD). 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 chart of Sharpe ratio for VWIAX, currently valued at 0.60, compared to the broader market-1.000.001.002.003.00
VWIAX: 0.60
SCHD: 0.18
The chart of Sortino ratio for VWIAX, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.00
VWIAX: 0.80
SCHD: 0.35
The chart of Omega ratio for VWIAX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
VWIAX: 1.13
SCHD: 1.05
The chart of Calmar ratio for VWIAX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
VWIAX: 0.51
SCHD: 0.18
The chart of Martin ratio for VWIAX, currently valued at 1.78, compared to the broader market0.0010.0020.0030.0040.0050.00
VWIAX: 1.78
SCHD: 0.64

The current VWIAX Sharpe Ratio is 0.60, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of VWIAX and SCHD, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.60
0.18
VWIAX
SCHD

Dividends

VWIAX vs. SCHD - Dividend Comparison

VWIAX's dividend yield for the trailing twelve months is around 3.88%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
3.88%3.83%5.80%3.25%2.55%2.72%2.97%3.38%2.92%3.02%3.18%3.23%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

VWIAX vs. SCHD - Drawdown Comparison

The maximum VWIAX drawdown since its inception was -23.93%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VWIAX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.70%
-11.47%
VWIAX
SCHD

Volatility

VWIAX vs. SCHD - Volatility Comparison

The current volatility for Vanguard Wellesley Income Fund Admiral Shares (VWIAX) is 4.51%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that VWIAX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
4.51%
11.20%
VWIAX
SCHD