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

Correlation

The correlation between VWIAX and VBIAX is 0.74, 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. VBIAX - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
207.42%
389.47%
VWIAX
VBIAX

Key characteristics

Sharpe Ratio

VWIAX:

0.63

VBIAX:

0.58

Sortino Ratio

VWIAX:

0.83

VBIAX:

0.89

Omega Ratio

VWIAX:

1.14

VBIAX:

1.12

Calmar Ratio

VWIAX:

0.54

VBIAX:

0.53

Martin Ratio

VWIAX:

1.88

VBIAX:

2.21

Ulcer Index

VWIAX:

2.68%

VBIAX:

3.21%

Daily Std Dev

VWIAX:

7.99%

VBIAX:

12.26%

Max Drawdown

VWIAX:

-23.93%

VBIAX:

-35.90%

Current Drawdown

VWIAX:

-4.83%

VBIAX:

-8.01%

Returns By Period

In the year-to-date period, VWIAX achieves a 1.43% return, which is significantly higher than VBIAX's -4.95% return. Over the past 10 years, VWIAX has underperformed VBIAX with an annualized return of 2.96%, while VBIAX has yielded a comparatively higher 7.32% annualized return.


VWIAX

YTD

1.43%

1M

-1.34%

6M

-2.96%

1Y

4.79%

5Y*

2.47%

10Y*

2.96%

VBIAX

YTD

-4.95%

1M

-4.77%

6M

-4.31%

1Y

6.32%

5Y*

8.48%

10Y*

7.32%

*Annualized

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VWIAX vs. VBIAX - Expense Ratio Comparison

VWIAX has a 0.16% 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%.


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 VBIAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBIAX: 0.07%

Risk-Adjusted Performance

VWIAX vs. VBIAX — 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 6363
Overall Rank
The Sharpe Ratio Rank of VWIAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VWIAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VWIAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VWIAX is 5757
Martin Ratio Rank

VBIAX
The Risk-Adjusted Performance Rank of VBIAX is 6363
Overall Rank
The Sharpe Ratio Rank of VBIAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VBIAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VBIAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VBIAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VBIAX is 6262
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. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Admiral Shares (VWIAX) 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.


The chart of Sharpe ratio for VWIAX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.00
VWIAX: 0.63
VBIAX: 0.58
The chart of Sortino ratio for VWIAX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
VWIAX: 0.83
VBIAX: 0.89
The chart of Omega ratio for VWIAX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
VWIAX: 1.14
VBIAX: 1.12
The chart of Calmar ratio for VWIAX, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.00
VWIAX: 0.54
VBIAX: 0.53
The chart of Martin ratio for VWIAX, currently valued at 1.88, compared to the broader market0.0010.0020.0030.0040.0050.00
VWIAX: 1.88
VBIAX: 2.21

The current VWIAX Sharpe Ratio is 0.63, which is comparable to the VBIAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of VWIAX 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.63
0.58
VWIAX
VBIAX

Dividends

VWIAX vs. VBIAX - Dividend Comparison

VWIAX's dividend yield for the trailing twelve months is around 3.89%, less than VBIAX's 4.58% yield.


TTM20242023202220212020201920182017201620152014
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
3.89%3.83%5.80%3.25%2.55%2.72%2.97%3.38%2.92%3.02%3.18%3.23%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
4.58%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%1.92%

Drawdowns

VWIAX vs. VBIAX - Drawdown Comparison

The maximum VWIAX drawdown since its inception was -23.93%, smaller than the maximum VBIAX drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for VWIAX and VBIAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.83%
-8.01%
VWIAX
VBIAX

Volatility

VWIAX vs. VBIAX - Volatility Comparison

The current volatility for Vanguard Wellesley Income Fund Admiral Shares (VWIAX) is 4.51%, while Vanguard Balanced Index Fund Admiral Shares (VBIAX) has a volatility of 8.77%. This indicates that VWIAX 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.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
4.51%
8.77%
VWIAX
VBIAX