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

Performance

VWICX vs. VWELX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.98%
8.36%
VWICX
VWELX

Returns By Period

In the year-to-date period, VWICX achieves a 10.62% return, which is significantly lower than VWELX's 15.34% return.


VWICX

YTD

10.62%

1M

-2.98%

6M

1.52%

1Y

15.70%

5Y (annualized)

7.58%

10Y (annualized)

N/A

VWELX

YTD

15.34%

1M

0.79%

6M

8.73%

1Y

20.04%

5Y (annualized)

8.79%

10Y (annualized)

8.45%

Key characteristics


VWICXVWELX
Sharpe Ratio1.242.47
Sortino Ratio1.783.41
Omega Ratio1.221.46
Calmar Ratio1.753.29
Martin Ratio6.4016.78
Ulcer Index2.47%1.22%
Daily Std Dev12.70%8.32%
Max Drawdown-34.37%-36.12%
Current Drawdown-5.86%-0.93%

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VWICX vs. VWELX - Expense Ratio Comparison

VWICX has a 0.45% expense ratio, which is higher than VWELX's 0.24% expense ratio.


VWICX
Vanguard International Core Stock Fund Investor Shares
Expense ratio chart for VWICX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VWELX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Correlation

-0.50.00.51.00.8

The correlation between VWICX and VWELX is 0.77, 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.

Risk-Adjusted Performance

VWICX vs. VWELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Investor Shares (VWICX) 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.


Sharpe ratio
The chart of Sharpe ratio for VWICX, currently valued at 1.24, compared to the broader market-1.000.001.002.003.004.005.001.242.47
The chart of Sortino ratio for VWICX, currently valued at 1.78, compared to the broader market0.005.0010.001.783.41
The chart of Omega ratio for VWICX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.46
The chart of Calmar ratio for VWICX, currently valued at 1.75, compared to the broader market0.005.0010.0015.0020.0025.001.753.29
The chart of Martin ratio for VWICX, currently valued at 6.40, compared to the broader market0.0020.0040.0060.0080.00100.006.4016.78
VWICX
VWELX

The current VWICX Sharpe Ratio is 1.24, which is lower than the VWELX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VWICX 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.24
2.47
VWICX
VWELX

Dividends

VWICX vs. VWELX - Dividend Comparison

VWICX's dividend yield for the trailing twelve months is around 1.91%, less than VWELX's 5.40% yield.


TTM20232022202120202019201820172016201520142013
VWICX
Vanguard International Core Stock Fund Investor Shares
1.91%2.11%2.00%2.73%1.80%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
VWELX
Vanguard Wellington Fund Investor Shares
5.40%6.01%2.25%1.71%2.07%2.53%3.00%2.45%2.56%3.25%2.55%2.50%

Drawdowns

VWICX vs. VWELX - Drawdown Comparison

The maximum VWICX drawdown since its inception was -34.37%, roughly equal to the maximum VWELX drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VWICX and VWELX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.86%
-0.93%
VWICX
VWELX

Volatility

VWICX vs. VWELX - Volatility Comparison

Vanguard International Core Stock Fund Investor Shares (VWICX) has a higher volatility of 3.55% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 2.66%. This indicates that VWICX's price experiences larger fluctuations and is considered to be riskier than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.55%
2.66%
VWICX
VWELX