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

Correlation

The correlation between VWILX and VWENX 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.


-0.50.00.51.00.8

Performance

VWILX vs. VWENX - Performance Comparison

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

-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
4.00%
6.83%
VWILX
VWENX

Key characteristics

Sharpe Ratio

VWILX:

1.14

VWENX:

2.05

Sortino Ratio

VWILX:

1.64

VWENX:

2.79

Omega Ratio

VWILX:

1.21

VWENX:

1.38

Calmar Ratio

VWILX:

0.42

VWENX:

3.68

Martin Ratio

VWILX:

5.78

VWENX:

13.31

Ulcer Index

VWILX:

3.16%

VWENX:

1.37%

Daily Std Dev

VWILX:

16.08%

VWENX:

8.87%

Max Drawdown

VWILX:

-65.55%

VWENX:

-36.02%

Current Drawdown

VWILX:

-33.82%

VWENX:

-0.37%

Returns By Period

In the year-to-date period, VWILX achieves a 4.28% return, which is significantly higher than VWENX's 2.31% return. Over the past 10 years, VWILX has underperformed VWENX with an annualized return of 6.39%, while VWENX has yielded a comparatively higher 8.63% annualized return.


VWILX

YTD

4.28%

1M

3.51%

6M

4.00%

1Y

17.37%

5Y*

2.83%

10Y*

6.39%

VWENX

YTD

2.31%

1M

1.84%

6M

6.82%

1Y

17.18%

5Y*

8.31%

10Y*

8.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWILX vs. VWENX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is higher than VWENX's 0.16% expense ratio.


VWILX
Vanguard International Growth Fund Admiral Shares
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VWENX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

VWILX vs. VWENX — Risk-Adjusted Performance Rank

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

VWILX
The Risk-Adjusted Performance Rank of VWILX is 4949
Overall Rank
The Sharpe Ratio Rank of VWILX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 6161
Martin Ratio Rank

VWENX
The Risk-Adjusted Performance Rank of VWENX is 8888
Overall Rank
The Sharpe Ratio Rank of VWENX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VWENX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VWENX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VWENX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VWENX is 9191
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.

VWILX vs. VWENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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 VWILX, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.001.142.05
The chart of Sortino ratio for VWILX, currently valued at 1.64, compared to the broader market0.005.0010.001.642.79
The chart of Omega ratio for VWILX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.38
The chart of Calmar ratio for VWILX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.423.68
The chart of Martin ratio for VWILX, currently valued at 5.78, compared to the broader market0.0020.0040.0060.0080.005.7813.31
VWILX
VWENX

The current VWILX Sharpe Ratio is 1.14, which is lower than the VWENX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of VWILX and VWENX, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.14
2.05
VWILX
VWENX

Dividends

VWILX vs. VWENX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 0.91%, less than VWENX's 10.60% yield.


TTM20242023202220212020201920182017201620152014
VWILX
Vanguard International Growth Fund Admiral Shares
0.91%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%
VWENX
Vanguard Wellington Fund Admiral Shares
10.60%10.85%6.08%8.28%8.72%7.85%4.74%9.58%6.55%4.53%6.58%6.47%

Drawdowns

VWILX vs. VWENX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -65.55%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for VWILX and VWENX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.82%
-0.37%
VWILX
VWENX

Volatility

VWILX vs. VWENX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 5.13% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 3.74%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.13%
3.74%
VWILX
VWENX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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