VWILX vs. VWENX
VWILX (Vanguard International Growth Fund Admiral Shares) and VWENX (Vanguard Wellington Fund Admiral Shares) are both mutual funds - VWILX is a Foreign Large Cap Equities fund actively managed by Vanguard, while VWENX is a Diversified Portfolio fund actively managed by Vanguard. Both are actively managed. Over the past 10 years, VWILX returned 9.60%/yr vs 9.90%/yr for VWENX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. VWILX charges 0.32%/yr vs 0.16%/yr for VWENX.
Performance
VWILX vs. VWENX - Performance Comparison
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Returns By Period
In the year-to-date period, VWILX achieves a 7.00% return, which is significantly higher than VWENX's 6.50% return. Both investments have delivered pretty close results over the past 10 years, with VWILX having a 9.60% annualized return and VWENX not far ahead at 9.90%.
VWILX
- 1D
- 0.59%
- 1M
- 1.43%
- 6M
- 4.93%
- YTD
- 7.00%
- 1Y
- 13.64%
- 3Y*
- 11.88%
- 5Y*
- -1.99%
- 10Y*
- 9.60%
- ALL TIME*
- 7.49%
VWENX
- 1D
- 1.02%
- 1M
- 0.35%
- 6M
- 5.87%
- YTD
- 6.50%
- 1Y
- 14.28%
- 3Y*
- 14.79%
- 5Y*
- 8.09%
- 10Y*
- 9.90%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VWILX vs. VWENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWILX Vanguard International Growth Fund Admiral Shares | 7.00% | 20.08% | 9.18% | 14.80% | -30.80% | -12.81% | 59.77% | 31.50% | -12.58% | 43.17% |
VWENX Vanguard Wellington Fund Admiral Shares | 6.50% | 16.63% | 14.82% | 14.40% | -14.31% | 19.09% | 10.66% | 22.61% | -3.35% | 14.05% |
Correlation
The correlation between VWILX and VWENX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2001 | 0.77 |
The correlation between VWILX and VWENX has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.
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Return for Risk
VWILX vs. VWENX — Risk / Return Rank
VWILX
VWENX
VWILX vs. VWENX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VWILX | VWENX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.29 | -1.20 |
| Martin ratioReturn relative to average drawdown | 3.50 | 9.69 | -6.19 |
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Drawdowns
VWILX vs. VWENX - Drawdown Comparison
The maximum VWILX drawdown since its inception was -59.49%, 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.
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Drawdown Indicators
| VWILX | VWENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.49% | -36.02% | -23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -6.77% | -7.29% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -11.98% | -8.04% |
Max Drawdown (5Y)Largest decline over 5 years | -53.56% | -20.84% | -32.72% |
Max Drawdown (10Y)Largest decline over 10 years | -54.08% | -25.33% | -28.75% |
Current DrawdownCurrent decline from peak | -14.05% | -0.61% | -13.44% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -4.34% | -10.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 1.60% | +2.78% |
Volatility
VWILX vs. VWENX - Volatility Comparison
Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 5.01% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 3.04%. 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.
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Volatility by Period
| VWILX | VWENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 3.04% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 7.68% | +8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 9.37% | +9.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 11.27% | +12.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.65% | 11.56% | +10.09% |
VWILX vs. VWENX - Expense Ratio Comparison
VWILX has a 0.32% expense ratio, which is higher than VWENX's 0.16% expense ratio.
Dividends
VWILX vs. VWENX - Dividend Comparison
VWILX's dividend yield for the trailing twelve months is around 6.44%, less than VWENX's 10.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWENX Vanguard Wellington Fund Admiral Shares | 10.95% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
VWILX Vanguard International Growth Fund Admiral Shares | 6.44% | 6.89% | 9.81% | 1.92% | 7.03% | 0.36% | 2.38% | 1.30% | 5.52% | 0.84% | 1.42% | 1.53% |
Frequently Asked Questions
VWILX and VWENX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWILX has higher volatility (5.01%) compared to VWENX (3.04%). In terms of maximum drawdown, VWILX dropped -59.49% vs VWENX's -36.02%.
VWENX currently has the higher Sharpe Ratio (1.66 vs 0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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