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VWINX vs. ^CASHX
Performance
Return for Risk
Drawdowns
Volatility

Performance

VWINX vs. ^CASHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellesley Income Fund Investor Shares (VWINX) and US Money Market Index (^CASHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWINX achieves a 3.48% return, which is significantly higher than ^CASHX's 1.60% return. Over the past 10 years, VWINX has outperformed ^CASHX with an annualized return of 5.79%, while ^CASHX has yielded a comparatively lower 2.32% annualized return.


VWINX

1D
0.77%
1M
0.85%
YTD
3.48%
6M
3.45%
1Y
10.58%
3Y*
8.70%
5Y*
4.00%
10Y*
5.79%

^CASHX

1D
0.01%
1M
0.26%
YTD
1.60%
6M
1.77%
1Y
3.87%
3Y*
4.63%
5Y*
3.53%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWINX vs. ^CASHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWINX
Vanguard Wellesley Income Fund Investor Shares
3.48%10.98%5.86%6.99%-9.09%8.48%8.44%16.39%-2.54%9.29%
^CASHX
US Money Market Index
1.60%4.21%5.16%5.03%1.68%0.08%0.37%2.16%1.83%1.00%

Correlation

The correlation between VWINX and ^CASHX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1980

0.01

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Return for Risk

VWINX vs. ^CASHX — Risk / Return Rank

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

VWINX
VWINX Risk / Return Rank: 7070
Overall Rank
VWINX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VWINX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWINX Omega Ratio Rank: 7272
Omega Ratio Rank
VWINX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWINX Martin Ratio Rank: 6161
Martin Ratio Rank

^CASHX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWINX vs. ^CASHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) and US Money Market Index (^CASHX). 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.


VWINX^CASHXDifference
Sharpe ratioReturn per unit of total volatility

-257.83

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.54

Martin ratioReturn relative to average drawdown

9.54

VWINX vs. ^CASHX - Sharpe Ratio Comparison

The current VWINX Sharpe Ratio is 2.03, which is lower than the ^CASHX Sharpe Ratio of 259.86. The chart below compares the historical Sharpe Ratios of VWINX and ^CASHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VWINX vs. ^CASHX - Drawdown Comparison

The maximum VWINX drawdown since its inception was -21.72%, which is greater than ^CASHX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VWINX and ^CASHX.


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Drawdown Indicators


VWINX^CASHXDifference

Max Drawdown

Largest peak-to-trough decline

-21.72%

0.00%

-21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

0.00%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-6.98%

0.00%

-6.98%

Max Drawdown (5Y)

Largest decline over 5 years

-15.30%

0.00%

-15.30%

Max Drawdown (10Y)

Largest decline over 10 years

-17.43%

0.00%

-17.43%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.63%

0.00%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.00%

+1.11%

Volatility

VWINX vs. ^CASHX - Volatility Comparison

Vanguard Wellesley Income Fund Investor Shares (VWINX) has a higher volatility of 1.79% compared to US Money Market Index (^CASHX) at 0.00%. This indicates that VWINX's price experiences larger fluctuations and is considered to be riskier than ^CASHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWINX^CASHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

0.00%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

0.00%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.22%

0.01%

+5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.99%

0.08%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

0.08%

+6.85%

Frequently Asked Questions


VWINX and ^CASHX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWINX has higher volatility (1.79%) compared to ^CASHX (0.00%). In terms of maximum drawdown, VWINX dropped -21.72% vs ^CASHX's 0.00%.

^CASHX currently has the higher Sharpe Ratio (259.86 vs 2.03), 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.

Portfolio Optimizer

Find the right allocation for VWINX and ^CASHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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