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VWINX vs. FFANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWINX vs. FFANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellesley Income Fund Investor Shares (VWINX) and Fidelity Asset Manager 40% Fund (FFANX). The values are adjusted to include any dividend payments, if applicable.

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VWINX vs. FFANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWINX
Vanguard Wellesley Income Fund Investor Shares
0.26%10.98%5.86%6.99%-9.09%8.48%8.44%16.39%-2.54%9.29%
FFANX
Fidelity Asset Manager 40% Fund
-0.00%13.16%7.40%11.52%-13.62%8.03%13.10%15.81%-4.06%11.25%

Returns By Period

Over the past 10 years, VWINX has underperformed FFANX with an annualized return of 5.67%, while FFANX has yielded a comparatively higher 6.30% annualized return.


VWINX

1D
0.00%
1M
-2.31%
YTD
0.26%
6M
1.88%
1Y
7.83%
3Y*
7.55%
5Y*
4.12%
10Y*
5.67%

FFANX

1D
0.14%
1M
-1.95%
YTD
-0.00%
6M
1.70%
1Y
12.03%
3Y*
9.07%
5Y*
4.50%
10Y*
6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWINX vs. FFANX - Expense Ratio Comparison

VWINX has a 0.23% expense ratio, which is lower than FFANX's 0.52% expense ratio.


Return for Risk

VWINX vs. FFANX — Risk / Return Rank

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

VWINX
VWINX Risk / Return Rank: 5555
Overall Rank
VWINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VWINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VWINX Omega Ratio Rank: 5252
Omega Ratio Rank
VWINX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VWINX Martin Ratio Rank: 5353
Martin Ratio Rank

FFANX
FFANX Risk / Return Rank: 7979
Overall Rank
FFANX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FFANX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FFANX Omega Ratio Rank: 7777
Omega Ratio Rank
FFANX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FFANX Martin Ratio Rank: 8181
Martin Ratio Rank
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. FFANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) and Fidelity Asset Manager 40% Fund (FFANX). 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.


VWINXFFANXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.56

-0.34

Sortino ratio

Return per unit of downside risk

1.72

2.22

-0.50

Omega ratio

Gain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratio

Return relative to maximum drawdown

1.63

2.25

-0.62

Martin ratio

Return relative to average drawdown

6.33

9.22

-2.88

VWINX vs. FFANX - Sharpe Ratio Comparison

The current VWINX Sharpe Ratio is 1.22, which is comparable to the FFANX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VWINX and FFANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWINXFFANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.56

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.58

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.83

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.63

+0.44

Correlation

The correlation between VWINX and FFANX is 0.83, 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.


Dividends

VWINX vs. FFANX - Dividend Comparison

VWINX's dividend yield for the trailing twelve months is around 7.93%, more than FFANX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
VWINX
Vanguard Wellesley Income Fund Investor Shares
7.93%7.86%6.61%4.73%7.67%6.03%4.30%3.94%7.56%3.20%4.00%5.60%
FFANX
Fidelity Asset Manager 40% Fund
3.97%3.97%2.81%2.49%5.75%2.35%2.36%3.67%4.56%2.56%1.43%3.18%

Drawdowns

VWINX vs. FFANX - Drawdown Comparison

The maximum VWINX drawdown since its inception was -21.72%, smaller than the maximum FFANX drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for VWINX and FFANX.


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Drawdown Indicators


VWINXFFANXDifference

Max Drawdown

Largest peak-to-trough decline

-21.72%

-31.69%

+9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-5.20%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.30%

-18.52%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-17.43%

-18.52%

+1.09%

Current Drawdown

Current decline from peak

-3.13%

-3.70%

+0.57%

Average Drawdown

Average peak-to-trough decline

-2.64%

-3.83%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.38%

-0.09%

Volatility

VWINX vs. FFANX - Volatility Comparison

The current volatility for Vanguard Wellesley Income Fund Investor Shares (VWINX) is 2.22%, while Fidelity Asset Manager 40% Fund (FFANX) has a volatility of 3.31%. This indicates that VWINX experiences smaller price fluctuations and is considered to be less risky than FFANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWINXFFANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

3.31%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

5.07%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.68%

7.91%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.96%

7.79%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.89%

7.64%

-0.75%