VWINX vs. MO
VWINX (Vanguard Wellesley Income Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, VWINX returned 5.77%/yr vs 7.57%/yr for MO. At a 0.39 correlation, their price movements are largely independent.
Performance
VWINX vs. MO - Performance Comparison
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Returns By Period
In the year-to-date period, VWINX achieves a 3.39% return, which is significantly lower than MO's 23.71% return. Over the past 10 years, VWINX has underperformed MO with an annualized return of 5.77%, while MO has yielded a comparatively higher 7.57% annualized return.
VWINX
- 1D
- 0.26%
- 1M
- 1.12%
- YTD
- 3.39%
- 6M
- 3.55%
- 1Y
- 10.49%
- 3Y*
- 8.40%
- 5Y*
- 4.24%
- 10Y*
- 5.77%
MO
- 1D
- 0.25%
- 1M
- -4.33%
- YTD
- 23.71%
- 6M
- 25.08%
- 1Y
- 24.07%
- 3Y*
- 25.38%
- 5Y*
- 17.04%
- 10Y*
- 7.57%
VWINX vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWINX Vanguard Wellesley Income Fund Investor Shares | 3.39% | 10.98% | 5.86% | 6.99% | -9.09% | 8.48% | 8.44% | 16.39% | -2.54% | 9.29% |
MO Altria Group, Inc. | 23.71% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between VWINX and MO is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1980 | 0.39 |
Over the past year, the correlation between VWINX and MO has dropped to 0.02 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
VWINX vs. MO — Risk / Return Rank
VWINX
MO
VWINX vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) and Altria Group, Inc. (MO). 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 | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.47 | +1.06 |
| Martin ratioReturn relative to average drawdown | 9.52 | 3.69 | +5.83 |
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Drawdowns
VWINX vs. MO - Drawdown Comparison
The maximum VWINX drawdown since its inception was -21.72%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for VWINX and MO.
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Drawdown Indicators
| VWINX | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.72% | -65.43% | +43.71% |
Max Drawdown (1Y)Largest decline over 1 year | -4.16% | -16.40% | +12.24% |
Max Drawdown (3Y)Largest decline over 3 years | -6.98% | -16.40% | +9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -15.30% | -25.83% | +10.53% |
Max Drawdown (10Y)Largest decline over 10 years | -17.43% | -53.69% | +36.26% |
Current DrawdownCurrent decline from peak | -0.35% | -5.90% | +5.55% |
Average DrawdownAverage peak-to-trough decline | -2.63% | -11.92% | +9.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 6.54% | -5.44% |
Volatility
VWINX vs. MO - Volatility Comparison
The current volatility for Vanguard Wellesley Income Fund Investor Shares (VWINX) is 1.63%, while Altria Group, Inc. (MO) has a volatility of 6.93%. This indicates that VWINX experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWINX | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 6.93% | -5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.92% | 17.83% | -13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.20% | 22.76% | -17.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.99% | 20.69% | -13.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.93% | 22.99% | -16.06% |
Dividends
VWINX vs. MO - Dividend Comparison
VWINX's dividend yield for the trailing twelve months is around 8.64%, more than MO's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 6.13% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 8.64% | 7.86% | 6.61% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 3.20% | 4.00% | 5.60% |
Frequently Asked Questions
VWINX and MO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.93%) compared to VWINX (1.63%). In terms of maximum drawdown, VWINX dropped -21.72% vs MO's -65.43%.
VWINX currently has the higher Sharpe Ratio (2.03 vs 1.06), 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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