VWINX vs. PRWCX
Compare and contrast key facts about Vanguard Wellesley Income Fund Investor Shares (VWINX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
VWINX is managed by Vanguard. It was launched on Jul 1, 1970. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWINX or PRWCX.
Key characteristics
| VWINX | PRWCX | |
|---|---|---|
| YTD Return | 8.20% | 14.83% |
| 1Y Return | 18.46% | 24.32% |
| 3Y Return (Ann) | -0.54% | 6.51% |
| 5Y Return (Ann) | 2.83% | 11.80% |
| 10Y Return (Ann) | 3.40% | 10.85% |
| Sharpe Ratio | 2.61 | 3.06 |
| Sortino Ratio | 4.03 | 4.29 |
| Omega Ratio | 1.55 | 1.59 |
| Calmar Ratio | 1.04 | 6.45 |
| Martin Ratio | 17.12 | 25.20 |
| Ulcer Index | 1.03% | 0.93% |
| Daily Std Dev | 6.72% | 7.65% |
| Max Drawdown | -24.01% | -41.77% |
| Current Drawdown | -1.59% | 0.00% |
Correlation
The correlation between VWINX and PRWCX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VWINX vs. PRWCX - Performance Comparison
In the year-to-date period, VWINX achieves a 8.20% return, which is significantly lower than PRWCX's 14.83% return. Over the past 10 years, VWINX has underperformed PRWCX with an annualized return of 3.40%, while PRWCX has yielded a comparatively higher 10.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWINX vs. PRWCX - Expense Ratio Comparison
VWINX has a 0.23% expense ratio, which is lower than PRWCX's 0.68% expense ratio.
Risk-Adjusted Performance
VWINX vs. PRWCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.
Dividends
VWINX vs. PRWCX - Dividend Comparison
VWINX's dividend yield for the trailing twelve months is around 5.73%, more than PRWCX's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.73% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
PRWCX T. Rowe Price Capital Appreciation Fund | 1.84% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
Drawdowns
VWINX vs. PRWCX - Drawdown Comparison
The maximum VWINX drawdown since its inception was -24.01%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for VWINX and PRWCX. For additional features, visit the drawdowns tool.
Volatility
VWINX vs. PRWCX - Volatility Comparison
The current volatility for Vanguard Wellesley Income Fund Investor Shares (VWINX) is 1.53%, while T. Rowe Price Capital Appreciation Fund (PRWCX) has a volatility of 2.37%. This indicates that VWINX experiences smaller price fluctuations and is considered to be less risky than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.