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VWINX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VWINX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellesley Income Fund Investor Shares (VWINX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VWINX

1D
0.15%
1M
0.39%
YTD
3.40%
6M
3.53%
1Y
10.98%
3Y*
8.88%
5Y*
4.02%
10Y*
5.79%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWINX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWINX
Vanguard Wellesley Income Fund Investor Shares
3.40%10.98%5.86%6.99%-9.09%8.48%8.44%16.39%-2.54%9.29%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VWINX vs. USD=X — Risk / Return Rank

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

VWINX
VWINX Risk / Return Rank: 5353
Overall Rank
VWINX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VWINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VWINX Omega Ratio Rank: 5555
Omega Ratio Rank
VWINX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VWINX Martin Ratio Rank: 5050
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) and USD Cash (USD=X). 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.


VWINXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

9.82

VWINX vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VWINXUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

Drawdowns

VWINX vs. USD=X - Drawdown Comparison

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


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Drawdown Indicators


VWINXUSD=XDifference

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

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-2.63%

0.00%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.00%

+1.10%

Volatility

VWINX vs. USD=X - Volatility Comparison

Vanguard Wellesley Income Fund Investor Shares (VWINX) has a higher volatility of 1.59% compared to USD Cash (USD=X) at 0.00%. This indicates that VWINX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWINXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

0.00%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

0.00%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

0.00%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.97%

0.00%

+6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

0.00%

+6.92%

Frequently Asked Questions


VWINX has higher volatility (1.59%) compared to USD=X (0.00%). In terms of maximum drawdown, VWINX dropped -21.72% vs USD=X's 0.00%.

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