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VWINX vs. VWENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWINX and VWENX is 0.75, 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.


Performance

VWINX vs. VWENX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VWINX:

0.86

VWENX:

0.63

Sortino Ratio

VWINX:

1.33

VWENX:

1.01

Omega Ratio

VWINX:

1.18

VWENX:

1.14

Calmar Ratio

VWINX:

1.19

VWENX:

0.70

Martin Ratio

VWINX:

4.28

VWENX:

2.82

Ulcer Index

VWINX:

1.50%

VWENX:

2.97%

Daily Std Dev

VWINX:

6.92%

VWENX:

12.63%

Max Drawdown

VWINX:

-21.72%

VWENX:

-36.02%

Current Drawdown

VWINX:

-1.84%

VWENX:

-4.08%

Returns By Period

In the year-to-date period, VWINX achieves a 1.72% return, which is significantly higher than VWENX's -0.68% return. Over the past 10 years, VWINX has underperformed VWENX with an annualized return of 5.27%, while VWENX has yielded a comparatively higher 8.17% annualized return.


VWINX

YTD

1.72%

1M

2.71%

6M

-0.48%

1Y

6.01%

5Y*

5.01%

10Y*

5.27%

VWENX

YTD

-0.68%

1M

5.43%

6M

-2.01%

1Y

7.81%

5Y*

9.71%

10Y*

8.17%

*Annualized

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VWINX vs. VWENX - Expense Ratio Comparison

VWINX has a 0.23% expense ratio, which is higher than VWENX's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VWINX vs. VWENX — Risk-Adjusted Performance Rank

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

VWINX
The Risk-Adjusted Performance Rank of VWINX is 8181
Overall Rank
The Sharpe Ratio Rank of VWINX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VWINX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VWINX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VWINX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VWINX is 8484
Martin Ratio Rank

VWENX
The Risk-Adjusted Performance Rank of VWENX is 7171
Overall Rank
The Sharpe Ratio Rank of VWENX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VWENX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VWENX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VWENX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VWENX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWINX vs. VWENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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.


The current VWINX Sharpe Ratio is 0.86, which is higher than the VWENX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VWINX and VWENX, 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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Dividends

VWINX vs. VWENX - Dividend Comparison

VWINX's dividend yield for the trailing twelve months is around 6.64%, less than VWENX's 11.03% yield.


TTM20242023202220212020201920182017201620152014
VWINX
Vanguard Wellesley Income Fund Investor Shares
6.64%6.61%4.73%7.67%6.03%4.30%3.94%7.56%4.00%4.00%5.60%4.92%
VWENX
Vanguard Wellington Fund Admiral Shares
11.03%10.85%6.08%8.28%8.72%7.85%4.74%9.58%6.55%4.53%6.58%6.47%

Drawdowns

VWINX vs. VWENX - Drawdown Comparison

The maximum VWINX drawdown since its inception was -21.72%, smaller than the maximum VWENX drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for VWINX and VWENX. For additional features, visit the drawdowns tool.


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Volatility

VWINX vs. VWENX - Volatility Comparison

The current volatility for Vanguard Wellesley Income Fund Investor Shares (VWINX) is 2.51%, while Vanguard Wellington Fund Admiral Shares (VWENX) has a volatility of 4.49%. This indicates that VWINX experiences smaller price fluctuations and is considered to be less risky than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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