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VWLUX vs. VWAHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWLUX vs. VWAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWLUX achieves a 1.88% return, which is significantly lower than VWAHX's 2.30% return. Over the past 10 years, VWLUX has underperformed VWAHX with an annualized return of 2.70%, while VWAHX has yielded a comparatively higher 3.06% annualized return.


VWLUX

1D
-0.09%
1M
0.78%
YTD
1.88%
6M
2.30%
1Y
8.07%
3Y*
4.74%
5Y*
1.29%
10Y*
2.70%

VWAHX

1D
0.00%
1M
1.01%
YTD
2.30%
6M
2.65%
1Y
8.46%
3Y*
5.46%
5Y*
1.56%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWLUX vs. VWAHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
1.88%4.90%2.54%7.65%-10.35%1.89%6.29%8.87%0.99%6.56%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
2.30%4.96%3.98%8.39%-11.76%3.36%5.39%9.48%1.31%7.86%

Correlation

The correlation between VWLUX and VWAHX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2001

0.92

The correlation between VWLUX and VWAHX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

VWLUX vs. VWAHX — Risk / Return Rank

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

VWLUX
VWLUX Risk / Return Rank: 7272
Overall Rank
VWLUX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VWLUX Sortino Ratio Rank: 8989
Sortino Ratio Rank
VWLUX Omega Ratio Rank: 9191
Omega Ratio Rank
VWLUX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VWLUX Martin Ratio Rank: 4747
Martin Ratio Rank

VWAHX
VWAHX Risk / Return Rank: 7474
Overall Rank
VWAHX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VWAHX Sortino Ratio Rank: 8989
Sortino Ratio Rank
VWAHX Omega Ratio Rank: 9292
Omega Ratio Rank
VWAHX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VWAHX Martin Ratio Rank: 5252
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.

VWLUX vs. VWAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). 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.


VWLUXVWAHXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.69

1.70

-0.01

Calmar ratioReturn relative to maximum drawdown

2.73

2.89

-0.16

Martin ratioReturn relative to average drawdown

9.77

10.50

-0.72

VWLUX vs. VWAHX - Sharpe Ratio Comparison

The current VWLUX Sharpe Ratio is 2.73, which is comparable to the VWAHX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of VWLUX and VWAHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VWLUXVWAHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.72

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.33

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.66

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.65

+0.34

Drawdowns

VWLUX vs. VWAHX - Drawdown Comparison

The maximum VWLUX drawdown since its inception was -15.94%, smaller than the maximum VWAHX drawdown of -40.26%. Use the drawdown chart below to compare losses from any high point for VWLUX and VWAHX.


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Drawdown Indicators


VWLUXVWAHXDifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-40.26%

+24.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.05%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-6.90%

-7.12%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-17.32%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-15.94%

-17.32%

+1.38%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.08%

-6.93%

+4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.84%

+0.02%

Volatility

VWLUX vs. VWAHX - Volatility Comparison

Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) have volatilities of 1.26% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWLUXVWAHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.26%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

2.38%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

3.24%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.60%

4.80%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

4.64%

-0.13%

VWLUX vs. VWAHX - Expense Ratio Comparison

VWLUX has a 0.09% expense ratio, which is lower than VWAHX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWLUX vs. VWAHX - Dividend Comparison

VWLUX's dividend yield for the trailing twelve months is around 3.77%, less than VWAHX's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
4.05%4.95%4.38%3.53%3.36%2.98%3.31%3.94%3.78%3.68%3.75%3.67%
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
3.77%4.61%4.08%3.17%3.00%2.70%3.32%3.91%3.58%3.80%4.09%3.87%

Frequently Asked Questions


With a correlation of 0.91, VWLUX and VWAHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VWAHX has higher volatility (1.26%) compared to VWLUX (1.26%). In terms of maximum drawdown, VWLUX dropped -15.94% vs VWAHX's -40.26%.

VWLUX currently has the higher Sharpe Ratio (2.73 vs 2.72), 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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