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VWLUX vs. VWIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWLUX vs. VWIAX - 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 Wellesley Income Fund Admiral Shares (VWIAX). 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 1.97% return, which is significantly lower than VWIAX's 3.43% return. Over the past 10 years, VWLUX has underperformed VWIAX with an annualized return of 2.71%, while VWIAX has yielded a comparatively higher 5.86% annualized return.


VWLUX

1D
0.09%
1M
0.69%
YTD
1.97%
6M
2.39%
1Y
8.17%
3Y*
4.74%
5Y*
1.31%
10Y*
2.71%

VWIAX

1D
0.14%
1M
0.40%
YTD
3.43%
6M
3.59%
1Y
11.09%
3Y*
8.96%
5Y*
4.10%
10Y*
5.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWLUX vs. VWIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
1.97%4.90%2.54%7.65%-10.35%1.89%6.29%8.87%0.99%6.56%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
3.43%11.08%5.92%7.07%-9.04%8.55%8.52%16.47%-2.49%9.37%

Correlation

The correlation between VWLUX and VWIAX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.40

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

0.33

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 15, 2001

0.16

Over the past year, VWLUX and VWIAX have become more correlated (0.38) than their long-term average of 0.16, meaning their price movements have been converging.

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Return for Risk

VWLUX vs. VWIAX — 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: 4848
Martin Ratio Rank

VWIAX
VWIAX Risk / Return Rank: 5454
Overall Rank
VWIAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VWIAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
VWIAX Omega Ratio Rank: 5555
Omega Ratio Rank
VWIAX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VWIAX Martin Ratio Rank: 5050
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. VWIAX - 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 Wellesley Income Fund Admiral Shares (VWIAX). 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.


VWLUXVWIAXDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.67

1.39

+0.28

Calmar ratioReturn relative to maximum drawdown

2.66

2.63

+0.02

Martin ratioReturn relative to average drawdown

9.52

9.92

-0.39

VWLUX vs. VWIAX - Sharpe Ratio Comparison

The current VWLUX Sharpe Ratio is 2.67, which is comparable to the VWIAX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VWLUX and VWIAX, 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


VWLUXVWIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.14

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.59

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.85

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.93

+0.06

Drawdowns

VWLUX vs. VWIAX - Drawdown Comparison

The maximum VWLUX drawdown since its inception was -15.94%, smaller than the maximum VWIAX drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for VWLUX and VWIAX.


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Drawdown Indicators


VWLUXVWIAXDifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-21.64%

+5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-4.15%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-6.90%

-6.96%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-15.26%

-0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-15.94%

-17.41%

+1.47%

Current Drawdown

Current decline from peak

-0.22%

-0.16%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.08%

-2.22%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.10%

-0.24%

Volatility

VWLUX vs. VWIAX - Volatility Comparison

The current volatility for Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) is 1.26%, while Vanguard Wellesley Income Fund Admiral Shares (VWIAX) has a volatility of 1.60%. This indicates that VWLUX experiences smaller price fluctuations and is considered to be less risky than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWLUXVWIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.60%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

3.87%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

5.13%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.60%

6.97%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

6.92%

-2.41%

VWLUX vs. VWIAX - Expense Ratio Comparison

VWLUX has a 0.09% expense ratio, which is lower than VWIAX's 0.16% 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. VWIAX - Dividend Comparison

VWLUX's dividend yield for the trailing twelve months is around 3.77%, less than VWIAX's 7.77% yield.


PositionTTM20252024202320222021202020192018201720162015
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
7.77%7.93%6.69%4.80%7.75%6.11%4.37%4.00%7.64%3.25%4.07%5.66%
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


VWLUX and VWIAX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWIAX has higher volatility (1.60%) compared to VWLUX (1.26%). In terms of maximum drawdown, VWLUX dropped -15.94% vs VWIAX's -21.64%.

VWLUX currently has the higher Sharpe Ratio (2.67 vs 2.14), 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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