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VWLUX vs. VWIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWLUX vs. VWIUX - 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 Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). The values are adjusted to include any dividend payments, if applicable.

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VWLUX vs. VWIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
-0.40%4.90%2.54%7.65%-10.35%1.89%6.29%8.87%0.99%6.56%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
-0.47%5.99%2.34%5.90%-6.83%0.81%5.23%7.10%1.34%4.65%

Returns By Period

In the year-to-date period, VWLUX achieves a -0.40% return, which is significantly higher than VWIUX's -0.47% return. Over the past 10 years, VWLUX has outperformed VWIUX with an annualized return of 2.62%, while VWIUX has yielded a comparatively lower 2.38% annualized return.


VWLUX

1D
0.37%
1M
-2.28%
YTD
-0.40%
6M
1.21%
1Y
4.08%
3Y*
3.82%
5Y*
1.18%
10Y*
2.62%

VWIUX

1D
0.22%
1M
-2.36%
YTD
-0.47%
6M
1.10%
1Y
4.55%
3Y*
3.74%
5Y*
1.58%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWLUX vs. VWIUX - Expense Ratio Comparison

Both VWLUX and VWIUX have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VWLUX vs. VWIUX — Risk / Return Rank

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

VWLUX
VWLUX Risk / Return Rank: 3737
Overall Rank
VWLUX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VWLUX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VWLUX Omega Ratio Rank: 5757
Omega Ratio Rank
VWLUX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VWLUX Martin Ratio Rank: 2828
Martin Ratio Rank

VWIUX
VWIUX Risk / Return Rank: 6868
Overall Rank
VWIUX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VWIUX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWIUX Omega Ratio Rank: 8585
Omega Ratio Rank
VWIUX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VWIUX Martin Ratio Rank: 5757
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. VWIUX - 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 Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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.


VWLUXVWIUXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.27

-0.43

Sortino ratio

Return per unit of downside risk

1.14

1.69

-0.55

Omega ratio

Gain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratio

Return relative to maximum drawdown

1.01

1.46

-0.45

Martin ratio

Return relative to average drawdown

3.17

5.60

-2.43

VWLUX vs. VWIUX - Sharpe Ratio Comparison

The current VWLUX Sharpe Ratio is 0.84, which is lower than the VWIUX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VWLUX and VWIUX, 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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Sharpe Ratios by Period


VWLUXVWIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.27

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.49

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.70

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.11

-0.14

Correlation

The correlation between VWLUX and VWIUX is 0.92, 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.


Dividends

VWLUX vs. VWIUX - Dividend Comparison

VWLUX's dividend yield for the trailing twelve months is around 3.78%, more than VWIUX's 3.32% yield.


TTM20252024202320222021202020192018201720162015
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
3.78%4.61%4.08%3.17%3.00%2.70%3.32%3.91%3.58%3.80%4.09%3.87%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
3.32%4.06%3.63%2.78%2.51%1.89%2.40%2.88%2.89%2.82%2.91%2.96%

Drawdowns

VWLUX vs. VWIUX - Drawdown Comparison

The maximum VWLUX drawdown since its inception was -15.94%, which is greater than VWIUX's maximum drawdown of -11.38%. Use the drawdown chart below to compare losses from any high point for VWLUX and VWIUX.


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Drawdown Indicators


VWLUXVWIUXDifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-11.38%

-4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-3.89%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-11.38%

-4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-15.94%

-11.38%

-4.56%

Current Drawdown

Current decline from peak

-2.54%

-2.64%

+0.10%

Average Drawdown

Average peak-to-trough decline

-2.09%

-1.44%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.01%

+0.70%

Volatility

VWLUX vs. VWIUX - Volatility Comparison

Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) has a higher volatility of 1.24% compared to Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) at 1.01%. This indicates that VWLUX's price experiences larger fluctuations and is considered to be riskier than VWIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWLUXVWIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.01%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

1.58%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

3.93%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

3.23%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

3.42%

+1.07%