Correlation
The correlation between WDI and VONG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
WDI vs. VONG
Compare and contrast key facts about Western Asset Diversified Income Fund (WDI) and Vanguard Russell 1000 Growth ETF (VONG).
WDI is managed by Franklin Templeton. It was launched on Jun 24, 2021. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WDI or VONG.
Performance
WDI vs. VONG - Performance Comparison
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Key characteristics
WDI:
1.15
VONG:
0.65
WDI:
1.33
VONG:
1.05
WDI:
1.22
VONG:
1.15
WDI:
1.00
VONG:
0.69
WDI:
3.96
VONG:
2.29
WDI:
3.57%
VONG:
7.06%
WDI:
13.61%
VONG:
25.27%
WDI:
-32.45%
VONG:
-32.72%
WDI:
-0.28%
VONG:
-4.33%
Returns By Period
In the year-to-date period, WDI achieves a 7.93% return, which is significantly higher than VONG's -0.28% return.
WDI
7.93%
4.99%
4.72%
15.57%
11.75%
N/A
N/A
VONG
-0.28%
9.00%
1.35%
16.20%
19.59%
17.63%
15.95%
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WDI vs. VONG - Expense Ratio Comparison
WDI has a 1.73% expense ratio, which is higher than VONG's 0.08% expense ratio.
Risk-Adjusted Performance
WDI vs. VONG — Risk-Adjusted Performance Rank
WDI
VONG
WDI vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Diversified Income Fund (WDI) and Vanguard Russell 1000 Growth ETF (VONG). 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.
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Dividends
WDI vs. VONG - Dividend Comparison
WDI's dividend yield for the trailing twelve months is around 12.24%, more than VONG's 0.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WDI Western Asset Diversified Income Fund | 12.24% | 12.36% | 11.45% | 11.40% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.54% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% |
Drawdowns
WDI vs. VONG - Drawdown Comparison
The maximum WDI drawdown since its inception was -32.45%, roughly equal to the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for WDI and VONG.
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Volatility
WDI vs. VONG - Volatility Comparison
The current volatility for Western Asset Diversified Income Fund (WDI) is 2.06%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.81%. This indicates that WDI experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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