PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
WDI vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

WDI vs. VONG

Last updated May 12, 2025

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.

Correlation

The correlation between WDI and VONG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

WDI vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Diversified Income Fund (WDI) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

WDI:

6.04%

VONG:

11.64%

Max Drawdown

WDI:

-0.28%

VONG:

-0.96%

Current Drawdown

WDI:

0.00%

VONG:

-0.08%

Returns By Period

WDI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VONG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WDI vs. VONG - Expense Ratio Comparison

WDI has a 1.73% expense ratio, which is higher than VONG's 0.08% expense ratio.

WDI
Western Asset Diversified Income Fund
VONG
Vanguard Russell 1000 Growth ETF

Risk-Adjusted Performance

WDI vs. VONG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WDI
The Risk-Adjusted Performance Rank of WDI is 7676
Overall Rank
The Sharpe Ratio Rank of WDI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WDI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of WDI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of WDI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of WDI is 7878
Martin Ratio Rank
VONG
The Risk-Adjusted Performance Rank of VONG is 6060
Overall Rank
The Sharpe Ratio Rank of VONG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5757
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.

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.

No data
No data
No data
No data
No data

Loading data...

Dividends

WDI vs. VONG - Dividend Comparison

WDI has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.58%.

TTM20242023202220212020201920182017201620152014
WDI
Western Asset Diversified Income Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF		0.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WDI vs. VONG - Drawdown Comparison

The maximum WDI drawdown since its inception was -0.28%, smaller than the maximum VONG drawdown of -0.96%. Use the drawdown chart below to compare losses from any high point for WDI and VONG. For additional features, visit the drawdowns tool.

Loading data...

Volatility

WDI vs. VONG - Volatility Comparison

Loading data...