Vanguard Global Wellesley Fund Key Fundamental Indicators
| VGWIX Fund | USD 23.93 0.03 0.13% |
As of the 2nd of February, Vanguard Global has the Downside Deviation of 0.2443, risk adjusted performance of 0.1475, and Standard Deviation of 0.2581. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Global Wellesley, as well as the relationship between them.
Vanguard Global's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Vanguard Global's valuation are provided below:Vanguard Global Wellesley does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Vanguard |
Vanguard Global 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Global.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Vanguard Global on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Wellesley or generate 0.0% return on investment in Vanguard Global over 90 days. Vanguard Global is related to or competes with SHP ETF, Opus Small, John Hancock, Amplify High, T Rowe, WisdomTree International, and Xtrackers MSCI. The fund invests approximately 60 percent to 70 percent of its assets in U.S More
Vanguard Global Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Global Wellesley upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2443 | |||
| Information Ratio | 0.0548 | |||
| Maximum Drawdown | 1.33 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.4354 |
Vanguard Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Global's standard deviation. In reality, there are many statistical measures that can use Vanguard Global historical prices to predict the future Vanguard Global's volatility.| Risk Adjusted Performance | 0.1475 | |||
| Jensen Alpha | 0.041 | |||
| Total Risk Alpha | 0.0366 | |||
| Sortino Ratio | 0.0579 | |||
| Treynor Ratio | 0.2132 |
Vanguard Global February 2, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1475 | |||
| Market Risk Adjusted Performance | 0.2232 | |||
| Mean Deviation | 0.205 | |||
| Downside Deviation | 0.2443 | |||
| Coefficient Of Variation | 436.84 | |||
| Standard Deviation | 0.2581 | |||
| Variance | 0.0666 | |||
| Information Ratio | 0.0548 | |||
| Jensen Alpha | 0.041 | |||
| Total Risk Alpha | 0.0366 | |||
| Sortino Ratio | 0.0579 | |||
| Treynor Ratio | 0.2132 | |||
| Maximum Drawdown | 1.33 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.4354 | |||
| Downside Variance | 0.0597 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.25) | |||
| Skewness | 0.0638 | |||
| Kurtosis | 0.2323 |
Vanguard Global Wellesley Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Global Wellesley owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard Global Wellesley, which you can use to evaluate the volatility of the fund. Please validate Vanguard Global's Downside Deviation of 0.2443, standard deviation of 0.2581, and Risk Adjusted Performance of 0.1475 to confirm if the risk estimate we provide is consistent with the expected return of 0.0796%. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Vanguard Global Wellesley has very good predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Global Wellesley price movement. The serial correlation of 0.85 indicates that around 85.0% of current Vanguard Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Vanguard Global Wellesley has an Annual Yield of 0.0388%. This is 78.44% lower than that of the Vanguard family and significantly higher than that of the World Allocation category. The annual yield for all United States funds is notably lower than that of the firm.
Vanguard Global Wellesley Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Vanguard Global's current stock value. Our valuation model uses many indicators to compare Vanguard Global value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Vanguard Global competition to find correlations between indicators driving Vanguard Global's intrinsic value. More Info.Vanguard Global Wellesley is presently regarded as number one fund in annual yield among similar funds. It also is presently regarded as number one fund in year to date return among similar funds creating about 39.57 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Vanguard Global's earnings, one of the primary drivers of an investment's value.Vanguard Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Vanguard Global's direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Vanguard Global could also be used in its relative valuation, which is a method of valuing Vanguard Global by comparing valuation metrics of similar companies.Vanguard Global is currently under evaluation in annual yield among similar funds.
Vanguard Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Vanguard Global's current stock value. Our valuation model uses many indicators to compare Vanguard Global value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Vanguard Global competition to find correlations between indicators driving Vanguard Global's intrinsic value. More Info.Vanguard Global Wellesley is presently regarded as number one fund in annual yield among similar funds. It also is presently regarded as number one fund in year to date return among similar funds creating about 39.57 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Vanguard Global's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Vanguard Global
The fund invests 35.57% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (16.64%) , cash (6.54%) and various exotic instruments.Asset allocation divides Vanguard Global's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Vanguard Fundamentals
| Total Asset | 99.31 M | |||
| Annual Yield | 0.04 % | |||
| Year To Date Return | 1.54 % | |||
| One Year Return | 13.76 % | |||
| Three Year Return | 8.62 % | |||
| Five Year Return | 5.25 % | |||
| Net Asset | 694.93 M | |||
| Last Dividend Paid | 0.07 | |||
| Cash Position Weight | 6.54 % | |||
| Equity Positions Weight | 35.57 % | |||
| Bond Positions Weight | 16.64 % |
About Vanguard Global Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Vanguard Global Wellesley's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Vanguard Global using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Vanguard Global Wellesley based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund invests approximately 60 percent to 70 percent of its assets in U.S. and foreign investment-grade fixed income securities that the advisor believes will generate a moderate level of current income, including corporate, government, and government agency bonds, as well as mortgage-backed securities. It may also invest in local currency bonds.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Global financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Global security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |