Beam wander causes power fluctuation and scintillation of optical vortex beams and is important in the fields of optical free space communication, sensing, and long-distance imaging. In this paper, beam wander of multi-mode vortex beams with incoherent superposition and coherent superposition is studied experimentally by controlling the multi-mode vortex states and simulated perturbations. After measuring the power fluctuation and scintillation index of orbital angular momentum (OAM) mode in the OAM spectrum, we find that the high-order vortex beams have a better anti-power-fluctuation and anti-scintillation performance than the low-order vortex beams; the multi-mode vortex beams perform better than the single-mode vortex beams; the incoherently superposed multi-mode high-order vortex beams perform better than the coherently superposed high-order multi-mode vortex beams. The comparison results show that the incoherently superimposed multi-mode high-order vortex beams have a best anti-scintillation and anti-power-fluctuation ability over other types of vortex beams, and might be suitable for the use in a beam wander disturbed environment. The results can be helpful for the application of vortex beams in the field of long-distance transmission and communication.