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Vanguard Windsor II Fund Investor Shares (VWNFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP

922018205

Issuer

Vanguard

Inception Date

Jun 24, 1985

Region

North America (U.S.)

Min. Investment

$3,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

VWNFX features an expense ratio of 0.34%, falling within the medium range.


Expense ratio chart for VWNFX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
VWNFX vs. VWNDX VWNFX vs. VEIRX VWNFX vs. VWELX VWNFX vs. VTSAX VWNFX vs. PRDMX VWNFX vs. VOO VWNFX vs. VXUS VWNFX vs. VWO VWNFX vs. VWUSX VWNFX vs. VFORX
Popular comparisons:
VWNFX vs. VWNDX VWNFX vs. VEIRX VWNFX vs. VWELX VWNFX vs. VTSAX VWNFX vs. PRDMX VWNFX vs. VOO VWNFX vs. VXUS VWNFX vs. VWO VWNFX vs. VWUSX VWNFX vs. VFORX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Windsor II Fund Investor Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.53%
7.29%
VWNFX (Vanguard Windsor II Fund Investor Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Windsor II Fund Investor Shares had a return of 3.70% year-to-date (YTD) and 4.33% in the last 12 months. Over the past 10 years, Vanguard Windsor II Fund Investor Shares had an annualized return of 9.38%, while the S&P 500 had an annualized return of 11.01%, indicating that Vanguard Windsor II Fund Investor Shares did not perform as well as the benchmark.


VWNFX

YTD

3.70%

1M

-11.05%

6M

-5.43%

1Y

4.33%

5Y*

10.01%

10Y*

9.38%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of VWNFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.93%3.74%3.96%-3.60%3.40%1.35%2.99%1.56%0.51%-1.34%4.33%3.70%
20236.68%-3.17%1.30%1.56%-1.39%5.79%4.02%-2.58%-3.61%-2.10%8.31%5.37%21.01%
2022-2.84%-2.27%1.32%-6.91%1.91%-9.23%8.14%-3.63%-9.33%9.84%6.22%-5.03%-13.26%
2021-0.26%6.32%4.94%4.64%1.93%0.24%1.48%1.98%-3.52%5.99%-2.50%4.95%28.84%
2020-1.54%-8.62%-16.27%12.80%4.20%1.69%5.26%5.69%-3.09%-0.66%13.31%4.70%14.41%
20198.00%2.92%0.69%4.42%-7.20%7.17%1.45%-2.92%3.09%2.45%3.79%2.82%29.02%
20185.18%-5.03%-2.83%0.98%0.81%0.43%4.52%1.72%0.61%-6.03%1.18%-9.45%-8.62%
20171.11%3.35%0.30%0.33%0.38%2.11%0.29%-1.06%3.12%1.12%2.63%2.08%16.83%
2016-5.25%-0.98%6.81%2.59%1.16%-0.88%3.48%1.24%-0.64%-1.46%5.54%2.93%14.87%
2015-3.97%5.86%-1.71%1.64%1.35%-1.95%0.99%-6.33%-2.95%7.40%-0.27%-2.38%-3.12%
2014-3.48%4.51%2.00%0.74%1.92%1.86%-2.10%3.63%-1.64%1.43%2.68%-0.43%11.34%
20134.90%0.78%4.35%2.19%3.02%-1.17%4.73%-3.09%2.45%4.27%3.07%1.89%30.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VWNFX is 26, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VWNFX is 2626
Overall Rank
The Sharpe Ratio Rank of VWNFX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VWNFX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VWNFX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VWNFX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VWNFX is 3636
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VWNFX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.321.90
The chart of Sortino ratio for VWNFX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.000.462.54
The chart of Omega ratio for VWNFX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.35
The chart of Calmar ratio for VWNFX, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.392.81
The chart of Martin ratio for VWNFX, currently valued at 2.75, compared to the broader market0.0020.0040.0060.002.7512.39
VWNFX
^GSPC

The current Vanguard Windsor II Fund Investor Shares Sharpe ratio is 0.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Windsor II Fund Investor Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.90
VWNFX (Vanguard Windsor II Fund Investor Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Windsor II Fund Investor Shares provided a 0.88% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.39$0.71$0.60$0.54$0.51$0.77$0.81$0.76$3.33$0.81$0.87$0.73

Dividend yield

0.88%1.64%1.61%1.18%1.30%2.12%2.61%2.00%9.46%2.41%2.33%2.00%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Windsor II Fund Investor Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.00$0.39
2023$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.38$0.71
2022$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.32$0.60
2021$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.29$0.54
2020$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.26$0.51
2019$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.39$0.77
2018$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.46$0.81
2017$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.39$0.76
2016$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$2.94$3.33
2015$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.39$0.81
2014$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.42$0.87
2013$0.35$0.00$0.00$0.00$0.00$0.00$0.39$0.73

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.93%
-3.58%
VWNFX (Vanguard Windsor II Fund Investor Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Windsor II Fund Investor Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Windsor II Fund Investor Shares was 57.57%, occurring on Mar 9, 2009. Recovery took 970 trading sessions.

The current Vanguard Windsor II Fund Investor Shares drawdown is 12.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.57%Jul 16, 2007415Mar 9, 2009970Jan 15, 20131385
-37.44%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-34.57%May 22, 2001344Oct 9, 2002321Jan 21, 2004665
-30.61%Aug 26, 198790Dec 29, 1987359May 15, 1989449
-25.9%Oct 10, 1989263Oct 11, 1990219Aug 14, 1991482

Volatility

Volatility Chart

The current Vanguard Windsor II Fund Investor Shares volatility is 12.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
12.10%
3.64%
VWNFX (Vanguard Windsor II Fund Investor Shares)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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