PRWAX vs. VWNDX
Compare and contrast key facts about T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Windsor Fund Investor Shares (VWNDX).
PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985. VWNDX is managed by Vanguard. It was launched on Oct 23, 1958.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWAX or VWNDX.
Performance
PRWAX vs. VWNDX - Performance Comparison
Returns By Period
In the year-to-date period, PRWAX achieves a 24.85% return, which is significantly higher than VWNDX's 13.56% return. Over the past 10 years, PRWAX has underperformed VWNDX with an annualized return of 5.22%, while VWNDX has yielded a comparatively higher 10.00% annualized return.
PRWAX
24.85%
-0.21%
8.33%
25.43%
7.40%
5.22%
VWNDX
13.56%
0.46%
6.43%
22.99%
12.60%
10.00%
Key characteristics
| PRWAX | VWNDX | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.00 |
| Sortino Ratio | 2.46 | 2.87 |
| Omega Ratio | 1.36 | 1.36 |
| Calmar Ratio | 0.97 | 4.15 |
| Martin Ratio | 10.62 | 12.29 |
| Ulcer Index | 2.44% | 1.84% |
| Daily Std Dev | 13.78% | 11.29% |
| Max Drawdown | -70.45% | -61.48% |
| Current Drawdown | -6.48% | -1.63% |
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PRWAX vs. VWNDX - Expense Ratio Comparison
PRWAX has a 0.76% expense ratio, which is higher than VWNDX's 0.30% expense ratio.
Correlation
The correlation between PRWAX and VWNDX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
PRWAX vs. VWNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Windsor Fund Investor Shares (VWNDX). 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.
Dividends
PRWAX vs. VWNDX - Dividend Comparison
PRWAX's dividend yield for the trailing twelve months is around 0.16%, less than VWNDX's 1.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRWAX T. Rowe Price All-Cap Opportunities Fund | 0.16% | 0.20% | 0.00% | 0.00% | 0.03% | 0.40% | 0.23% | 0.17% | 0.05% | 0.00% | 0.00% | 0.00% |
VWNDX Vanguard Windsor Fund Investor Shares | 1.98% | 1.90% | 1.71% | 1.55% | 1.87% | 1.93% | 2.41% | 1.58% | 1.99% | 1.88% | 1.35% | 0.96% |
Drawdowns
PRWAX vs. VWNDX - Drawdown Comparison
The maximum PRWAX drawdown since its inception was -70.45%, which is greater than VWNDX's maximum drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for PRWAX and VWNDX. For additional features, visit the drawdowns tool.
Volatility
PRWAX vs. VWNDX - Volatility Comparison
T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Vanguard Windsor Fund Investor Shares (VWNDX) have volatilities of 4.00% and 4.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.