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.
Performance
PRWAX vs. VWNDX - Performance Comparison
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PRWAX vs. VWNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRWAX T. Rowe Price All-Cap Opportunities Fund | -9.59% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
VWNDX Vanguard Windsor Fund Investor Shares | -1.73% | 13.30% | 9.53% | 15.00% | -3.15% | 27.77% | 7.38% | 30.39% | -12.48% | 18.15% |
Returns By Period
In the year-to-date period, PRWAX achieves a -9.59% return, which is significantly lower than VWNDX's -1.73% return. Over the past 10 years, PRWAX has outperformed VWNDX with an annualized return of 17.31%, while VWNDX has yielded a comparatively lower 11.12% annualized return.
PRWAX
- 1D
- 3.16%
- 1M
- -6.00%
- YTD
- -9.59%
- 6M
- -0.70%
- 1Y
- 19.69%
- 3Y*
- 20.03%
- 5Y*
- 10.67%
- 10Y*
- 17.31%
VWNDX
- 1D
- 2.13%
- 1M
- -4.80%
- YTD
- -1.73%
- 6M
- 3.35%
- 1Y
- 11.50%
- 3Y*
- 10.87%
- 5Y*
- 8.81%
- 10Y*
- 11.12%
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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.
Return for Risk
PRWAX vs. VWNDX — Risk / Return Rank
PRWAX
VWNDX
PRWAX vs. VWNDX - Risk-Adjusted Trends 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.
| PRWAX | VWNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.66 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.04 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.97 | +0.31 |
Martin ratioReturn relative to average drawdown | 4.75 | 4.02 | +0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRWAX | VWNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.66 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.51 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.57 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.47 | +0.12 |
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.
Dividends
PRWAX vs. VWNDX - Dividend Comparison
PRWAX's dividend yield for the trailing twelve months is around 18.43%, more than VWNDX's 7.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRWAX T. Rowe Price All-Cap Opportunities Fund | 18.43% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
VWNDX Vanguard Windsor Fund Investor Shares | 7.92% | 7.78% | 12.48% | 8.24% | 15.38% | 11.46% | 8.37% | 10.26% | 13.15% | 3.51% | 4.89% | 8.51% |
Drawdowns
PRWAX vs. VWNDX - Drawdown Comparison
The maximum PRWAX drawdown since its inception was -55.06%, smaller than the maximum VWNDX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for PRWAX and VWNDX.
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Drawdown Indicators
| PRWAX | VWNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -61.48% | +6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.05% | -12.60% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -21.69% | -7.69% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -40.12% | +9.62% |
Current DrawdownCurrent decline from peak | -11.33% | -5.92% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -8.94% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 3.05% | +0.74% |
Volatility
PRWAX vs. VWNDX - Volatility Comparison
T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a higher volatility of 6.07% compared to Vanguard Windsor Fund Investor Shares (VWNDX) at 4.40%. This indicates that PRWAX's price experiences larger fluctuations and is considered to be riskier than VWNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRWAX | VWNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 4.40% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | 9.50% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 17.45% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 17.37% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.67% | -0.83% |