PRWCX vs. VWINX
Compare and contrast key facts about T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Wellesley Income Fund Investor Shares (VWINX).
PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986. VWINX is managed by Vanguard. It was launched on Jul 1, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWCX or VWINX.
Performance
PRWCX vs. VWINX - Performance Comparison
Returns By Period
In the year-to-date period, PRWCX achieves a 13.36% return, which is significantly higher than VWINX's 7.21% return. Over the past 10 years, PRWCX has outperformed VWINX with an annualized return of 10.63%, while VWINX has yielded a comparatively lower 3.25% annualized return.
PRWCX
13.36%
-0.18%
6.45%
19.11%
11.31%
10.63%
VWINX
7.21%
-1.18%
4.55%
14.36%
2.54%
3.25%
Key characteristics
| PRWCX | VWINX | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.24 |
| Sortino Ratio | 3.57 | 3.41 |
| Omega Ratio | 1.48 | 1.46 |
| Calmar Ratio | 5.86 | 0.99 |
| Martin Ratio | 20.65 | 13.96 |
| Ulcer Index | 0.95% | 1.05% |
| Daily Std Dev | 7.55% | 6.54% |
| Max Drawdown | -41.77% | -24.01% |
| Current Drawdown | -1.28% | -2.49% |
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PRWCX vs. VWINX - Expense Ratio Comparison
PRWCX has a 0.68% expense ratio, which is higher than VWINX's 0.23% expense ratio.
Correlation
The correlation between PRWCX and VWINX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PRWCX vs. VWINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund (PRWCX) and Vanguard Wellesley Income Fund Investor Shares (VWINX). 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
PRWCX vs. VWINX - Dividend Comparison
PRWCX's dividend yield for the trailing twelve months is around 1.86%, less than VWINX's 5.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRWCX T. Rowe Price Capital Appreciation Fund | 1.86% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.78% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
Drawdowns
PRWCX vs. VWINX - Drawdown Comparison
The maximum PRWCX drawdown since its inception was -41.77%, which is greater than VWINX's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for PRWCX and VWINX. For additional features, visit the drawdowns tool.
Volatility
PRWCX vs. VWINX - Volatility Comparison
T. Rowe Price Capital Appreciation Fund (PRWCX) has a higher volatility of 2.65% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 1.45%. This indicates that PRWCX's price experiences larger fluctuations and is considered to be riskier than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.