TRMCX vs. VWNDX
Compare and contrast key facts about T. Rowe Price Mid-Cap Value Fund (TRMCX) and Vanguard Windsor Fund Investor Shares (VWNDX).
TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996. VWNDX is managed by Vanguard. It was launched on Oct 23, 1958.
Performance
TRMCX vs. VWNDX - Performance Comparison
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TRMCX vs. VWNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRMCX T. Rowe Price Mid-Cap Value Fund | 3.51% | 10.55% | 16.21% | 18.99% | -4.16% | 24.51% | 9.84% | 19.59% | -10.66% | 11.59% |
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, TRMCX achieves a 3.51% return, which is significantly higher than VWNDX's -1.73% return. Both investments have delivered pretty close results over the past 10 years, with TRMCX having a 11.17% annualized return and VWNDX not far behind at 11.12%.
TRMCX
- 1D
- 2.68%
- 1M
- -6.54%
- YTD
- 3.51%
- 6M
- 9.26%
- 1Y
- 17.90%
- 3Y*
- 15.35%
- 5Y*
- 10.24%
- 10Y*
- 11.17%
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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TRMCX vs. VWNDX - Expense Ratio Comparison
TRMCX has a 0.77% expense ratio, which is higher than VWNDX's 0.30% expense ratio.
Return for Risk
TRMCX vs. VWNDX — Risk / Return Rank
TRMCX
VWNDX
TRMCX vs. VWNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Value Fund (TRMCX) 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.
| TRMCX | VWNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.66 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.04 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.97 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.35 | 4.02 | +0.33 |
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
| TRMCX | VWNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.66 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.51 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.47 | +0.15 |
Correlation
The correlation between TRMCX and VWNDX is 0.92, 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
TRMCX vs. VWNDX - Dividend Comparison
TRMCX's dividend yield for the trailing twelve months is around 9.17%, more than VWNDX's 7.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMCX T. Rowe Price Mid-Cap Value Fund | 9.17% | 9.49% | 14.20% | 7.65% | 13.92% | 9.22% | 3.79% | 4.25% | 12.13% | 6.58% | 6.74% | 11.39% |
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
TRMCX vs. VWNDX - Drawdown Comparison
The maximum TRMCX drawdown since its inception was -55.28%, smaller than the maximum VWNDX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for TRMCX and VWNDX.
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Drawdown Indicators
| TRMCX | VWNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.28% | -61.48% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -12.60% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.60% | -21.69% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -39.41% | -40.12% | +0.71% |
Current DrawdownCurrent decline from peak | -6.98% | -5.92% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -8.94% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.05% | +0.66% |
Volatility
TRMCX vs. VWNDX - Volatility Comparison
T. Rowe Price Mid-Cap Value Fund (TRMCX) has a higher volatility of 5.95% compared to Vanguard Windsor Fund Investor Shares (VWNDX) at 4.40%. This indicates that TRMCX'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
| TRMCX | VWNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 4.40% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 9.50% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 17.45% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.30% | 17.37% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 19.67% | -0.02% |