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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRMCX or VWNDX.
Performance
TRMCX vs. VWNDX - Performance Comparison
Returns By Period
In the year-to-date period, TRMCX achieves a 19.20% return, which is significantly higher than VWNDX's 13.66% return. Both investments have delivered pretty close results over the past 10 years, with TRMCX having a 10.32% annualized return and VWNDX not far behind at 9.90%.
TRMCX
19.20%
0.24%
7.98%
33.15%
14.50%
10.32%
VWNDX
13.66%
0.33%
6.75%
22.01%
12.75%
9.90%
Key characteristics
| TRMCX | VWNDX | |
|---|---|---|
| Sharpe Ratio | 1.93 | 1.98 |
| Sortino Ratio | 2.76 | 2.85 |
| Omega Ratio | 1.40 | 1.36 |
| Calmar Ratio | 4.78 | 4.12 |
| Martin Ratio | 14.10 | 12.16 |
| Ulcer Index | 2.38% | 1.84% |
| Daily Std Dev | 17.42% | 11.29% |
| Max Drawdown | -55.28% | -61.48% |
| Current Drawdown | -2.26% | -1.55% |
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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.
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.
Risk-Adjusted Performance
TRMCX vs. VWNDX - Risk-Adjusted Performance 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.
Dividends
TRMCX vs. VWNDX - Dividend Comparison
TRMCX's dividend yield for the trailing twelve months is around 0.96%, less than VWNDX's 1.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMCX T. Rowe Price Mid-Cap Value Fund | 0.96% | 1.14% | 0.89% | 1.01% | 1.01% | 1.47% | 1.23% | 1.09% | 0.93% | 1.36% | 1.08% | 0.73% |
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
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. For additional features, visit the drawdowns tool.
Volatility
TRMCX vs. VWNDX - Volatility Comparison
T. Rowe Price Mid-Cap Value Fund (TRMCX) and Vanguard Windsor Fund Investor Shares (VWNDX) have volatilities of 3.80% and 3.92%, 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.