VCORX vs. VWNFX
Compare and contrast key facts about Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Windsor II Fund Investor Shares (VWNFX).
VCORX is managed by Vanguard. It was launched on Mar 28, 2016. VWNFX is managed by Vanguard. It was launched on Jun 24, 1985.
Performance
VCORX vs. VWNFX - Performance Comparison
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VCORX vs. VWNFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | -0.29% | 7.68% | 2.10% | 5.90% | -13.27% | -0.80% | 10.19% | 9.47% | -0.92% | 4.34% |
VWNFX Vanguard Windsor II Fund Investor Shares | -3.28% | 18.51% | 13.91% | 21.01% | -13.26% | 28.84% | 14.41% | 29.02% | -8.62% | 15.61% |
Returns By Period
In the year-to-date period, VCORX achieves a -0.29% return, which is significantly higher than VWNFX's -3.28% return. Over the past 10 years, VCORX has underperformed VWNFX with an annualized return of 2.20%, while VWNFX has yielded a comparatively higher 12.01% annualized return.
VCORX
- 1D
- 0.56%
- 1M
- -2.05%
- YTD
- -0.29%
- 6M
- 0.77%
- 1Y
- 4.32%
- 3Y*
- 4.10%
- 5Y*
- 0.55%
- 10Y*
- 2.20%
VWNFX
- 1D
- -0.04%
- 1M
- -7.50%
- YTD
- -3.28%
- 6M
- 0.97%
- 1Y
- 15.44%
- 3Y*
- 14.73%
- 5Y*
- 9.68%
- 10Y*
- 12.01%
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VCORX vs. VWNFX - Expense Ratio Comparison
VCORX has a 0.20% expense ratio, which is lower than VWNFX's 0.34% expense ratio.
Return for Risk
VCORX vs. VWNFX — Risk / Return Rank
VCORX
VWNFX
VCORX vs. VWNFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Windsor II Fund Investor Shares (VWNFX). 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.
| VCORX | VWNFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.98 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.45 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.18 | +0.67 |
Martin ratioReturn relative to average drawdown | 5.65 | 5.44 | +0.21 |
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
| VCORX | VWNFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.98 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.57 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.65 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.62 | -0.15 |
Correlation
The correlation between VCORX and VWNFX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VCORX vs. VWNFX - Dividend Comparison
VCORX's dividend yield for the trailing twelve months is around 4.27%, less than VWNFX's 11.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | 4.27% | 4.70% | 4.93% | 3.99% | 2.90% | 1.91% | 2.95% | 2.93% | 2.98% | 2.62% | 2.20% | 0.00% |
VWNFX Vanguard Windsor II Fund Investor Shares | 11.84% | 11.46% | 10.50% | 5.11% | 7.26% | 7.83% | 7.31% | 10.06% | 11.38% | 7.34% | 8.08% | 7.96% |
Drawdowns
VCORX vs. VWNFX - Drawdown Comparison
The maximum VCORX drawdown since its inception was -18.14%, smaller than the maximum VWNFX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for VCORX and VWNFX.
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Drawdown Indicators
| VCORX | VWNFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.14% | -57.57% | +39.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -11.92% | +9.17% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -22.72% | +4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -18.14% | -37.44% | +19.30% |
Current DrawdownCurrent decline from peak | -2.05% | -7.86% | +5.81% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -7.50% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 2.58% | -1.68% |
Volatility
VCORX vs. VWNFX - Volatility Comparison
The current volatility for Vanguard Core Bond Fund Investor Shares (VCORX) is 1.64%, while Vanguard Windsor II Fund Investor Shares (VWNFX) has a volatility of 3.76%. This indicates that VCORX experiences smaller price fluctuations and is considered to be less risky than VWNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCORX | VWNFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 3.76% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 8.60% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.26% | 16.64% | -12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 17.02% | -11.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 18.62% | -13.83% |