VEIRX vs. VWNFX
Compare and contrast key facts about Vanguard Equity Income Fund Admiral Shares (VEIRX) and Vanguard Windsor II Fund Investor Shares (VWNFX).
VEIRX is managed by Vanguard. It was launched on Aug 13, 2001. VWNFX is managed by Vanguard. It was launched on Jun 24, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEIRX or VWNFX.
Performance
VEIRX vs. VWNFX - Performance Comparison
Returns By Period
In the year-to-date period, VEIRX achieves a 17.38% return, which is significantly higher than VWNFX's 16.04% return. Over the past 10 years, VEIRX has underperformed VWNFX with an annualized return of 6.62%, while VWNFX has yielded a comparatively higher 10.69% annualized return.
VEIRX
17.38%
-0.48%
7.31%
20.19%
7.24%
6.62%
VWNFX
16.04%
-0.86%
5.22%
24.68%
13.05%
10.69%
Key characteristics
| VEIRX | VWNFX | |
|---|---|---|
| Sharpe Ratio | 1.73 | 2.29 |
| Sortino Ratio | 2.28 | 3.10 |
| Omega Ratio | 1.33 | 1.42 |
| Calmar Ratio | 2.13 | 3.63 |
| Martin Ratio | 8.14 | 15.36 |
| Ulcer Index | 2.41% | 1.61% |
| Daily Std Dev | 11.36% | 10.77% |
| Max Drawdown | -56.75% | -57.57% |
| Current Drawdown | -1.67% | -2.24% |
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VEIRX vs. VWNFX - Expense Ratio Comparison
VEIRX has a 0.19% expense ratio, which is lower than VWNFX's 0.34% expense ratio.
Correlation
The correlation between VEIRX and VWNFX is 0.95, 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
VEIRX vs. VWNFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Admiral Shares (VEIRX) 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.
Dividends
VEIRX vs. VWNFX - Dividend Comparison
VEIRX's dividend yield for the trailing twelve months is around 2.81%, more than VWNFX's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEIRX Vanguard Equity Income Fund Admiral Shares | 2.81% | 3.03% | 3.03% | 2.49% | 2.70% | 2.71% | 3.25% | 2.54% | 2.83% | 3.05% | 2.78% | 2.60% |
VWNFX Vanguard Windsor II Fund Investor Shares | 1.56% | 1.64% | 1.61% | 1.18% | 1.30% | 2.12% | 2.61% | 2.00% | 9.46% | 2.41% | 2.33% | 2.00% |
Drawdowns
VEIRX vs. VWNFX - Drawdown Comparison
The maximum VEIRX drawdown since its inception was -56.75%, roughly equal to the maximum VWNFX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for VEIRX and VWNFX. For additional features, visit the drawdowns tool.
Volatility
VEIRX vs. VWNFX - Volatility Comparison
Vanguard Equity Income Fund Admiral Shares (VEIRX) and Vanguard Windsor II Fund Investor Shares (VWNFX) have volatilities of 3.58% and 3.55%, 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.