VFFSX vs. VWNAX
Compare and contrast key facts about Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Vanguard Windsor II Fund Admiral Shares (VWNAX).
VFFSX is managed by Vanguard. VWNAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFFSX or VWNAX.
Performance
VFFSX vs. VWNAX - Performance Comparison
Returns By Period
In the year-to-date period, VFFSX achieves a 26.25% return, which is significantly higher than VWNAX's 17.30% return.
VFFSX
26.25%
1.79%
13.67%
32.38%
15.70%
N/A
VWNAX
17.30%
0.68%
8.00%
24.54%
13.45%
10.66%
Key characteristics
| VFFSX | VWNAX | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.34 |
| Sortino Ratio | 3.58 | 3.15 |
| Omega Ratio | 1.50 | 1.43 |
| Calmar Ratio | 3.90 | 3.71 |
| Martin Ratio | 17.52 | 15.53 |
| Ulcer Index | 1.88% | 1.62% |
| Daily Std Dev | 12.24% | 10.79% |
| Max Drawdown | -52.30% | -57.51% |
| Current Drawdown | -0.81% | -1.24% |
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VFFSX vs. VWNAX - Expense Ratio Comparison
VFFSX has a 0.01% expense ratio, which is lower than VWNAX's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VFFSX and VWNAX 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
VFFSX vs. VWNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Vanguard Windsor II Fund Admiral Shares (VWNAX). 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
VFFSX vs. VWNAX - Dividend Comparison
VFFSX's dividend yield for the trailing twelve months is around 1.24%, less than VWNAX's 1.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.24% | 1.46% | 1.70% | 1.26% | 1.56% | 1.90% | 2.09% | 1.81% | 1.08% | 0.00% | 0.00% | 0.00% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 1.62% | 1.72% | 1.70% | 1.26% | 1.38% | 2.20% | 2.70% | 2.09% | 2.57% | 2.49% | 2.42% | 2.08% |
Drawdowns
VFFSX vs. VWNAX - Drawdown Comparison
The maximum VFFSX drawdown since its inception was -52.30%, smaller than the maximum VWNAX drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for VFFSX and VWNAX. For additional features, visit the drawdowns tool.
Volatility
VFFSX vs. VWNAX - Volatility Comparison
Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a higher volatility of 3.95% compared to Vanguard Windsor II Fund Admiral Shares (VWNAX) at 3.50%. This indicates that VFFSX's price experiences larger fluctuations and is considered to be riskier than VWNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.