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VINIX vs. VWNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VINIX and VWNAX is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VINIX vs. VWNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Index Fund Institutional Shares (VINIX) and Vanguard Windsor II Fund Admiral Shares (VWNAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
521.73%
160.32%
VINIX
VWNAX

Key characteristics

Sharpe Ratio

VINIX:

0.49

VWNAX:

-0.21

Sortino Ratio

VINIX:

0.81

VWNAX:

-0.14

Omega Ratio

VINIX:

1.12

VWNAX:

0.97

Calmar Ratio

VINIX:

0.51

VWNAX:

-0.18

Martin Ratio

VINIX:

2.08

VWNAX:

-0.57

Ulcer Index

VINIX:

4.59%

VWNAX:

7.25%

Daily Std Dev

VINIX:

19.52%

VWNAX:

19.82%

Max Drawdown

VINIX:

-55.19%

VWNAX:

-61.71%

Current Drawdown

VINIX:

-10.68%

VWNAX:

-15.23%

Returns By Period

In the year-to-date period, VINIX achieves a -6.54% return, which is significantly lower than VWNAX's -3.74% return. Over the past 10 years, VINIX has outperformed VWNAX with an annualized return of 10.74%, while VWNAX has yielded a comparatively lower 3.07% annualized return.


VINIX

YTD

-6.54%

1M

-4.97%

6M

-6.14%

1Y

8.24%

5Y*

13.75%

10Y*

10.74%

VWNAX

YTD

-3.74%

1M

-5.12%

6M

-12.60%

1Y

-5.03%

5Y*

9.12%

10Y*

3.07%

*Annualized

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VINIX vs. VWNAX - Expense Ratio Comparison

VINIX has a 0.04% 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%.


Expense ratio chart for VWNAX: current value is 0.26%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWNAX: 0.26%
Expense ratio chart for VINIX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VINIX: 0.04%

Risk-Adjusted Performance

VINIX vs. VWNAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VINIX
The Risk-Adjusted Performance Rank of VINIX is 6060
Overall Rank
The Sharpe Ratio Rank of VINIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VINIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VINIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VINIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VINIX is 6060
Martin Ratio Rank

VWNAX
The Risk-Adjusted Performance Rank of VWNAX is 1313
Overall Rank
The Sharpe Ratio Rank of VWNAX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VWNAX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VWNAX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of VWNAX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of VWNAX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VINIX vs. VWNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Index Fund Institutional Shares (VINIX) 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.


The chart of Sharpe ratio for VINIX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.00
VINIX: 0.49
VWNAX: -0.21
The chart of Sortino ratio for VINIX, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.00
VINIX: 0.81
VWNAX: -0.14
The chart of Omega ratio for VINIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VINIX: 1.12
VWNAX: 0.97
The chart of Calmar ratio for VINIX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
VINIX: 0.51
VWNAX: -0.18
The chart of Martin ratio for VINIX, currently valued at 2.08, compared to the broader market0.0010.0020.0030.0040.0050.00
VINIX: 2.08
VWNAX: -0.57

The current VINIX Sharpe Ratio is 0.49, which is higher than the VWNAX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of VINIX and VWNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
-0.21
VINIX
VWNAX

Dividends

VINIX vs. VWNAX - Dividend Comparison

VINIX's dividend yield for the trailing twelve months is around 1.41%, less than VWNAX's 1.83% yield.


TTM20242023202220212020201920182017201620152014
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.41%1.27%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%
VWNAX
Vanguard Windsor II Fund Admiral Shares
1.83%1.76%1.72%1.70%1.26%1.38%2.20%2.70%2.09%2.57%2.49%2.42%

Drawdowns

VINIX vs. VWNAX - Drawdown Comparison

The maximum VINIX drawdown since its inception was -55.19%, smaller than the maximum VWNAX drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for VINIX and VWNAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.68%
-15.23%
VINIX
VWNAX

Volatility

VINIX vs. VWNAX - Volatility Comparison

Vanguard Institutional Index Fund Institutional Shares (VINIX) has a higher volatility of 14.21% compared to Vanguard Windsor II Fund Admiral Shares (VWNAX) at 12.69%. This indicates that VINIX'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.21%
12.69%
VINIX
VWNAX