VMVAX vs. VWNAX
Compare and contrast key facts about Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and Vanguard Windsor II Fund Admiral Shares (VWNAX).
VMVAX is managed by Vanguard. It was launched on Sep 27, 2011. 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: VMVAX or VWNAX.
Performance
VMVAX vs. VWNAX - Performance Comparison
Returns By Period
In the year-to-date period, VMVAX achieves a 22.07% return, which is significantly higher than VWNAX's 17.94% return. Over the past 10 years, VMVAX has underperformed VWNAX with an annualized return of 9.31%, while VWNAX has yielded a comparatively higher 10.74% annualized return.
VMVAX
22.07%
3.64%
14.90%
31.73%
11.04%
9.31%
VWNAX
17.94%
1.84%
8.22%
25.22%
13.56%
10.74%
Key characteristics
| VMVAX | VWNAX | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.34 |
| Sortino Ratio | 3.73 | 3.15 |
| Omega Ratio | 1.47 | 1.43 |
| Calmar Ratio | 3.72 | 3.71 |
| Martin Ratio | 16.36 | 15.53 |
| Ulcer Index | 1.94% | 1.62% |
| Daily Std Dev | 11.78% | 10.79% |
| Max Drawdown | -43.07% | -57.51% |
| Current Drawdown | 0.00% | -0.70% |
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VMVAX vs. VWNAX - Expense Ratio Comparison
VMVAX has a 0.07% 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 VMVAX and VWNAX is 0.93, 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
VMVAX vs. VWNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) 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
VMVAX vs. VWNAX - Dividend Comparison
VMVAX's dividend yield for the trailing twelve months is around 2.03%, more than VWNAX's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 2.03% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.91% | 2.04% | 1.67% | 1.54% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 1.61% | 1.72% | 1.70% | 1.26% | 1.38% | 2.20% | 2.70% | 2.09% | 2.57% | 2.49% | 2.42% | 2.08% |
Drawdowns
VMVAX vs. VWNAX - Drawdown Comparison
The maximum VMVAX drawdown since its inception was -43.07%, smaller than the maximum VWNAX drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for VMVAX and VWNAX. For additional features, visit the drawdowns tool.
Volatility
VMVAX vs. VWNAX - Volatility Comparison
Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and Vanguard Windsor II Fund Admiral Shares (VWNAX) have volatilities of 3.62% and 3.52%, 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.