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

Correlation

The correlation between VMVAX and VWNAX is 0.92, 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.


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Performance

VMVAX vs. VWNAX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.03%
-4.65%
VMVAX
VWNAX

Key characteristics

Sharpe Ratio

VMVAX:

1.30

VWNAX:

0.24

Sortino Ratio

VMVAX:

1.85

VWNAX:

0.36

Omega Ratio

VMVAX:

1.23

VWNAX:

1.07

Calmar Ratio

VMVAX:

1.67

VWNAX:

0.29

Martin Ratio

VMVAX:

4.54

VWNAX:

0.82

Ulcer Index

VMVAX:

3.33%

VWNAX:

4.39%

Daily Std Dev

VMVAX:

11.65%

VWNAX:

15.08%

Max Drawdown

VMVAX:

-43.07%

VWNAX:

-61.71%

Current Drawdown

VMVAX:

-5.40%

VWNAX:

-9.13%

Returns By Period

In the year-to-date period, VMVAX achieves a 2.37% return, which is significantly lower than VWNAX's 3.18% return. Over the past 10 years, VMVAX has outperformed VWNAX with an annualized return of 8.45%, while VWNAX has yielded a comparatively lower 3.84% annualized return.


VMVAX

YTD

2.37%

1M

-0.69%

6M

2.90%

1Y

15.29%

5Y*

11.71%

10Y*

8.45%

VWNAX

YTD

3.18%

1M

-1.42%

6M

-4.94%

1Y

3.94%

5Y*

8.40%

10Y*

3.84%

*Annualized

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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%.


Expense ratio chart for VWNAX: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%
Expense ratio chart for VMVAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VMVAX vs. VWNAX — Risk-Adjusted Performance Rank

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

VMVAX
The Risk-Adjusted Performance Rank of VMVAX is 7171
Overall Rank
The Sharpe Ratio Rank of VMVAX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VMVAX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VMVAX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VMVAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VMVAX is 6363
Martin Ratio Rank

VWNAX
The Risk-Adjusted Performance Rank of VWNAX is 1717
Overall Rank
The Sharpe Ratio Rank of VWNAX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VWNAX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VWNAX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VWNAX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VWNAX is 1616
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.

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.


The chart of Sharpe ratio for VMVAX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.300.24
The chart of Sortino ratio for VMVAX, currently valued at 1.85, compared to the broader market0.002.004.006.008.0010.0012.001.850.36
The chart of Omega ratio for VMVAX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.07
The chart of Calmar ratio for VMVAX, currently valued at 1.67, compared to the broader market0.005.0010.0015.0020.001.670.29
The chart of Martin ratio for VMVAX, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.004.540.82
VMVAX
VWNAX

The current VMVAX Sharpe Ratio is 1.30, which is higher than the VWNAX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of VMVAX 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.30
0.24
VMVAX
VWNAX

Dividends

VMVAX vs. VWNAX - Dividend Comparison

VMVAX's dividend yield for the trailing twelve months is around 2.06%, more than VWNAX's 1.71% yield.


TTM20242023202220212020201920182017201620152014
VMVAX
Vanguard Mid-Cap Value Index Fund Admiral Shares
2.06%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.91%2.04%1.67%
VWNAX
Vanguard Windsor II Fund Admiral Shares
1.71%1.76%1.72%1.70%1.26%1.38%2.20%2.70%2.09%2.57%2.49%2.42%

Drawdowns

VMVAX vs. VWNAX - Drawdown Comparison

The maximum VMVAX drawdown since its inception was -43.07%, smaller than the maximum VWNAX drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for VMVAX and VWNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.40%
-9.13%
VMVAX
VWNAX

Volatility

VMVAX vs. VWNAX - Volatility Comparison

Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) has a higher volatility of 2.78% compared to Vanguard Windsor II Fund Admiral Shares (VWNAX) at 2.40%. This indicates that VMVAX'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%SeptemberOctoberNovemberDecember2025February
2.78%
2.40%
VMVAX
VWNAX