VTSNX vs. VWNAX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard Windsor II Fund Admiral Shares (VWNAX).
VTSNX is managed by Vanguard. It was launched on Nov 29, 2010. 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: VTSNX or VWNAX.
Key characteristics
| VTSNX | VWNAX | |
|---|---|---|
| YTD Return | 9.03% | 18.39% |
| 1Y Return | 20.26% | 31.88% |
| 3Y Return (Ann) | 1.25% | 7.70% |
| 5Y Return (Ann) | 5.82% | 13.68% |
| 10Y Return (Ann) | 5.14% | 10.94% |
| Sharpe Ratio | 1.65 | 2.82 |
| Sortino Ratio | 2.32 | 3.81 |
| Omega Ratio | 1.29 | 1.53 |
| Calmar Ratio | 1.36 | 4.52 |
| Martin Ratio | 9.43 | 19.33 |
| Ulcer Index | 2.12% | 1.60% |
| Daily Std Dev | 12.14% | 10.96% |
| Max Drawdown | -35.78% | -57.51% |
| Current Drawdown | -4.76% | 0.00% |
Correlation
The correlation between VTSNX and VWNAX is 0.83, 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.
Performance
VTSNX vs. VWNAX - Performance Comparison
In the year-to-date period, VTSNX achieves a 9.03% return, which is significantly lower than VWNAX's 18.39% return. Over the past 10 years, VTSNX has underperformed VWNAX with an annualized return of 5.14%, while VWNAX has yielded a comparatively higher 10.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTSNX vs. VWNAX - Expense Ratio Comparison
VTSNX has a 0.08% 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%.
Risk-Adjusted Performance
VTSNX vs. VWNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) 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
VTSNX vs. VWNAX - Dividend Comparison
VTSNX's dividend yield for the trailing twelve months is around 2.93%, more than VWNAX's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.93% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% | 2.72% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 1.60% | 1.72% | 1.70% | 1.26% | 1.38% | 2.20% | 2.70% | 2.09% | 2.57% | 2.49% | 2.42% | 2.08% |
Drawdowns
VTSNX vs. VWNAX - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.78%, smaller than the maximum VWNAX drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for VTSNX and VWNAX. For additional features, visit the drawdowns tool.
Volatility
VTSNX vs. VWNAX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard Windsor II Fund Admiral Shares (VWNAX) have volatilities of 3.71% and 3.54%, 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.