VWNAX vs. VMVAX
Compare and contrast key facts about Vanguard Windsor II Fund Admiral Shares (VWNAX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX).
VWNAX is managed by Vanguard. It was launched on May 14, 2001. VMVAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNAX or VMVAX.
Key characteristics
| VWNAX | VMVAX | |
|---|---|---|
| YTD Return | 18.39% | 20.38% |
| 1Y Return | 31.88% | 36.38% |
| 3Y Return (Ann) | 7.70% | 7.11% |
| 5Y Return (Ann) | 13.68% | 10.67% |
| 10Y Return (Ann) | 10.94% | 9.34% |
| Sharpe Ratio | 2.82 | 2.91 |
| Sortino Ratio | 3.81 | 4.10 |
| Omega Ratio | 1.53 | 1.52 |
| Calmar Ratio | 4.52 | 2.74 |
| Martin Ratio | 19.33 | 18.30 |
| Ulcer Index | 1.60% | 1.93% |
| Daily Std Dev | 10.96% | 12.10% |
| Max Drawdown | -57.51% | -43.07% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VWNAX and VMVAX 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.
Performance
VWNAX vs. VMVAX - Performance Comparison
In the year-to-date period, VWNAX achieves a 18.39% return, which is significantly lower than VMVAX's 20.38% return. Over the past 10 years, VWNAX has outperformed VMVAX with an annualized return of 10.94%, while VMVAX has yielded a comparatively lower 9.34% 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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VWNAX vs. VMVAX - Expense Ratio Comparison
VWNAX has a 0.26% expense ratio, which is higher than VMVAX's 0.07% expense ratio. However, 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
VWNAX vs. VMVAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Admiral Shares (VWNAX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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
VWNAX vs. VMVAX - Dividend Comparison
VWNAX's dividend yield for the trailing twelve months is around 1.60%, less than VMVAX's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 2.06% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.91% | 2.04% | 1.67% | 1.54% |
Drawdowns
VWNAX vs. VMVAX - Drawdown Comparison
The maximum VWNAX drawdown since its inception was -57.51%, which is greater than VMVAX's maximum drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for VWNAX and VMVAX. For additional features, visit the drawdowns tool.
Volatility
VWNAX vs. VMVAX - Volatility Comparison
Vanguard Windsor II Fund Admiral Shares (VWNAX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) have volatilities of 3.54% and 3.55%, 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.