VWNAX vs. VOOV
Compare and contrast key facts about Vanguard Windsor II Fund Admiral Shares (VWNAX) and Vanguard S&P 500 Value ETF (VOOV).
VWNAX is managed by Vanguard. It was launched on May 14, 2001. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010.
Performance
VWNAX vs. VOOV - Performance Comparison
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VWNAX vs. VOOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWNAX Vanguard Windsor II Fund Admiral Shares | -1.09% | 18.64% | 13.99% | 21.10% | -13.18% | 28.95% | 14.49% | 29.16% | -8.57% | 15.67% |
VOOV Vanguard S&P 500 Value ETF | 0.14% | 13.10% | 12.21% | 22.15% | -5.37% | 24.87% | 1.23% | 31.75% | -9.09% | 15.26% |
Returns By Period
In the year-to-date period, VWNAX achieves a -1.09% return, which is significantly lower than VOOV's 0.14% return. Over the past 10 years, VWNAX has outperformed VOOV with an annualized return of 12.34%, while VOOV has yielded a comparatively lower 11.36% annualized return.
VWNAX
- 1D
- 2.24%
- 1M
- -5.09%
- YTD
- -1.09%
- 6M
- 2.98%
- 1Y
- 17.97%
- 3Y*
- 15.67%
- 5Y*
- 9.99%
- 10Y*
- 12.34%
VOOV
- 1D
- 0.20%
- 1M
- -4.34%
- YTD
- 0.14%
- 6M
- 3.03%
- 1Y
- 13.11%
- 3Y*
- 13.86%
- 5Y*
- 10.44%
- 10Y*
- 11.36%
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VWNAX vs. VOOV - Expense Ratio Comparison
VWNAX has a 0.26% expense ratio, which is higher than VOOV's 0.10% 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%.
Return for Risk
VWNAX vs. VOOV — Risk / Return Rank
VWNAX
VOOV
VWNAX vs. VOOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Admiral Shares (VWNAX) and Vanguard S&P 500 Value ETF (VOOV). 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.
| VWNAX | VOOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.84 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.27 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.08 | +0.50 |
Martin ratioReturn relative to average drawdown | 7.23 | 5.03 | +2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWNAX | VOOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.84 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.72 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.67 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.72 | -0.28 |
Correlation
The correlation between VWNAX and VOOV is 0.94, 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.
Dividends
VWNAX vs. VOOV - Dividend Comparison
VWNAX's dividend yield for the trailing twelve months is around 11.68%, more than VOOV's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNAX Vanguard Windsor II Fund Admiral Shares | 11.68% | 11.55% | 10.59% | 5.19% | 7.36% | 7.92% | 7.39% | 10.15% | 11.48% | 7.38% | 8.17% | 8.05% |
VOOV Vanguard S&P 500 Value ETF | 1.80% | 1.76% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% |
Drawdowns
VWNAX vs. VOOV - Drawdown Comparison
The maximum VWNAX drawdown since its inception was -57.51%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for VWNAX and VOOV.
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Drawdown Indicators
| VWNAX | VOOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.51% | -37.31% | -20.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.99% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -18.10% | -4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.42% | -37.31% | -0.11% |
Current DrawdownCurrent decline from peak | -5.78% | -4.48% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -9.05% | -3.88% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.57% | +0.03% |
Volatility
VWNAX vs. VOOV - Volatility Comparison
Vanguard Windsor II Fund Admiral Shares (VWNAX) has a higher volatility of 4.57% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.82%. This indicates that VWNAX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNAX | VOOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 3.82% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 7.77% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 15.59% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 14.50% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 16.96% | +1.44% |