VWNAX vs. VTV
Compare and contrast key facts about Vanguard Windsor II Fund Admiral Shares (VWNAX) and Vanguard Value ETF (VTV).
VWNAX is managed by Vanguard. It was launched on May 14, 2001. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNAX or VTV.
Key characteristics
| VWNAX | VTV | |
|---|---|---|
| YTD Return | 18.77% | 22.01% |
| 1Y Return | 30.47% | 33.46% |
| 3Y Return (Ann) | 7.89% | 10.03% |
| 5Y Return (Ann) | 13.89% | 11.98% |
| 10Y Return (Ann) | 11.00% | 10.75% |
| Sharpe Ratio | 2.96 | 3.39 |
| Sortino Ratio | 3.97 | 4.76 |
| Omega Ratio | 1.56 | 1.63 |
| Calmar Ratio | 4.75 | 5.86 |
| Martin Ratio | 20.20 | 22.10 |
| Ulcer Index | 1.60% | 1.58% |
| Daily Std Dev | 10.88% | 10.25% |
| Max Drawdown | -57.51% | -59.27% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VWNAX and VTV is 0.96, 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. VTV - Performance Comparison
In the year-to-date period, VWNAX achieves a 18.77% return, which is significantly lower than VTV's 22.01% return. Both investments have delivered pretty close results over the past 10 years, with VWNAX having a 11.00% annualized return and VTV not far behind at 10.75%. 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. VTV - Expense Ratio Comparison
VWNAX has a 0.26% expense ratio, which is higher than VTV's 0.04% 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. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Admiral Shares (VWNAX) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
VWNAX's dividend yield for the trailing twelve months is around 1.60%, less than VTV's 2.21% 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% |
VTV Vanguard Value ETF | 2.21% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
VWNAX vs. VTV - Drawdown Comparison
The maximum VWNAX drawdown since its inception was -57.51%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VWNAX and VTV. For additional features, visit the drawdowns tool.
Volatility
VWNAX vs. VTV - Volatility Comparison
The current volatility for Vanguard Windsor II Fund Admiral Shares (VWNAX) is 3.43%, while Vanguard Value ETF (VTV) has a volatility of 3.64%. This indicates that VWNAX experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.