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VWNDX vs. FKINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VWNDX vs. FKINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Windsor Fund Investor Shares (VWNDX) and Franklin Income Fund Class A1 (FKINX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.30%
5.43%
VWNDX
FKINX

Returns By Period

In the year-to-date period, VWNDX achieves a 13.89% return, which is significantly higher than FKINX's 8.90% return. Over the past 10 years, VWNDX has outperformed FKINX with an annualized return of 9.91%, while FKINX has yielded a comparatively lower 5.21% annualized return.


VWNDX

YTD

13.89%

1M

1.47%

6M

7.30%

1Y

22.43%

5Y (annualized)

12.73%

10Y (annualized)

9.91%

FKINX

YTD

8.90%

1M

-0.37%

6M

5.43%

1Y

15.38%

5Y (annualized)

6.61%

10Y (annualized)

5.21%

Key characteristics


VWNDXFKINX
Sharpe Ratio1.972.70
Sortino Ratio2.833.92
Omega Ratio1.351.63
Calmar Ratio4.093.52
Martin Ratio12.0718.91
Ulcer Index1.84%0.81%
Daily Std Dev11.29%5.69%
Max Drawdown-61.48%-44.30%
Current Drawdown-1.34%-1.18%

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VWNDX vs. FKINX - Expense Ratio Comparison

VWNDX has a 0.30% expense ratio, which is lower than FKINX's 0.62% expense ratio.


FKINX
Franklin Income Fund Class A1
Expense ratio chart for FKINX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VWNDX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Correlation

-0.50.00.51.00.6

The correlation between VWNDX and FKINX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

VWNDX vs. FKINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Investor Shares (VWNDX) and Franklin Income Fund Class A1 (FKINX). 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.


Sharpe ratio
The chart of Sharpe ratio for VWNDX, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.972.70
The chart of Sortino ratio for VWNDX, currently valued at 2.83, compared to the broader market0.005.0010.002.833.92
The chart of Omega ratio for VWNDX, currently valued at 1.35, compared to the broader market1.002.003.004.001.351.63
The chart of Calmar ratio for VWNDX, currently valued at 4.09, compared to the broader market0.005.0010.0015.0020.0025.004.093.52
The chart of Martin ratio for VWNDX, currently valued at 12.07, compared to the broader market0.0020.0040.0060.0080.00100.0012.0718.91
VWNDX
FKINX

The current VWNDX Sharpe Ratio is 1.97, which is comparable to the FKINX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of VWNDX and FKINX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.97
2.70
VWNDX
FKINX

Dividends

VWNDX vs. FKINX - Dividend Comparison

VWNDX's dividend yield for the trailing twelve months is around 1.97%, less than FKINX's 5.48% yield.


TTM20232022202120202019201820172016201520142013
VWNDX
Vanguard Windsor Fund Investor Shares
1.97%1.90%1.71%1.55%1.87%1.93%2.41%1.58%1.99%1.88%1.35%0.96%
FKINX
Franklin Income Fund Class A1
5.48%5.67%5.46%4.33%5.22%5.11%5.61%5.04%5.19%5.71%5.04%5.50%

Drawdowns

VWNDX vs. FKINX - Drawdown Comparison

The maximum VWNDX drawdown since its inception was -61.48%, which is greater than FKINX's maximum drawdown of -44.30%. Use the drawdown chart below to compare losses from any high point for VWNDX and FKINX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.34%
-1.18%
VWNDX
FKINX

Volatility

VWNDX vs. FKINX - Volatility Comparison

Vanguard Windsor Fund Investor Shares (VWNDX) has a higher volatility of 3.91% compared to Franklin Income Fund Class A1 (FKINX) at 1.27%. This indicates that VWNDX's price experiences larger fluctuations and is considered to be riskier than FKINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.91%
1.27%
VWNDX
FKINX