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

Correlation

The correlation between VWNDX and PRWAX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VWNDX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Windsor Fund Investor Shares (VWNDX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


VWNDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PRWAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VWNDX vs. PRWAX - Expense Ratio Comparison

VWNDX has a 0.30% expense ratio, which is lower than PRWAX's 0.76% expense ratio.


Risk-Adjusted Performance

VWNDX vs. PRWAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWNDX
The Risk-Adjusted Performance Rank of VWNDX is 88
Overall Rank
The Sharpe Ratio Rank of VWNDX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of VWNDX is 88
Sortino Ratio Rank
The Omega Ratio Rank of VWNDX is 77
Omega Ratio Rank
The Calmar Ratio Rank of VWNDX is 77
Calmar Ratio Rank
The Martin Ratio Rank of VWNDX is 88
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 2222
Overall Rank
The Sharpe Ratio Rank of PRWAX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWNDX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Investor Shares (VWNDX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.



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Dividends

VWNDX vs. PRWAX - Dividend Comparison

VWNDX has not paid dividends to shareholders, while PRWAX's dividend yield for the trailing twelve months is around 0.07%.


TTM20242023202220212020201920182017201620152014
VWNDX
Vanguard Windsor Fund Investor Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VWNDX vs. PRWAX - Drawdown Comparison


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Volatility

VWNDX vs. PRWAX - Volatility Comparison


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