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

Correlation

The correlation between VWNDX and PRWAX is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
401.09%
4,874.01%
VWNDX
PRWAX

Key characteristics

Sharpe Ratio

VWNDX:

-0.37

PRWAX:

0.44

Sortino Ratio

VWNDX:

-0.35

PRWAX:

0.73

Omega Ratio

VWNDX:

0.94

PRWAX:

1.10

Calmar Ratio

VWNDX:

-0.28

PRWAX:

0.44

Martin Ratio

VWNDX:

-0.82

PRWAX:

1.73

Ulcer Index

VWNDX:

9.24%

PRWAX:

4.83%

Daily Std Dev

VWNDX:

20.52%

PRWAX:

19.23%

Max Drawdown

VWNDX:

-65.83%

PRWAX:

-55.06%

Current Drawdown

VWNDX:

-20.69%

PRWAX:

-9.79%

Returns By Period

In the year-to-date period, VWNDX achieves a -4.48% return, which is significantly higher than PRWAX's -4.98% return. Over the past 10 years, VWNDX has underperformed PRWAX with an annualized return of 0.73%, while PRWAX has yielded a comparatively higher 14.78% annualized return.


VWNDX

YTD

-4.48%

1M

-5.61%

6M

-14.76%

1Y

-7.25%

5Y*

5.81%

10Y*

0.73%

PRWAX

YTD

-4.98%

1M

-2.20%

6M

-3.52%

1Y

9.17%

5Y*

16.73%

10Y*

14.78%

*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.


Expense ratio chart for PRWAX: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRWAX: 0.76%
Expense ratio chart for VWNDX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWNDX: 0.30%

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 66
Overall Rank
The Sharpe Ratio Rank of VWNDX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VWNDX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VWNDX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VWNDX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VWNDX is 66
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 5252
Overall Rank
The Sharpe Ratio Rank of PRWAX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 5353
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.


The chart of Sharpe ratio for VWNDX, currently valued at -0.37, compared to the broader market-1.000.001.002.003.00
VWNDX: -0.37
PRWAX: 0.44
The chart of Sortino ratio for VWNDX, currently valued at -0.35, compared to the broader market-2.000.002.004.006.008.00
VWNDX: -0.35
PRWAX: 0.73
The chart of Omega ratio for VWNDX, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.00
VWNDX: 0.94
PRWAX: 1.10
The chart of Calmar ratio for VWNDX, currently valued at -0.28, compared to the broader market0.002.004.006.008.0010.00
VWNDX: -0.28
PRWAX: 0.44
The chart of Martin ratio for VWNDX, currently valued at -0.82, compared to the broader market0.0010.0020.0030.0040.00
VWNDX: -0.82
PRWAX: 1.73

The current VWNDX Sharpe Ratio is -0.37, which is lower than the PRWAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of VWNDX and PRWAX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.37
0.44
VWNDX
PRWAX

Dividends

VWNDX vs. PRWAX - Dividend Comparison

VWNDX's dividend yield for the trailing twelve months is around 2.29%, less than PRWAX's 9.71% yield.


TTM20242023202220212020201920182017201620152014
VWNDX
Vanguard Windsor Fund Investor Shares
2.29%2.19%1.90%1.71%1.55%1.87%1.93%2.41%1.58%1.99%1.88%1.35%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
9.71%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%14.73%

Drawdowns

VWNDX vs. PRWAX - Drawdown Comparison

The maximum VWNDX drawdown since its inception was -65.83%, which is greater than PRWAX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VWNDX and PRWAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.69%
-9.79%
VWNDX
PRWAX

Volatility

VWNDX vs. PRWAX - Volatility Comparison

Vanguard Windsor Fund Investor Shares (VWNDX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX) have volatilities of 12.54% and 13.19%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.54%
13.19%
VWNDX
PRWAX