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

Correlation

The correlation between VWNDX and TRMCX is 0.92, 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.


-0.50.00.51.00.9

Performance

VWNDX vs. TRMCX - 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 Mid-Cap Value Fund (TRMCX). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
787.31%
1,612.33%
VWNDX
TRMCX

Key characteristics

Sharpe Ratio

VWNDX:

0.04

TRMCX:

0.25

Sortino Ratio

VWNDX:

0.15

TRMCX:

0.40

Omega Ratio

VWNDX:

1.03

TRMCX:

1.07

Calmar Ratio

VWNDX:

0.04

TRMCX:

0.25

Martin Ratio

VWNDX:

0.25

TRMCX:

1.31

Ulcer Index

VWNDX:

2.63%

TRMCX:

3.54%

Daily Std Dev

VWNDX:

16.82%

TRMCX:

18.33%

Max Drawdown

VWNDX:

-61.48%

TRMCX:

-55.28%

Current Drawdown

VWNDX:

-15.96%

TRMCX:

-17.66%

Returns By Period

In the year-to-date period, VWNDX achieves a -1.44% return, which is significantly lower than TRMCX's 2.37% return. Both investments have delivered pretty close results over the past 10 years, with VWNDX having a 8.26% annualized return and TRMCX not far ahead at 8.55%.


VWNDX

YTD

-1.44%

1M

-14.38%

6M

-5.46%

1Y

-0.79%

5Y*

8.60%

10Y*

8.26%

TRMCX

YTD

2.37%

1M

-15.64%

6M

-5.39%

1Y

2.87%

5Y*

9.92%

10Y*

8.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWNDX vs. TRMCX - Expense Ratio Comparison

VWNDX has a 0.30% expense ratio, which is lower than TRMCX's 0.77% expense ratio.


TRMCX
T. Rowe Price Mid-Cap Value Fund
Expense ratio chart for TRMCX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
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%

Risk-Adjusted Performance

VWNDX vs. TRMCX - 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 Mid-Cap Value Fund (TRMCX). 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 0.04, compared to the broader market-1.000.001.002.003.004.000.040.25
The chart of Sortino ratio for VWNDX, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.0010.000.150.40
The chart of Omega ratio for VWNDX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.07
The chart of Calmar ratio for VWNDX, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.000.040.25
The chart of Martin ratio for VWNDX, currently valued at 0.25, compared to the broader market0.0020.0040.0060.000.251.31
VWNDX
TRMCX

The current VWNDX Sharpe Ratio is 0.04, which is lower than the TRMCX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of VWNDX and TRMCX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.04
0.25
VWNDX
TRMCX

Dividends

VWNDX vs. TRMCX - Dividend Comparison

VWNDX's dividend yield for the trailing twelve months is around 1.11%, while TRMCX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VWNDX
Vanguard Windsor Fund Investor Shares
1.11%1.90%1.71%1.55%1.87%1.93%2.41%1.58%1.99%1.88%1.35%0.96%
TRMCX
T. Rowe Price Mid-Cap Value Fund
0.00%1.14%0.89%1.01%1.01%1.47%1.23%1.09%0.93%1.36%1.08%0.73%

Drawdowns

VWNDX vs. TRMCX - Drawdown Comparison

The maximum VWNDX drawdown since its inception was -61.48%, which is greater than TRMCX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for VWNDX and TRMCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.96%
-17.66%
VWNDX
TRMCX

Volatility

VWNDX vs. TRMCX - Volatility Comparison

Vanguard Windsor Fund Investor Shares (VWNDX) and T. Rowe Price Mid-Cap Value Fund (TRMCX) have volatilities of 13.70% and 14.03%, 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%JulyAugustSeptemberOctoberNovemberDecember
13.70%
14.03%
VWNDX
TRMCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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