VWNDX vs. VOO
Compare and contrast key facts about Vanguard Windsor Fund Investor Shares (VWNDX) and Vanguard S&P 500 ETF (VOO).
VWNDX is managed by Vanguard. It was launched on Oct 23, 1958. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNDX or VOO.
Performance
VWNDX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VWNDX achieves a 15.11% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, VWNDX has underperformed VOO with an annualized return of 10.00%, while VOO has yielded a comparatively higher 13.18% annualized return.
VWNDX
15.11%
2.68%
10.04%
23.29%
12.96%
10.00%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| VWNDX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.70 |
| Sortino Ratio | 3.00 | 3.60 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 4.36 | 3.90 |
| Martin Ratio | 12.88 | 17.65 |
| Ulcer Index | 1.84% | 1.86% |
| Daily Std Dev | 11.33% | 12.19% |
| Max Drawdown | -61.48% | -33.99% |
| Current Drawdown | -0.29% | -0.86% |
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VWNDX vs. VOO - Expense Ratio Comparison
VWNDX has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between VWNDX and VOO is 0.90, 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.
Risk-Adjusted Performance
VWNDX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Investor Shares (VWNDX) and Vanguard S&P 500 ETF (VOO). 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
VWNDX vs. VOO - Dividend Comparison
VWNDX's dividend yield for the trailing twelve months is around 1.95%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNDX Vanguard Windsor Fund Investor Shares | 1.95% | 1.90% | 1.71% | 1.55% | 1.87% | 1.93% | 2.41% | 1.58% | 1.99% | 1.88% | 1.35% | 0.96% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VWNDX vs. VOO - Drawdown Comparison
The maximum VWNDX drawdown since its inception was -61.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VWNDX and VOO. For additional features, visit the drawdowns tool.
Volatility
VWNDX vs. VOO - Volatility Comparison
Vanguard Windsor Fund Investor Shares (VWNDX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.00% and 3.99%, 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.