VWNDX vs. VYM
Compare and contrast key facts about Vanguard Windsor Fund Investor Shares (VWNDX) and Vanguard High Dividend Yield ETF (VYM).
VWNDX is managed by Vanguard. It was launched on Oct 23, 1958. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNDX or VYM.
Performance
VWNDX vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, VWNDX achieves a 15.11% return, which is significantly lower than VYM's 21.19% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VWNDX at 10.00% and VYM at 10.00%.
VWNDX
15.11%
2.68%
10.04%
23.29%
12.96%
10.00%
VYM
21.19%
1.79%
13.08%
29.30%
11.22%
10.00%
Key characteristics
| VWNDX | VYM | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.81 |
| Sortino Ratio | 3.00 | 3.99 |
| Omega Ratio | 1.38 | 1.51 |
| Calmar Ratio | 4.36 | 5.74 |
| Martin Ratio | 12.88 | 18.14 |
| Ulcer Index | 1.84% | 1.64% |
| Daily Std Dev | 11.33% | 10.61% |
| Max Drawdown | -61.48% | -56.98% |
| Current Drawdown | -0.29% | -0.23% |
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. VYM - Expense Ratio Comparison
VWNDX has a 0.30% expense ratio, which is higher than VYM's 0.06% expense ratio.
Correlation
The correlation between VWNDX and VYM is 0.93, 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. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Investor Shares (VWNDX) and Vanguard High Dividend Yield ETF (VYM). 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. VYM - Dividend Comparison
VWNDX's dividend yield for the trailing twelve months is around 1.95%, less than VYM's 2.74% 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% |
VYM Vanguard High Dividend Yield ETF | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
VWNDX vs. VYM - Drawdown Comparison
The maximum VWNDX drawdown since its inception was -61.48%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VWNDX and VYM. For additional features, visit the drawdowns tool.
Volatility
VWNDX vs. VYM - Volatility Comparison
Vanguard Windsor Fund Investor Shares (VWNDX) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 4.00% and 3.90%, 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.