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.
Key characteristics
| VWNDX | VYM | |
|---|---|---|
| YTD Return | 14.46% | 21.19% |
| 1Y Return | 28.41% | 34.50% |
| 3Y Return (Ann) | 8.55% | 9.69% |
| 5Y Return (Ann) | 12.83% | 11.14% |
| 10Y Return (Ann) | 10.16% | 10.17% |
| Sharpe Ratio | 2.40 | 3.10 |
| Sortino Ratio | 3.44 | 4.40 |
| Omega Ratio | 1.44 | 1.57 |
| Calmar Ratio | 3.33 | 4.55 |
| Martin Ratio | 15.09 | 20.45 |
| Ulcer Index | 1.83% | 1.63% |
| Daily Std Dev | 11.53% | 10.75% |
| Max Drawdown | -61.48% | -56.98% |
| Current Drawdown | -0.45% | 0.00% |
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.
Performance
VWNDX vs. VYM - Performance Comparison
In the year-to-date period, VWNDX achieves a 14.46% return, which is significantly lower than VYM's 21.19% return. Both investments have delivered pretty close results over the past 10 years, with VWNDX having a 10.16% annualized return and VYM not far ahead at 10.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWNDX vs. VYM - Expense Ratio Comparison
VWNDX has a 0.30% expense ratio, which is higher than VYM's 0.06% expense ratio.
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 1.96%, 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 | 1.96% | 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 4.09% and 3.91%, 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.