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VWNEX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWNEX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Windsor Fund Admiral Shares (VWNEX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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VWNEX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWNEX
Vanguard Windsor Fund Admiral Shares
-1.67%13.40%9.64%15.11%-3.05%27.92%7.45%30.53%-12.39%18.19%
ACIIX
American Century Equity Income Fund Class I
3.68%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, VWNEX achieves a -1.67% return, which is significantly lower than ACIIX's 3.68% return. Over the past 10 years, VWNEX has outperformed ACIIX with an annualized return of 11.23%, while ACIIX has yielded a comparatively lower 8.99% annualized return.


VWNEX

1D
2.14%
1M
-4.78%
YTD
-1.67%
6M
3.40%
1Y
11.62%
3Y*
10.99%
5Y*
8.93%
10Y*
11.23%

ACIIX

1D
0.92%
1M
-4.65%
YTD
3.68%
6M
5.70%
1Y
11.45%
3Y*
10.04%
5Y*
7.60%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWNEX vs. ACIIX - Expense Ratio Comparison

VWNEX has a 0.20% expense ratio, which is lower than ACIIX's 0.72% expense ratio.


Return for Risk

VWNEX vs. ACIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWNEX
VWNEX Risk / Return Rank: 3030
Overall Rank
VWNEX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VWNEX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VWNEX Omega Ratio Rank: 2525
Omega Ratio Rank
VWNEX Calmar Ratio Rank: 3535
Calmar Ratio Rank
VWNEX Martin Ratio Rank: 3737
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4040
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWNEX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and American Century Equity Income Fund Class I (ACIIX). 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.


VWNEXACIIXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.95

-0.28

Sortino ratio

Return per unit of downside risk

1.05

1.37

-0.32

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

0.98

1.29

-0.31

Martin ratio

Return relative to average drawdown

4.06

5.04

-0.98

VWNEX vs. ACIIX - Sharpe Ratio Comparison

The current VWNEX Sharpe Ratio is 0.67, which is comparable to the ACIIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VWNEX and ACIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWNEXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.95

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.71

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.67

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.53

-0.13

Correlation

The correlation between VWNEX and ACIIX is 0.91, 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.


Dividends

VWNEX vs. ACIIX - Dividend Comparison

VWNEX's dividend yield for the trailing twelve months is around 8.03%, less than ACIIX's 10.19% yield.


TTM20252024202320222021202020192018201720162015
VWNEX
Vanguard Windsor Fund Admiral Shares
8.03%7.90%12.60%8.34%15.50%11.57%8.47%10.36%13.30%3.56%4.99%8.62%
ACIIX
American Century Equity Income Fund Class I
10.19%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

VWNEX vs. ACIIX - Drawdown Comparison

The maximum VWNEX drawdown since its inception was -61.41%, which is greater than ACIIX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for VWNEX and ACIIX.


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Drawdown Indicators


VWNEXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.41%

-39.16%

-22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-8.96%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-13.49%

-8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-40.12%

-32.76%

-7.36%

Current Drawdown

Current decline from peak

-5.91%

-4.86%

-1.05%

Average Drawdown

Average peak-to-trough decline

-9.92%

-5.26%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.32%

+0.72%

Volatility

VWNEX vs. ACIIX - Volatility Comparison

Vanguard Windsor Fund Admiral Shares (VWNEX) has a higher volatility of 4.40% compared to American Century Equity Income Fund Class I (ACIIX) at 3.01%. This indicates that VWNEX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWNEXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.01%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

6.12%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

11.62%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

10.74%

+6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

13.37%

+6.30%