VWNEX vs. BSPIX
Compare and contrast key facts about Vanguard Windsor Fund Admiral Shares (VWNEX) and iShares S&P 500 Index Fund Institutional Class (BSPIX).
VWNEX is managed by Vanguard. It was launched on Nov 12, 2001. BSPIX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Apr 28, 1993.
Performance
VWNEX vs. BSPIX - Performance Comparison
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VWNEX vs. BSPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BSPIX iShares S&P 500 Index Fund Institutional Class | -4.63% | 17.75% | 24.85% | 26.17% | -18.20% | 28.55% | 18.35% | 31.35% | -4.87% | 21.20% |
Returns By Period
In the year-to-date period, VWNEX achieves a -1.67% return, which is significantly higher than BSPIX's -4.63% return. Over the past 10 years, VWNEX has underperformed BSPIX with an annualized return of 11.23%, while BSPIX has yielded a comparatively higher 13.85% 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%
BSPIX
- 1D
- 2.64%
- 1M
- -5.29%
- YTD
- -4.63%
- 6M
- -2.48%
- 1Y
- 16.90%
- 3Y*
- 18.07%
- 5Y*
- 11.61%
- 10Y*
- 13.85%
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VWNEX vs. BSPIX - Expense Ratio Comparison
VWNEX has a 0.20% expense ratio, which is higher than BSPIX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VWNEX vs. BSPIX — Risk / Return Rank
VWNEX
BSPIX
VWNEX vs. BSPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and iShares S&P 500 Index Fund Institutional Class (BSPIX). 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.
| VWNEX | BSPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.96 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.46 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.49 | -0.51 |
Martin ratioReturn relative to average drawdown | 4.06 | 7.12 | -3.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWNEX | BSPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.96 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.69 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.77 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.73 | -0.33 |
Correlation
The correlation between VWNEX and BSPIX is 0.86, 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. BSPIX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 8.03%, more than BSPIX's 1.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BSPIX iShares S&P 500 Index Fund Institutional Class | 1.49% | 1.66% | 1.35% | 1.44% | 1.94% | 1.76% | 1.60% | 1.92% | 1.94% | 1.57% | 2.30% | 2.42% |
Drawdowns
VWNEX vs. BSPIX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -61.41%, which is greater than BSPIX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for VWNEX and BSPIX.
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Drawdown Indicators
| VWNEX | BSPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.41% | -33.75% | -27.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.11% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -24.55% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -33.75% | -6.37% |
Current DrawdownCurrent decline from peak | -5.91% | -6.50% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -3.98% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.53% | +0.51% |
Volatility
VWNEX vs. BSPIX - Volatility Comparison
The current volatility for Vanguard Windsor Fund Admiral Shares (VWNEX) is 4.40%, while iShares S&P 500 Index Fund Institutional Class (BSPIX) has a volatility of 5.18%. This indicates that VWNEX experiences smaller price fluctuations and is considered to be less risky than BSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNEX | BSPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 5.18% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 9.45% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 18.21% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 16.88% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 18.00% | +1.67% |