VWNEX vs. DFLVX
Compare and contrast key facts about Vanguard Windsor Fund Admiral Shares (VWNEX) and DFA U.S. Large Cap Value Portfolio (DFLVX).
VWNEX is managed by Vanguard. It was launched on Nov 12, 2001. DFLVX is managed by Dimensional. It was launched on Feb 19, 1993.
Performance
VWNEX vs. DFLVX - Performance Comparison
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VWNEX vs. DFLVX - 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% |
DFLVX DFA U.S. Large Cap Value Portfolio | 4.08% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
Returns By Period
In the year-to-date period, VWNEX achieves a -1.67% return, which is significantly lower than DFLVX's 4.08% return. Both investments have delivered pretty close results over the past 10 years, with VWNEX having a 11.23% annualized return and DFLVX not far behind at 11.15%.
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%
DFLVX
- 1D
- 1.90%
- 1M
- -3.73%
- YTD
- 4.08%
- 6M
- 8.89%
- 1Y
- 18.62%
- 3Y*
- 14.87%
- 5Y*
- 10.06%
- 10Y*
- 11.15%
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VWNEX vs. DFLVX - Expense Ratio Comparison
VWNEX has a 0.20% expense ratio, which is lower than DFLVX's 0.22% expense ratio. Despite the difference, 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. DFLVX — Risk / Return Rank
VWNEX
DFLVX
VWNEX vs. DFLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and DFA U.S. Large Cap Value Portfolio (DFLVX). 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 | DFLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.13 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.63 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.40 | -0.42 |
Martin ratioReturn relative to average drawdown | 4.06 | 6.16 | -2.10 |
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 | DFLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.13 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.64 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.51 | -0.11 |
Correlation
The correlation between VWNEX and DFLVX is 0.96, 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. DFLVX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 8.03%, more than DFLVX's 1.62% 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% |
DFLVX DFA U.S. Large Cap Value Portfolio | 1.62% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
Drawdowns
VWNEX vs. DFLVX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -61.41%, smaller than the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for VWNEX and DFLVX.
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Drawdown Indicators
| VWNEX | DFLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.41% | -65.65% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.28% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -19.83% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -41.79% | +1.67% |
Current DrawdownCurrent decline from peak | -5.91% | -4.06% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -8.52% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.80% | +0.24% |
Volatility
VWNEX vs. DFLVX - Volatility Comparison
Vanguard Windsor Fund Admiral Shares (VWNEX) has a higher volatility of 4.40% compared to DFA U.S. Large Cap Value Portfolio (DFLVX) at 4.16%. This indicates that VWNEX's price experiences larger fluctuations and is considered to be riskier than DFLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNEX | DFLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.16% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 8.48% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 16.53% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 15.95% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 18.40% | +1.27% |