VWNEX vs. PKAIX
VWNEX (Vanguard Windsor Fund Admiral Shares) and PKAIX (PIMCO RAE US Fund) are both Large Cap Value Equities funds. Over the past 10 years, VWNEX returned 12.36%/yr vs 14.45%/yr for PKAIX. Their correlation of 0.91 means they have usually moved in the same direction. VWNEX charges 0.18%/yr vs 0.40%/yr for PKAIX.
Performance
VWNEX vs. PKAIX - Performance Comparison
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Returns By Period
In the year-to-date period, VWNEX achieves a 12.69% return, which is significantly lower than PKAIX's 30.43% return. Over the past 10 years, VWNEX has underperformed PKAIX with an annualized return of 12.36%, while PKAIX has yielded a comparatively higher 14.45% annualized return.
VWNEX
- 1D
- 0.36%
- 1M
- 2.61%
- 6M
- 9.28%
- YTD
- 12.69%
- 1Y
- 25.87%
- 3Y*
- 13.08%
- 5Y*
- 10.87%
- 10Y*
- 12.36%
- ALL TIME*
- 8.76%
PKAIX
- 1D
- 0.11%
- 1M
- 5.64%
- 6M
- 22.61%
- YTD
- 30.43%
- 1Y
- 47.25%
- 3Y*
- 24.25%
- 5Y*
- 16.59%
- 10Y*
- 14.45%
- ALL TIME*
- 13.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PKAIX PIMCO RAE US Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
VWNEX vs. PKAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWNEX Vanguard Windsor Fund Admiral Shares | 12.69% | 13.40% | 9.64% | 15.11% | -3.05% | 27.92% | 7.45% | 30.53% | -12.39% | 18.19% |
PKAIX PIMCO RAE US Fund | 30.43% | 17.19% | 16.28% | 17.02% | -3.36% | 27.74% | 3.94% | 24.92% | -6.92% | 16.51% |
Correlation
The correlation between VWNEX and PKAIX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.91 |
The correlation between VWNEX and PKAIX shifts across timeframes, from 0.79 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWNEX vs. PKAIX — Risk / Return Rank
VWNEX
PKAIX
VWNEX vs. PKAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and PIMCO RAE US Fund (PKAIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VWNEX | PKAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.64 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 8.94 | -5.82 |
| Martin ratioReturn relative to average drawdown | 11.50 | 28.37 | -16.87 |
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Drawdowns
VWNEX vs. PKAIX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -61.41%, which is greater than PKAIX's maximum drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for VWNEX and PKAIX.
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Drawdown Indicators
| VWNEX | PKAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.41% | -38.56% | -22.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -5.15% | -2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -20.31% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -20.64% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -38.56% | -1.56% |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -4.66% | -5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.62% | +0.51% |
Volatility
VWNEX vs. PKAIX - Volatility Comparison
Vanguard Windsor Fund Admiral Shares (VWNEX) has a higher volatility of 3.24% compared to PIMCO RAE US Fund (PKAIX) at 2.25%. This indicates that VWNEX's price experiences larger fluctuations and is considered to be riskier than PKAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNEX | PKAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.25% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 9.03% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 12.91% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 17.68% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.50% | 18.81% | +0.69% |
VWNEX vs. PKAIX - Expense Ratio Comparison
VWNEX has a 0.18% expense ratio, which is lower than PKAIX's 0.40% expense ratio.
Dividends
VWNEX vs. PKAIX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 6.91%, less than PKAIX's 10.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PKAIX PIMCO RAE US Fund | 10.56% | 13.77% | 16.77% | 6.65% | 8.09% | 10.03% | 3.20% | 4.91% | 6.85% | 5.85% | 5.33% | 3.49% |
VWNEX Vanguard Windsor Fund Admiral Shares | 6.91% | 7.90% | 12.60% | 8.34% | 15.50% | 11.57% | 8.47% | 10.36% | 13.30% | 3.56% | 4.99% | 8.62% |
Frequently Asked Questions
VWNEX and PKAIX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWNEX has higher volatility (3.24%) compared to PKAIX (2.25%). In terms of maximum drawdown, VWNEX dropped -61.41% vs PKAIX's -38.56%.
PKAIX currently has the higher Sharpe Ratio (3.57 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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