VWNEX vs. SCHG
Compare and contrast key facts about Vanguard Windsor Fund Admiral Shares (VWNEX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
VWNEX is managed by Vanguard. It was launched on Nov 12, 2001. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
VWNEX vs. SCHG - Performance Comparison
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VWNEX vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, VWNEX achieves a -1.67% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, VWNEX has underperformed SCHG with an annualized return of 11.23%, while SCHG has yielded a comparatively higher 16.95% 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%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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VWNEX vs. SCHG - Expense Ratio Comparison
VWNEX has a 0.20% expense ratio, which is higher than SCHG's 0.04% 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. SCHG — Risk / Return Rank
VWNEX
SCHG
VWNEX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.76 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.24 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.09 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.06 | 3.71 | +0.36 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.76 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.57 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.79 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.79 | -0.39 |
Correlation
The correlation between VWNEX and SCHG is 0.77, 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. SCHG - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 8.03%, more than SCHG's 0.43% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
VWNEX vs. SCHG - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -61.41%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VWNEX and SCHG.
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Drawdown Indicators
| VWNEX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.41% | -34.59% | -26.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -16.41% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -34.59% | +12.87% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -34.59% | -5.53% |
Current DrawdownCurrent decline from peak | -5.91% | -12.51% | +6.60% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -5.22% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 4.84% | -1.80% |
Volatility
VWNEX vs. SCHG - Volatility Comparison
The current volatility for Vanguard Windsor Fund Admiral Shares (VWNEX) is 4.40%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that VWNEX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNEX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 6.77% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 12.54% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 22.45% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 22.31% | -4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 21.51% | -1.84% |