VWNEX vs. VDIGX
Compare and contrast key facts about Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Dividend Growth Fund (VDIGX).
VWNEX is managed by Vanguard. It was launched on Nov 12, 2001. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Performance
VWNEX vs. VDIGX - Performance Comparison
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Returns By Period
In the year-to-date period, VWNEX achieves a -1.21% return, which is significantly higher than VDIGX's -4.86% return. Both investments have delivered pretty close results over the past 10 years, with VWNEX having a 11.35% annualized return and VDIGX not far ahead at 11.58%.
VWNEX
- 1D
- 0.22%
- 1M
- -1.49%
- YTD
- -1.21%
- 6M
- 3.06%
- 1Y
- 23.84%
- 3Y*
- 10.95%
- 5Y*
- 9.03%
- 10Y*
- 11.35%
VDIGX
- 1D
- 0.17%
- 1M
- -3.72%
- YTD
- -4.86%
- 6M
- -2.66%
- 1Y
- 10.67%
- 3Y*
- 11.08%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
VWNEX vs. VDIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWNEX Vanguard Windsor Fund Admiral Shares | -1.21% | 13.40% | 9.64% | 15.11% | -3.05% | 27.92% | 7.45% | 30.53% | -12.39% | 18.19% |
VDIGX Vanguard Dividend Growth Fund | -4.86% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
Correlation
The correlation between VWNEX and VDIGX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
VWNEX vs. VDIGX - Expense Ratio Comparison
VWNEX has a 0.20% expense ratio, which is lower than VDIGX's 0.27% 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%.
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Return for Risk
VWNEX vs. VDIGX — Risk / Return Rank
VWNEX
VDIGX
VWNEX vs. VDIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Dividend Growth Fund (VDIGX). 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 | VDIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.17 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.02 | 0.35 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.05 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.30 | +0.66 |
Martin ratioReturn relative to average drawdown | 3.94 | 1.14 | +2.80 |
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 | VDIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.17 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.68 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.74 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.60 | -0.20 |
Drawdowns
VWNEX vs. VDIGX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -61.41%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VWNEX and VDIGX.
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Drawdown Indicators
| VWNEX | VDIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.41% | -45.23% | -16.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -9.09% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -16.18% | -5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -32.98% | -7.14% |
Current DrawdownCurrent decline from peak | -5.47% | -6.88% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -6.67% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.53% | +0.55% |
Volatility
VWNEX vs. VDIGX - Volatility Comparison
Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Dividend Growth Fund (VDIGX) have volatilities of 4.33% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNEX | VDIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.13% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 7.63% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 14.46% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 13.84% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 15.68% | +3.98% |
Dividends
VWNEX vs. VDIGX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 8.00%, less than VDIGX's 25.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNEX Vanguard Windsor Fund Admiral Shares | 8.00% | 7.90% | 12.60% | 8.34% | 15.50% | 11.57% | 8.47% | 10.36% | 13.30% | 3.56% | 4.99% | 8.62% |
VDIGX Vanguard Dividend Growth Fund | 25.81% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |