VWNEX vs. VEIRX
Compare and contrast key facts about Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Equity Income Fund Admiral Shares (VEIRX).
VWNEX is managed by Vanguard. It was launched on Nov 12, 2001. VEIRX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNEX or VEIRX.
Key characteristics
| VWNEX | VEIRX | |
|---|---|---|
| YTD Return | 14.87% | 18.36% |
| 1Y Return | 19.99% | 23.64% |
| 3Y Return (Ann) | -1.21% | 3.61% |
| 5Y Return (Ann) | 3.73% | 7.57% |
| 10Y Return (Ann) | 2.83% | 6.78% |
| Sharpe Ratio | 1.58 | 2.04 |
| Sortino Ratio | 2.12 | 2.67 |
| Omega Ratio | 1.30 | 1.39 |
| Calmar Ratio | 0.99 | 2.13 |
| Martin Ratio | 6.04 | 9.75 |
| Ulcer Index | 3.28% | 2.41% |
| Daily Std Dev | 12.55% | 11.52% |
| Max Drawdown | -65.77% | -56.75% |
| Current Drawdown | -3.97% | -0.85% |
Correlation
The correlation between VWNEX and VEIRX is 0.94, 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.
Performance
VWNEX vs. VEIRX - Performance Comparison
In the year-to-date period, VWNEX achieves a 14.87% return, which is significantly lower than VEIRX's 18.36% return. Over the past 10 years, VWNEX has underperformed VEIRX with an annualized return of 2.83%, while VEIRX has yielded a comparatively higher 6.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWNEX vs. VEIRX - Expense Ratio Comparison
VWNEX has a 0.20% expense ratio, which is higher than VEIRX's 0.19% 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%.
Risk-Adjusted Performance
VWNEX vs. VEIRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Equity Income Fund Admiral Shares (VEIRX). 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.
Dividends
VWNEX vs. VEIRX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 2.05%, less than VEIRX's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNEX Vanguard Windsor Fund Admiral Shares | 2.05% | 2.00% | 1.83% | 1.66% | 1.96% | 2.03% | 2.54% | 1.67% | 2.09% | 1.99% | 1.47% | 1.07% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 2.79% | 3.03% | 3.03% | 2.49% | 2.70% | 2.71% | 3.25% | 2.54% | 2.83% | 3.05% | 2.78% | 2.60% |
Drawdowns
VWNEX vs. VEIRX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -65.77%, which is greater than VEIRX's maximum drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for VWNEX and VEIRX. For additional features, visit the drawdowns tool.
Volatility
VWNEX vs. VEIRX - Volatility Comparison
Vanguard Windsor Fund Admiral Shares (VWNEX) has a higher volatility of 4.09% compared to Vanguard Equity Income Fund Admiral Shares (VEIRX) at 3.66%. This indicates that VWNEX's price experiences larger fluctuations and is considered to be riskier than VEIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.