VWNEX vs. VGTSX
VWNEX (Vanguard Windsor Fund Admiral Shares) and VGTSX (Vanguard Total International Stock Index Fund Investor Shares) are both mutual funds - VWNEX is a Large Cap Value Equities fund actively managed by Vanguard, while VGTSX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. VWNEX is actively managed, while VGTSX is passively managed. Over the past 10 years, VWNEX returned 12.36%/yr vs 9.36%/yr for VGTSX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. VWNEX charges 0.18%/yr vs 0.17%/yr for VGTSX.
Performance
VWNEX vs. VGTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VWNEX having a 12.69% return and VGTSX slightly higher at 12.81%. Over the past 10 years, VWNEX has outperformed VGTSX with an annualized return of 12.36%, while VGTSX has yielded a comparatively lower 9.36% 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%
VGTSX
- 1D
- 0.07%
- 1M
- 0.18%
- 6M
- 6.40%
- YTD
- 12.81%
- 1Y
- 27.66%
- 3Y*
- 17.12%
- 5Y*
- 8.75%
- 10Y*
- 9.36%
- ALL TIME*
- 5.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VWNEX vs. VGTSX - 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% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 12.81% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
Correlation
The correlation between VWNEX and VGTSX is 0.62, 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. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.78 |
The correlation between VWNEX and VGTSX shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWNEX vs. VGTSX — Risk / Return Rank
VWNEX
VGTSX
VWNEX vs. VGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). 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 | VGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.42 | +0.69 |
| Martin ratioReturn relative to average drawdown | 11.50 | 8.98 | +2.52 |
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Drawdowns
VWNEX vs. VGTSX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -61.41%, roughly equal to the maximum VGTSX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for VWNEX and VGTSX.
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Drawdown Indicators
| VWNEX | VGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.41% | -61.48% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -11.29% | +3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -13.11% | -8.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -29.56% | +7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -35.93% | -4.19% |
Current DrawdownCurrent decline from peak | 0.00% | -2.58% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -13.91% | +4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.04% | -0.91% |
Volatility
VWNEX vs. VGTSX - Volatility Comparison
The current volatility for Vanguard Windsor Fund Admiral Shares (VWNEX) is 3.24%, while Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a volatility of 5.27%. This indicates that VWNEX experiences smaller price fluctuations and is considered to be less risky than VGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNEX | VGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 5.27% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 14.15% | -5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 15.98% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 15.35% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.50% | 15.83% | +3.67% |
VWNEX vs. VGTSX - Expense Ratio Comparison
VWNEX has a 0.18% expense ratio, which is higher than VGTSX's 0.17% 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%.
Dividends
VWNEX vs. VGTSX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 6.91%, more than VGTSX's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.48% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
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 VGTSX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGTSX has higher volatility (5.27%) compared to VWNEX (3.24%). In terms of maximum drawdown, VWNEX dropped -61.41% vs VGTSX's -61.48%.
VWNEX currently has the higher Sharpe Ratio (2.01 vs 1.72), 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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