VWNEX vs. VGTSX
Compare and contrast key facts about Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX).
VWNEX is managed by Vanguard. It was launched on Nov 12, 2001. VGTSX is managed by Vanguard. It was launched on Apr 29, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNEX or VGTSX.
Key characteristics
| VWNEX | VGTSX | |
|---|---|---|
| YTD Return | 14.87% | 7.05% |
| 1Y Return | 19.99% | 17.39% |
| 3Y Return (Ann) | -1.21% | 0.50% |
| 5Y Return (Ann) | 3.73% | 5.55% |
| 10Y Return (Ann) | 2.83% | 4.87% |
| Sharpe Ratio | 1.58 | 1.43 |
| Sortino Ratio | 2.12 | 2.03 |
| Omega Ratio | 1.30 | 1.25 |
| Calmar Ratio | 0.99 | 1.21 |
| Martin Ratio | 6.04 | 8.04 |
| Ulcer Index | 3.28% | 2.18% |
| Daily Std Dev | 12.55% | 12.23% |
| Max Drawdown | -65.77% | -61.48% |
| Current Drawdown | -3.97% | -6.44% |
Correlation
The correlation between VWNEX and VGTSX is 0.78, 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. VGTSX - Performance Comparison
In the year-to-date period, VWNEX achieves a 14.87% return, which is significantly higher than VGTSX's 7.05% return. Over the past 10 years, VWNEX has underperformed VGTSX with an annualized return of 2.83%, while VGTSX has yielded a comparatively higher 4.87% 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. VGTSX - Expense Ratio Comparison
VWNEX has a 0.20% 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%.
Risk-Adjusted Performance
VWNEX vs. VGTSX - Risk-Adjusted Performance 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.
Dividends
VWNEX vs. VGTSX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 2.05%, less than VGTSX's 2.89% 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% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.89% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% | 2.63% |
Drawdowns
VWNEX vs. VGTSX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -65.77%, which is greater than VGTSX's maximum drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for VWNEX and VGTSX. For additional features, visit the drawdowns tool.
Volatility
VWNEX vs. VGTSX - Volatility Comparison
Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX) have volatilities of 4.09% and 3.93%, 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.