VWNEX vs. VTSAX
Compare and contrast key facts about Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VWNEX is managed by Vanguard. It was launched on Nov 12, 2001. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNEX or VTSAX.
Performance
VWNEX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VWNEX achieves a 16.20% return, which is significantly lower than VTSAX's 26.28% return. Over the past 10 years, VWNEX has underperformed VTSAX with an annualized return of 2.75%, while VTSAX has yielded a comparatively higher 12.73% annualized return.
VWNEX
16.20%
4.01%
10.30%
16.90%
3.81%
2.75%
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| VWNEX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.37 | 2.68 |
| Sortino Ratio | 1.84 | 3.57 |
| Omega Ratio | 1.26 | 1.49 |
| Calmar Ratio | 0.91 | 3.93 |
| Martin Ratio | 5.15 | 17.10 |
| Ulcer Index | 3.28% | 1.97% |
| Daily Std Dev | 12.38% | 12.56% |
| Max Drawdown | -65.77% | -55.34% |
| Current Drawdown | -2.86% | -0.28% |
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VWNEX vs. VTSAX - Expense Ratio Comparison
VWNEX has a 0.20% expense ratio, which is higher than VTSAX'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%.
Correlation
The correlation between VWNEX and VTSAX is 0.93, 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.
Risk-Adjusted Performance
VWNEX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
VWNEX's dividend yield for the trailing twelve months is around 2.03%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNEX Vanguard Windsor Fund Admiral Shares | 2.03% | 2.00% | 1.83% | 1.66% | 1.96% | 2.03% | 2.54% | 1.67% | 2.09% | 1.99% | 1.47% | 1.07% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VWNEX vs. VTSAX - Drawdown Comparison
The maximum VWNEX drawdown since its inception was -65.77%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VWNEX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VWNEX vs. VTSAX - Volatility Comparison
Vanguard Windsor Fund Admiral Shares (VWNEX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.07% and 4.18%, 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.