VWNFX vs. DODGX
Compare and contrast key facts about Vanguard Windsor II Fund Investor Shares (VWNFX) and Dodge & Cox Stock Fund Class I (DODGX).
VWNFX is managed by Vanguard. It was launched on Jun 24, 1985. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Performance
VWNFX vs. DODGX - Performance Comparison
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VWNFX vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWNFX Vanguard Windsor II Fund Investor Shares | -1.11% | 18.51% | 13.91% | 21.01% | -13.26% | 28.84% | 14.41% | 29.02% | -8.62% | 15.61% |
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
Returns By Period
In the year-to-date period, VWNFX achieves a -1.11% return, which is significantly higher than DODGX's -1.65% return. Both investments have delivered pretty close results over the past 10 years, with VWNFX having a 12.25% annualized return and DODGX not far ahead at 12.55%.
VWNFX
- 1D
- 2.24%
- 1M
- -5.10%
- YTD
- -1.11%
- 6M
- 2.92%
- 1Y
- 17.87%
- 3Y*
- 15.58%
- 5Y*
- 9.90%
- 10Y*
- 12.25%
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
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VWNFX vs. DODGX - Expense Ratio Comparison
VWNFX has a 0.34% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Return for Risk
VWNFX vs. DODGX — Risk / Return Rank
VWNFX
DODGX
VWNFX vs. DODGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) and Dodge & Cox Stock Fund Class I (DODGX). 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.
| VWNFX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.49 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.60 | 0.78 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.11 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.60 | +0.97 |
Martin ratioReturn relative to average drawdown | 7.19 | 2.50 | +4.69 |
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
| VWNFX | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.49 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.59 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.65 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.62 | 0.00 |
Correlation
The correlation between VWNFX and DODGX is 0.92, 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.
Dividends
VWNFX vs. DODGX - Dividend Comparison
VWNFX's dividend yield for the trailing twelve months is around 11.58%, more than DODGX's 9.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNFX Vanguard Windsor II Fund Investor Shares | 11.58% | 11.46% | 10.50% | 5.11% | 7.26% | 7.83% | 7.31% | 10.06% | 11.38% | 7.34% | 8.08% | 7.96% |
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
Drawdowns
VWNFX vs. DODGX - Drawdown Comparison
The maximum VWNFX drawdown since its inception was -57.57%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for VWNFX and DODGX.
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Drawdown Indicators
| VWNFX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -63.24% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.23% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -22.72% | -21.85% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.44% | -40.41% | +2.97% |
Current DrawdownCurrent decline from peak | -5.79% | -5.31% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -7.53% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.94% | -0.33% |
Volatility
VWNFX vs. DODGX - Volatility Comparison
Vanguard Windsor II Fund Investor Shares (VWNFX) has a higher volatility of 4.56% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that VWNFX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNFX | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 4.23% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 8.72% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 16.33% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 16.05% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.63% | 19.25% | -0.62% |