VWNFX vs. OSGIX

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Windsor II Fund Investor Shares (VWNFX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX).

VWNFX is managed by Vanguard. It was launched on Jun 24, 1985. OSGIX is managed by JPMorgan. It was launched on Sep 21, 1994.

Performance

VWNFX vs. OSGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Windsor II Fund Investor Shares (VWNFX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX). The values are adjusted to include any dividend payments, if applicable.

VWNFX vs. OSGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWNFX Vanguard Windsor II Fund Investor Shares	-3.28%	18.51%	13.91%	21.01%	-13.26%	28.84%	14.41%	29.02%	-8.62%	15.61%
OSGIX JPMorgan Mid Cap Growth Fund Class A	-9.42%	8.41%	24.96%	22.83%	-27.26%	10.32%	47.86%	39.31%	-5.34%	29.08%

Returns By Period

In the year-to-date period, VWNFX achieves a -3.28% return, which is significantly higher than OSGIX's -9.42% return. Both investments have delivered pretty close results over the past 10 years, with VWNFX having a 12.01% annualized return and OSGIX not far ahead at 12.18%.

VWNFX

• 1D: -0.04%
• 1M: -7.50%
• YTD: -3.28%
• 6M: 0.97%
• 1Y: 15.44%
• 3Y*: 14.73%
• 5Y*: 9.68%
• 10Y*: 12.01%

OSGIX

• 1D: -1.21%
• 1M: -9.78%
• YTD: -9.42%
• 6M: -12.12%
• 1Y: 8.27%
• 3Y*: 11.87%
• 5Y*: 3.62%
• 10Y*: 12.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWNFX vs. OSGIX - Expense Ratio Comparison

VWNFX has a 0.34% expense ratio, which is lower than OSGIX's 1.14% expense ratio.

OSGIX

JPMorgan Mid Cap Growth Fund Class A

VWNFX

Vanguard Windsor II Fund Investor Shares

Return for Risk

VWNFX vs. OSGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWNFX

VWNFX Risk / Return Rank: 55
VWNFX Sharpe Ratio Rank: 53
VWNFX Sortino Ratio Rank: 56
VWNFX Omega Ratio Rank: 58
VWNFX Calmar Ratio Rank: 49
VWNFX Martin Ratio Rank: 57

OSGIX

OSGIX Risk / Return Rank: 14
OSGIX Sharpe Ratio Rank: 14
OSGIX Sortino Ratio Rank: 15
OSGIX Omega Ratio Rank: 14
OSGIX Calmar Ratio Rank: 14
OSGIX Martin Ratio Rank: 14

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWNFX vs. OSGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX). 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	OSGIX	Difference
Sharpe ratio Return per unit of total volatility	0.98	0.34	+0.63
Sortino ratio Return per unit of downside risk	1.45	0.65	+0.81
Omega ratio Gain probability vs. loss probability	1.22	1.09	+0.13
Calmar ratio Return relative to maximum drawdown	1.18	0.39	+0.79
Martin ratio Return relative to average drawdown	5.44	1.25	+4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWNFX vs. OSGIX - Sharpe Ratio Comparison

The current VWNFX Sharpe Ratio is 0.98, which is higher than the OSGIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of VWNFX and OSGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VWNFX	OSGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.34	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.16	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.54	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.41	+0.21

Correlation

The correlation between VWNFX and OSGIX is 0.77, 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. OSGIX - Dividend Comparison

VWNFX's dividend yield for the trailing twelve months is around 11.84%, less than OSGIX's 13.59% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VWNFX Vanguard Windsor II Fund Investor Shares	11.84%	11.46%	10.50%	5.11%	7.26%	7.83%	7.31%	10.06%	11.38%	7.34%	8.08%	7.96%
OSGIX JPMorgan Mid Cap Growth Fund Class A	13.59%	12.31%	18.67%	0.00%	0.98%	10.97%	12.80%	8.61%	8.45%	7.36%	0.05%	6.01%

Drawdowns

VWNFX vs. OSGIX - Drawdown Comparison

The maximum VWNFX drawdown since its inception was -57.57%, roughly equal to the maximum OSGIX drawdown of -57.79%. Use the drawdown chart below to compare losses from any high point for VWNFX and OSGIX.

Drawdown Indicators

	VWNFX	OSGIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.57%	-57.79%	+0.22%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	-14.25%	+2.33%
Max Drawdown (5Y) Largest decline over 5 years	-22.72%	-37.26%	+14.54%
Max Drawdown (10Y) Largest decline over 10 years	-37.44%	-37.26%	-0.18%
Current Drawdown Current decline from peak	-7.86%	-14.25%	+6.39%
Average Drawdown Average peak-to-trough decline	-7.50%	-12.32%	+4.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	4.42%	-1.84%

Volatility

VWNFX vs. OSGIX - Volatility Comparison

The current volatility for Vanguard Windsor II Fund Investor Shares (VWNFX) is 3.76%, while JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a volatility of 6.28%. This indicates that VWNFX experiences smaller price fluctuations and is considered to be less risky than OSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWNFX	OSGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	6.28%	-2.52%
Volatility (6M) Calculated over the trailing 6-month period	8.60%	13.19%	-4.59%
Volatility (1Y) Calculated over the trailing 1-year period	16.64%	22.81%	-6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	22.42%	-5.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.62%	22.62%	-4.00%