VWNFX vs. VFORX
Compare and contrast key facts about Vanguard Windsor II Fund Investor Shares (VWNFX) and Vanguard Target Retirement 2040 Fund (VFORX).
VWNFX is managed by Vanguard. It was launched on Jun 24, 1985. VFORX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNFX or VFORX.
Key characteristics
| VWNFX | VFORX | |
|---|---|---|
| YTD Return | 18.32% | 15.04% |
| 1Y Return | 31.78% | 26.49% |
| 3Y Return (Ann) | 7.61% | 3.99% |
| 5Y Return (Ann) | 13.59% | 9.21% |
| 10Y Return (Ann) | 11.00% | 8.34% |
| Sharpe Ratio | 2.82 | 2.60 |
| Sortino Ratio | 3.80 | 3.68 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 4.43 | 2.29 |
| Martin Ratio | 19.27 | 16.57 |
| Ulcer Index | 1.60% | 1.55% |
| Daily Std Dev | 10.94% | 9.88% |
| Max Drawdown | -57.57% | -51.63% |
| Current Drawdown | 0.00% | -0.11% |
Correlation
The correlation between VWNFX and VFORX is 0.95, 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
VWNFX vs. VFORX - Performance Comparison
In the year-to-date period, VWNFX achieves a 18.32% return, which is significantly higher than VFORX's 15.04% return. Over the past 10 years, VWNFX has outperformed VFORX with an annualized return of 11.00%, while VFORX has yielded a comparatively lower 8.34% 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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VWNFX vs. VFORX - Expense Ratio Comparison
VWNFX has a 0.34% expense ratio, which is higher than VFORX's 0.08% expense ratio.
Risk-Adjusted Performance
VWNFX vs. VFORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) and Vanguard Target Retirement 2040 Fund (VFORX). 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
VWNFX vs. VFORX - Dividend Comparison
VWNFX's dividend yield for the trailing twelve months is around 1.53%, less than VFORX's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNFX Vanguard Windsor II Fund Investor Shares | 1.53% | 1.64% | 1.61% | 1.18% | 1.30% | 2.12% | 2.61% | 2.00% | 9.46% | 2.41% | 2.33% | 2.00% |
VFORX Vanguard Target Retirement 2040 Fund | 2.07% | 2.38% | 2.10% | 2.39% | 1.62% | 2.28% | 2.41% | 1.91% | 1.98% | 2.16% | 1.93% | 1.77% |
Drawdowns
VWNFX vs. VFORX - Drawdown Comparison
The maximum VWNFX drawdown since its inception was -57.57%, which is greater than VFORX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for VWNFX and VFORX. For additional features, visit the drawdowns tool.
Volatility
VWNFX vs. VFORX - Volatility Comparison
Vanguard Windsor II Fund Investor Shares (VWNFX) has a higher volatility of 3.52% compared to Vanguard Target Retirement 2040 Fund (VFORX) at 2.50%. This indicates that VWNFX's price experiences larger fluctuations and is considered to be riskier than VFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.