VWNFX vs. VOO
Compare and contrast key facts about Vanguard Windsor II Fund Investor Shares (VWNFX) and Vanguard S&P 500 ETF (VOO).
VWNFX is managed by Vanguard. It was launched on Jun 24, 1985. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
VWNFX vs. VOO - Performance Comparison
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VWNFX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, VWNFX achieves a -3.28% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, VWNFX has underperformed VOO with an annualized return of 12.01%, while VOO has yielded a comparatively higher 14.05% annualized return.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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VWNFX vs. VOO - Expense Ratio Comparison
VWNFX has a 0.34% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
VWNFX vs. VOO — Risk / Return Rank
VWNFX
VOO
VWNFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.98 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.50 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.53 | -0.36 |
Martin ratioReturn relative to average drawdown | 5.44 | 7.29 | -1.85 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.98 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.70 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.78 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.83 | -0.21 |
Correlation
The correlation between VWNFX and VOO 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.
Dividends
VWNFX vs. VOO - Dividend Comparison
VWNFX's dividend yield for the trailing twelve months is around 11.84%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
VWNFX vs. VOO - Drawdown Comparison
The maximum VWNFX drawdown since its inception was -57.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VWNFX and VOO.
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Drawdown Indicators
| VWNFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -33.99% | -23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -11.98% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.72% | -24.52% | +1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -37.44% | -33.99% | -3.45% |
Current DrawdownCurrent decline from peak | -7.86% | -6.29% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -3.72% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.52% | +0.06% |
Volatility
VWNFX vs. VOO - Volatility Comparison
The current volatility for Vanguard Windsor II Fund Investor Shares (VWNFX) is 3.76%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that VWNFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWNFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 5.29% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 9.44% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 18.10% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 16.82% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 17.99% | +0.63% |