VWNFX vs. VTSAX
Compare and contrast key facts about Vanguard Windsor II Fund Investor Shares (VWNFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VWNFX is managed by Vanguard. It was launched on Jun 24, 1985. 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: VWNFX or VTSAX.
Key characteristics
| VWNFX | VTSAX | |
|---|---|---|
| YTD Return | 17.95% | 26.15% |
| 1Y Return | 29.65% | 38.29% |
| 3Y Return (Ann) | 7.57% | 8.68% |
| 5Y Return (Ann) | 13.65% | 15.32% |
| 10Y Return (Ann) | 10.97% | 12.88% |
| Sharpe Ratio | 2.72 | 3.03 |
| Sortino Ratio | 3.67 | 4.03 |
| Omega Ratio | 1.51 | 1.56 |
| Calmar Ratio | 4.34 | 4.46 |
| Martin Ratio | 18.44 | 19.58 |
| Ulcer Index | 1.60% | 1.95% |
| Daily Std Dev | 10.86% | 12.63% |
| Max Drawdown | -57.57% | -55.34% |
| Current Drawdown | -0.63% | -0.39% |
Correlation
The correlation between VWNFX and VTSAX 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. VTSAX - Performance Comparison
In the year-to-date period, VWNFX achieves a 17.95% return, which is significantly lower than VTSAX's 26.15% return. Over the past 10 years, VWNFX has underperformed VTSAX with an annualized return of 10.97%, while VTSAX has yielded a comparatively higher 12.88% 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. VTSAX - Expense Ratio Comparison
VWNFX has a 0.34% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
VWNFX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) 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
VWNFX vs. VTSAX - Dividend Comparison
VWNFX's dividend yield for the trailing twelve months is around 1.53%, more than VTSAX's 1.25% 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% |
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
VWNFX vs. VTSAX - Drawdown Comparison
The maximum VWNFX drawdown since its inception was -57.57%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VWNFX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VWNFX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Windsor II Fund Investor Shares (VWNFX) is 3.43%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.02%. This indicates that VWNFX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.