VWNFX vs. VWUSX
Compare and contrast key facts about Vanguard Windsor II Fund Investor Shares (VWNFX) and Vanguard U.S. Growth Fund Investor Shares (VWUSX).
VWNFX is managed by Vanguard. It was launched on Jun 24, 1985. VWUSX is managed by Vanguard. It was launched on Jan 6, 1959.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNFX or VWUSX.
Key characteristics
| VWNFX | VWUSX | |
|---|---|---|
| YTD Return | 17.97% | 31.96% |
| 1Y Return | 27.12% | 41.53% |
| 3Y Return (Ann) | 7.56% | 2.93% |
| 5Y Return (Ann) | 13.45% | 16.78% |
| 10Y Return (Ann) | 10.97% | 14.88% |
| Sharpe Ratio | 2.73 | 2.44 |
| Sortino Ratio | 3.68 | 3.14 |
| Omega Ratio | 1.51 | 1.44 |
| Calmar Ratio | 4.36 | 1.88 |
| Martin Ratio | 18.53 | 14.25 |
| Ulcer Index | 1.60% | 3.17% |
| Daily Std Dev | 10.86% | 18.52% |
| Max Drawdown | -57.57% | -71.26% |
| Current Drawdown | -0.61% | 0.00% |
Correlation
The correlation between VWNFX and VWUSX is 0.81, 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. VWUSX - Performance Comparison
In the year-to-date period, VWNFX achieves a 17.97% return, which is significantly lower than VWUSX's 31.96% return. Over the past 10 years, VWNFX has underperformed VWUSX with an annualized return of 10.97%, while VWUSX has yielded a comparatively higher 14.88% 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. VWUSX - Expense Ratio Comparison
VWNFX has a 0.34% expense ratio, which is lower than VWUSX's 0.38% expense ratio.
Risk-Adjusted Performance
VWNFX vs. VWUSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) and Vanguard U.S. Growth Fund Investor Shares (VWUSX). 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. VWUSX - Dividend Comparison
VWNFX's dividend yield for the trailing twelve months is around 1.53%, more than VWUSX's 0.21% 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% |
VWUSX Vanguard U.S. Growth Fund Investor Shares | 0.21% | 0.28% | 0.37% | 0.00% | 0.03% | 0.35% | 0.39% | 0.40% | 0.42% | 0.49% | 0.65% | 0.39% |
Drawdowns
VWNFX vs. VWUSX - Drawdown Comparison
The maximum VWNFX drawdown since its inception was -57.57%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for VWNFX and VWUSX. For additional features, visit the drawdowns tool.
Volatility
VWNFX vs. VWUSX - Volatility Comparison
The current volatility for Vanguard Windsor II Fund Investor Shares (VWNFX) is 3.36%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 5.08%. This indicates that VWNFX experiences smaller price fluctuations and is considered to be less risky than VWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.