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WMFFX vs. VVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMFFX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Mutual Investors Fund Class F-2 (WMFFX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

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WMFFX vs. VVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMFFX
Washington Mutual Investors Fund Class F-2
-5.23%17.42%19.24%16.96%-8.27%28.71%7.89%25.03%-5.98%20.23%
VVIAX
Vanguard Value Index Fund Admiral Shares
1.63%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%

Returns By Period

In the year-to-date period, WMFFX achieves a -5.23% return, which is significantly lower than VVIAX's 1.63% return. Both investments have delivered pretty close results over the past 10 years, with WMFFX having a 11.98% annualized return and VVIAX not far behind at 11.61%.


WMFFX

1D
-0.03%
1M
-7.89%
YTD
-5.23%
6M
-3.05%
1Y
10.90%
3Y*
15.34%
5Y*
11.03%
10Y*
11.98%

VVIAX

1D
-0.17%
1M
-6.36%
YTD
1.63%
6M
4.62%
1Y
14.15%
3Y*
14.45%
5Y*
10.62%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMFFX vs. VVIAX - Expense Ratio Comparison

WMFFX has a 0.37% expense ratio, which is higher than VVIAX's 0.05% expense ratio.


Return for Risk

WMFFX vs. VVIAX — Risk / Return Rank

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

WMFFX
WMFFX Risk / Return Rank: 3838
Overall Rank
WMFFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
WMFFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
WMFFX Omega Ratio Rank: 3838
Omega Ratio Rank
WMFFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
WMFFX Martin Ratio Rank: 4444
Martin Ratio Rank

VVIAX
VVIAX Risk / Return Rank: 5858
Overall Rank
VVIAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 6060
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 5959
Martin Ratio Rank
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.

WMFFX vs. VVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Mutual Investors Fund Class F-2 (WMFFX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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.


WMFFXVVIAXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.04

-0.27

Sortino ratio

Return per unit of downside risk

1.21

1.50

-0.29

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.98

1.25

-0.26

Martin ratio

Return relative to average drawdown

4.45

5.65

-1.20

WMFFX vs. VVIAX - Sharpe Ratio Comparison

The current WMFFX Sharpe Ratio is 0.77, which is comparable to the VVIAX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WMFFX and VVIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WMFFXVVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.04

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.77

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.70

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.40

+0.17

Correlation

The correlation between WMFFX and VVIAX 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

WMFFX vs. VVIAX - Dividend Comparison

WMFFX's dividend yield for the trailing twelve months is around 10.88%, more than VVIAX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
WMFFX
Washington Mutual Investors Fund Class F-2
10.88%10.28%10.27%5.92%6.53%6.24%3.26%6.33%4.59%7.43%6.56%6.44%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.05%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%

Drawdowns

WMFFX vs. VVIAX - Drawdown Comparison

The maximum WMFFX drawdown since its inception was -47.21%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for WMFFX and VVIAX.


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Drawdown Indicators


WMFFXVVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.21%

-59.32%

+12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-11.28%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-17.14%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

-36.80%

+2.17%

Current Drawdown

Current decline from peak

-8.36%

-6.36%

-2.00%

Average Drawdown

Average peak-to-trough decline

-5.40%

-9.67%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.49%

-0.20%

Volatility

WMFFX vs. VVIAX - Volatility Comparison

Washington Mutual Investors Fund Class F-2 (WMFFX) has a higher volatility of 3.59% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.26%. This indicates that WMFFX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMFFXVVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.26%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

7.52%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

14.82%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

13.90%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

16.74%

-0.42%