Mr. Anderson mentioned that the 2015 release may have been tuned up for some usage with Windows gfortran. I verified that it works well with -g3 -gdwarf-2 as long as I don't add -fopenmp. I don't know whether those specific debug options may be the only ones which work; they aren't the normal ones for the shared libraries, and I didn't try to display source of library hotspots.
Perhaps not unexpectedly, as libgomp Windows is not at all compatible with libiomp5, and VTune 2015 has special hooks to current libiomp5, the analysis fails with the gnu OpenMP. VTune reports the .trace file is corrupted. I built libgomp along with gcc/gfortran myself with the default options.
I didn't test the alternate closed source equation.com OpenMP which is distributed in apparent violation of gcc GPL licensing.
I prepared a reproducer to post on an IPS issue, but that Intel site isn't accepting uploads and is scheduled for down times over the next 2 weeks. Maybe it will work again after those maintenance periods.