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Vanguard Retirement - Defensive

Last updated Sep 23, 2023

Asset Allocation


TPLGX 97.2%VFTNX 2.8%EquityEquity
PositionCategory/SectorWeight
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
Large Cap Growth Equities97.2%
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
Large Cap Growth Equities, ESG2.8%

Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard Retirement - Defensive, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
16.73%
8.61%
Vanguard Retirement - Defensive
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Vanguard Retirement - Defensive returned 30.99% Year-To-Date and 12.47% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.81%
Vanguard Retirement - Defensive-3.11%16.15%30.99%23.14%7.72%12.47%
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
-3.12%16.32%31.41%23.28%7.65%12.47%
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
-2.75%10.17%16.98%17.69%9.99%12.26%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TPLGXVFTNX
TPLGX1.000.94
VFTNX0.941.00

Sharpe Ratio

The current Vanguard Retirement - Defensive Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.91

The Sharpe ratio of Vanguard Retirement - Defensive lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.91
0.81
Vanguard Retirement - Defensive
Benchmark (^GSPC)
Portfolio components

Dividend yield

Vanguard Retirement - Defensive granted a 3.28% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Vanguard Retirement - Defensive3.28%4.31%8.96%0.69%0.71%1.90%1.62%0.35%0.55%1.77%0.22%0.49%
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
3.34%4.39%9.19%0.67%0.68%1.90%1.63%0.30%0.52%1.78%0.18%0.45%
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
1.20%1.38%0.98%1.27%1.53%1.93%1.62%2.01%1.80%1.51%1.59%2.10%

Expense Ratio

The Vanguard Retirement - Defensive has a high expense ratio of 0.56%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.57%
0.00%2.15%
0.12%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
0.91
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
0.88

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-22.86%
-9.93%
Vanguard Retirement - Defensive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Retirement - Defensive. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard Retirement - Defensive is 54.66%, recorded on Nov 20, 2008. It took 660 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.66%Oct 15, 2007279Nov 20, 2008660Jul 7, 2011939
-42.99%Nov 17, 2021247Nov 9, 2022
-30.81%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-20.58%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-19.08%Jul 8, 201161Oct 3, 201185Feb 3, 2012146

Volatility Chart

The current Vanguard Retirement - Defensive volatility is 4.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.50%
3.41%
Vanguard Retirement - Defensive
Benchmark (^GSPC)
Portfolio components