Vanguard Retirement - Defensive
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TPLGX T. Rowe Price Institutional Large Cap Core Growth Fund | Large Cap Growth Equities | 97.2% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | Large Cap Growth Equities, ESG | 2.8% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TPLGX | VFTNX | |
|---|---|---|
| TPLGX | 1.00 | 0.94 |
| VFTNX | 0.94 | 1.00 |
Dividend yield
Vanguard Retirement - Defensive granted a 3.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard Retirement - Defensive | 3.28% | 4.31% | 8.96% | 0.69% | 0.71% | 1.90% | 1.62% | 0.35% | 0.55% | 1.77% | 0.22% | 0.49% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2007 | 279 | Nov 20, 2008 | 660 | Jul 7, 2011 | 939 |
| -42.99% | Nov 17, 2021 | 247 | Nov 9, 2022 | — | — | — |
| -30.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -20.58% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -19.08% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
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.