Vanguard Retirement - Defensive
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TPLGX T. Rowe Price Institutional Large Cap Core Growth Fund | Large Cap Growth Equities | 97.20% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | Large Cap Growth Equities, ESG | 2.80% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 29, 2003, corresponding to the inception date of TPLGX
Returns By Period
As of Sep 21, 2024, the Vanguard Retirement - Defensive returned 27.21% Year-To-Date and 14.79% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Vanguard Retirement - Defensive | 27.21% | 1.19% | 10.69% | 44.80% | 15.26% | 14.85% |
| Portfolio components: | ||||||
TPLGX T. Rowe Price Institutional Large Cap Core Growth Fund | 27.41% | 1.19% | 10.73% | 45.08% | 15.23% | 14.87% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 20.08% | 0.93% | 9.13% | 35.27% | 15.91% | 13.73% |
Monthly Returns
The table below presents the monthly returns of Vanguard Retirement - Defensive, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.52% | 7.81% | 2.12% | -3.94% | 6.77% | 6.67% | -2.16% | 2.30% | 27.21% | ||||
| 2023 | 9.48% | -1.83% | 8.17% | 2.26% | 6.62% | 6.25% | 3.26% | -0.77% | -5.17% | -0.65% | 10.86% | 3.45% | 49.11% |
| 2022 | -10.58% | -4.69% | 3.04% | -14.96% | -3.40% | -8.44% | 12.54% | -5.41% | -10.43% | 2.47% | 3.96% | -7.76% | -38.11% |
| 2021 | -1.26% | 1.94% | 0.07% | 7.38% | -1.56% | 5.90% | 2.56% | 3.82% | -5.68% | 5.86% | -1.42% | -0.05% | 18.12% |
| 2020 | 2.38% | -6.13% | -9.77% | 14.92% | 6.75% | 4.03% | 7.68% | 9.26% | -4.69% | -2.39% | 8.19% | 2.52% | 34.36% |
| 2019 | 11.07% | 2.86% | 1.66% | 3.99% | -5.84% | 6.30% | 1.47% | -1.72% | -1.21% | 1.94% | 4.95% | 2.23% | 30.26% |
| 2018 | 10.51% | -1.50% | -3.03% | 1.71% | 3.41% | 0.46% | 2.22% | 3.86% | 0.31% | -9.06% | 3.10% | -8.38% | 2.03% |
| 2017 | 4.75% | 3.79% | 1.42% | 3.64% | 3.52% | 0.62% | 4.39% | 1.33% | 1.03% | 4.60% | 2.23% | 0.06% | 36.13% |
| 2016 | -8.63% | -1.73% | 5.41% | -0.14% | 2.61% | -2.54% | 5.82% | 0.13% | 1.41% | -1.10% | 0.85% | 0.08% | 1.37% |
| 2015 | 0.06% | 6.39% | -0.51% | -0.40% | 1.72% | -0.77% | 4.87% | -6.09% | -3.54% | 9.83% | 0.50% | -0.54% | 11.05% |
| 2014 | -2.26% | 5.95% | -4.37% | -2.02% | 4.42% | 1.77% | 0.00% | 3.63% | -1.81% | 3.27% | 2.38% | -1.26% | 9.52% |
| 2013 | 4.47% | 1.11% | 2.47% | 1.39% | 3.83% | -1.49% | 6.52% | -1.48% | 6.46% | 5.57% | 3.33% | 3.31% | 41.33% |
Expense Ratio
Vanguard Retirement - Defensive features an expense ratio of 0.56%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vanguard Retirement - Defensive is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
TPLGX T. Rowe Price Institutional Large Cap Core Growth Fund | 2.30 | 3.03 | 1.41 | 1.65 | 12.41 |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 2.34 | 3.11 | 1.42 | 2.05 | 14.03 |
Dividends
Dividend yield
Vanguard Retirement - Defensive granted a 2.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard Retirement - Defensive | 2.85% | 3.63% | 4.31% | 8.59% | 0.61% | 0.62% | 1.65% | 1.39% | 0.30% | 0.47% | 1.48% | 0.19% |
| Portfolio components: | ||||||||||||
TPLGX T. Rowe Price Institutional Large Cap Core Growth Fund | 2.91% | 3.70% | 4.39% | 8.81% | 0.59% | 0.60% | 1.65% | 1.39% | 0.25% | 0.44% | 1.49% | 0.15% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 0.81% | 1.12% | 1.37% | 0.95% | 1.23% | 1.46% | 1.81% | 1.49% | 1.82% | 1.60% | 1.33% | 1.38% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Retirement - Defensive. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard Retirement - Defensive was 54.66%, occurring on Nov 20, 2008. Recovery took 660 trading sessions.
The current Vanguard Retirement - Defensive drawdown is 2.24%.
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 | 340 | Mar 20, 2024 | 587 |
| -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
Volatility Chart
The current Vanguard Retirement - Defensive volatility is 5.99%, 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.
Diversification
Asset Correlations Table
| TPLGX | VFTNX | |
|---|---|---|
| TPLGX | 1.00 | 0.94 |
| VFTNX | 0.94 | 1.00 |