PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Target Retirement 2020 Fund (VTWNX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US92202E8057

CUSIP

92202E805

Issuer

Vanguard

Inception Date

Jun 7, 2006

Min. Investment

$1,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VTWNX has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for VTWNX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VTWNX vs. VTTVX VTWNX vs. VTINX VTWNX vs. VOO VTWNX vs. EWL VTWNX vs. VXUS VTWNX vs. VHYAX VTWNX vs. VTI VTWNX vs. VIG VTWNX vs. PRWCX VTWNX vs. VDIGX
Popular comparisons:
VTWNX vs. VTTVX VTWNX vs. VTINX VTWNX vs. VOO VTWNX vs. EWL VTWNX vs. VXUS VTWNX vs. VHYAX VTWNX vs. VTI VTWNX vs. VIG VTWNX vs. PRWCX VTWNX vs. VDIGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Target Retirement 2020 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
196.07%
372.15%
VTWNX (Vanguard Target Retirement 2020 Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Target Retirement 2020 Fund had a return of 7.73% year-to-date (YTD) and 2.04% in the last 12 months. Over the past 10 years, Vanguard Target Retirement 2020 Fund had an annualized return of 5.58%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard Target Retirement 2020 Fund did not perform as well as the benchmark.


VTWNX

YTD

7.73%

1M

-0.34%

6M

3.65%

1Y

2.04%

5Y*

4.84%

10Y*

5.58%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of VTWNX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.26%1.19%1.73%-2.39%2.41%1.09%2.04%1.58%1.66%-1.87%2.08%7.73%
20234.65%-2.37%2.55%0.79%-0.90%2.26%1.58%-1.41%-2.80%-1.67%5.66%4.13%12.71%
2022-3.03%-1.66%-0.44%-5.13%0.32%-4.60%4.49%-3.19%-6.21%2.40%5.20%-2.59%-14.17%
2021-0.35%0.67%0.96%2.30%0.90%0.95%0.91%1.01%-2.30%2.28%-0.95%1.57%8.15%
20200.22%-3.22%-7.99%6.30%2.82%1.92%3.15%2.64%-1.31%-1.18%6.38%2.62%12.05%
20194.72%1.47%1.48%1.85%-2.48%3.91%0.31%0.03%0.84%1.36%1.32%1.72%17.64%
20182.52%-2.52%-0.51%0.10%0.67%-0.13%1.59%0.81%-0.06%-4.39%1.14%-3.30%-4.23%
20171.52%1.88%0.65%1.12%1.28%0.36%1.52%0.55%1.04%1.25%1.14%0.94%14.08%
2016-2.65%-0.23%4.74%0.87%0.47%0.64%2.66%0.24%0.34%-1.55%0.14%1.24%6.94%
2015-0.28%3.00%-0.51%0.96%0.14%-1.67%0.83%-3.98%-1.68%4.32%-0.17%-1.36%-0.66%
2014-1.66%3.23%0.29%0.54%1.66%1.49%-1.15%2.44%-2.04%1.51%1.28%-0.55%7.11%
20132.81%0.53%1.95%1.71%-0.16%-1.84%3.36%-1.78%3.34%2.74%1.19%1.13%15.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VTWNX is 58, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VTWNX is 5858
Overall Rank
The Sharpe Ratio Rank of VTWNX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWNX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VTWNX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VTWNX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VTWNX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VTWNX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.882.10
The chart of Sortino ratio for VTWNX, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.001.332.80
The chart of Omega ratio for VTWNX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.39
The chart of Calmar ratio for VTWNX, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.0014.001.313.09
The chart of Martin ratio for VTWNX, currently valued at 2.86, compared to the broader market0.0020.0040.0060.002.8613.49
VTWNX
^GSPC

The current Vanguard Target Retirement 2020 Fund Sharpe ratio is 0.88. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Target Retirement 2020 Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.88
2.10
VTWNX (Vanguard Target Retirement 2020 Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Target Retirement 2020 Fund provided a 2.73% dividend yield over the last twelve months, with an annual payout of $0.79 per share.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%3.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.79$0.79$0.65$0.79$0.55$0.79$0.75$0.63$0.56$0.59$0.54$0.48

Dividend yield

2.73%2.94%2.58%2.54%1.62%2.43%2.60%2.01%1.99%2.18%1.90%1.79%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Target Retirement 2020 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2013$0.48$0.48

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.23%
-2.62%
VTWNX (Vanguard Target Retirement 2020 Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Target Retirement 2020 Fund. 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 Target Retirement 2020 Fund was 42.16%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.

The current Vanguard Target Retirement 2020 Fund drawdown is 2.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.16%Nov 1, 2007338Mar 9, 2009469Jan 14, 2011807
-19.38%Nov 10, 2021234Oct 14, 2022299Dec 22, 2023533
-19.37%Feb 20, 202023Mar 23, 202083Jul 21, 2020106
-13.32%May 2, 2011108Oct 3, 201188Feb 8, 2012196
-10.49%Apr 27, 2015202Feb 11, 2016104Jul 12, 2016306

Volatility

Volatility Chart

The current Vanguard Target Retirement 2020 Fund volatility is 1.77%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
3.79%
VTWNX (Vanguard Target Retirement 2020 Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab