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AAETX vs. VTMFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAETX and VTMFX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

AAETX vs. VTMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2030 Target Date Retirement Fund (AAETX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AAETX:

1.05

VTMFX:

0.82

Sortino Ratio

AAETX:

1.45

VTMFX:

1.16

Omega Ratio

AAETX:

1.20

VTMFX:

1.16

Calmar Ratio

AAETX:

1.14

VTMFX:

0.70

Martin Ratio

AAETX:

5.07

VTMFX:

2.70

Ulcer Index

AAETX:

1.96%

VTMFX:

2.75%

Daily Std Dev

AAETX:

9.81%

VTMFX:

9.32%

Max Drawdown

AAETX:

-49.35%

VTMFX:

-28.49%

Current Drawdown

AAETX:

0.00%

VTMFX:

-2.01%

Returns By Period

In the year-to-date period, AAETX achieves a 4.59% return, which is significantly higher than VTMFX's 0.59% return. Both investments have delivered pretty close results over the past 10 years, with AAETX having a 7.29% annualized return and VTMFX not far ahead at 7.34%.


AAETX

YTD

4.59%

1M

3.87%

6M

2.94%

1Y

10.18%

3Y*

7.72%

5Y*

8.42%

10Y*

7.29%

VTMFX

YTD

0.59%

1M

3.93%

6M

-1.04%

1Y

7.62%

3Y*

8.01%

5Y*

8.17%

10Y*

7.34%

*Annualized

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AAETX vs. VTMFX - Expense Ratio Comparison

AAETX has a 0.33% expense ratio, which is higher than VTMFX's 0.09% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AAETX vs. VTMFX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAETX
The Risk-Adjusted Performance Rank of AAETX is 8383
Overall Rank
The Sharpe Ratio Rank of AAETX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAETX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AAETX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AAETX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AAETX is 8686
Martin Ratio Rank

VTMFX
The Risk-Adjusted Performance Rank of VTMFX is 7171
Overall Rank
The Sharpe Ratio Rank of VTMFX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMFX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VTMFX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VTMFX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VTMFX is 6969
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.

AAETX vs. VTMFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2030 Target Date Retirement Fund (AAETX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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.


The current AAETX Sharpe Ratio is 1.05, which is comparable to the VTMFX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of AAETX and VTMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AAETX vs. VTMFX - Dividend Comparison

AAETX's dividend yield for the trailing twelve months is around 3.56%, more than VTMFX's 2.17% yield.


TTM20242023202220212020201920182017201620152014
AAETX
American Funds 2030 Target Date Retirement Fund
3.56%3.73%2.69%4.39%6.47%3.57%3.94%4.46%2.47%3.45%5.52%4.01%
VTMFX
Vanguard Tax-Managed Balanced Fund Admiral Shares
2.17%2.08%1.94%1.85%1.38%1.73%2.06%2.22%2.00%2.13%2.06%2.00%

Drawdowns

AAETX vs. VTMFX - Drawdown Comparison

The maximum AAETX drawdown since its inception was -49.35%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for AAETX and VTMFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AAETX vs. VTMFX - Volatility Comparison

The current volatility for American Funds 2030 Target Date Retirement Fund (AAETX) is 2.16%, while Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) has a volatility of 2.42%. This indicates that AAETX experiences smaller price fluctuations and is considered to be less risky than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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