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FCQTX vs. VTTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCQTX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2065 Target Date Retirement Fund (FCQTX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

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FCQTX vs. VTTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCQTX
American Funds 2065 Target Date Retirement Fund
-5.95%20.74%15.64%21.56%-19.63%17.34%47.06%
VTTSX
Vanguard Target Retirement 2060 Fund
-3.97%21.43%14.61%20.19%-17.48%16.45%46.99%

Returns By Period

In the year-to-date period, FCQTX achieves a -5.95% return, which is significantly lower than VTTSX's -3.97% return.


FCQTX

1D
-0.42%
1M
-9.36%
YTD
-5.95%
6M
-2.92%
1Y
15.81%
3Y*
14.49%
5Y*
7.64%
10Y*

VTTSX

1D
-0.27%
1M
-8.47%
YTD
-3.97%
6M
-1.02%
1Y
17.27%
3Y*
14.63%
5Y*
8.11%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCQTX vs. VTTSX - Expense Ratio Comparison

FCQTX has a 0.01% expense ratio, which is lower than VTTSX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FCQTX vs. VTTSX — Risk / Return Rank

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

FCQTX
FCQTX Risk / Return Rank: 5858
Overall Rank
FCQTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FCQTX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FCQTX Omega Ratio Rank: 5555
Omega Ratio Rank
FCQTX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FCQTX Martin Ratio Rank: 6161
Martin Ratio Rank

VTTSX
VTTSX Risk / Return Rank: 6969
Overall Rank
VTTSX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTTSX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VTTSX Omega Ratio Rank: 6868
Omega Ratio Rank
VTTSX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTTSX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCQTX vs. VTTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2065 Target Date Retirement Fund (FCQTX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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.


FCQTXVTTSXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.17

-0.13

Sortino ratio

Return per unit of downside risk

1.56

1.69

-0.13

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

1.35

1.48

-0.14

Martin ratio

Return relative to average drawdown

5.87

6.82

-0.96

FCQTX vs. VTTSX - Sharpe Ratio Comparison

The current FCQTX Sharpe Ratio is 1.04, which is comparable to the VTTSX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FCQTX and VTTSX, 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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Sharpe Ratios by Period


FCQTXVTTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.17

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.58

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.71

+0.23

Correlation

The correlation between FCQTX and VTTSX is 0.98, 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.


Dividends

FCQTX vs. VTTSX - Dividend Comparison

FCQTX's dividend yield for the trailing twelve months is around 4.96%, more than VTTSX's 2.14% yield.


TTM20252024202320222021202020192018201720162015
FCQTX
American Funds 2065 Target Date Retirement Fund
4.96%4.67%2.80%1.99%3.96%1.54%0.72%0.00%0.00%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
2.14%2.06%2.20%2.14%2.09%5.67%1.83%2.11%2.33%1.77%1.98%1.92%

Drawdowns

FCQTX vs. VTTSX - Drawdown Comparison

The maximum FCQTX drawdown since its inception was -27.34%, smaller than the maximum VTTSX drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for FCQTX and VTTSX.


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Drawdown Indicators


FCQTXVTTSXDifference

Max Drawdown

Largest peak-to-trough decline

-27.34%

-31.38%

+4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-10.52%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-25.40%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-31.38%

Current Drawdown

Current decline from peak

-9.83%

-8.93%

-0.90%

Average Drawdown

Average peak-to-trough decline

-6.02%

-4.07%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.29%

+0.05%

Volatility

FCQTX vs. VTTSX - Volatility Comparison

American Funds 2065 Target Date Retirement Fund (FCQTX) and Vanguard Target Retirement 2060 Fund (VTTSX) have volatilities of 4.62% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCQTXVTTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.74%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

8.59%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

14.81%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

14.07%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

15.04%

+0.01%