IRTR vs. VGWIX
Compare and contrast key facts about Ishares Lifepath Retirement ETF (IRTR) and Vanguard Global Wellesley Income Fund Investor Shares (VGWIX).
IRTR is an actively managed fund by iShares. It was launched on Oct 17, 2023. VGWIX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRTR or VGWIX.
Key characteristics
| IRTR | VGWIX | |
|---|---|---|
| YTD Return | 9.22% | 7.51% |
| 1Y Return | 18.22% | 14.93% |
| Sharpe Ratio | 2.70 | 2.74 |
| Sortino Ratio | 4.05 | 4.07 |
| Omega Ratio | 1.51 | 1.53 |
| Calmar Ratio | 5.12 | 1.99 |
| Martin Ratio | 17.05 | 17.00 |
| Ulcer Index | 1.01% | 0.88% |
| Daily Std Dev | 6.42% | 5.45% |
| Max Drawdown | -3.38% | -17.74% |
| Current Drawdown | -0.68% | -1.65% |
Correlation
The correlation between IRTR and VGWIX is 0.91, 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
IRTR vs. VGWIX - Performance Comparison
In the year-to-date period, IRTR achieves a 9.22% return, which is significantly higher than VGWIX's 7.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IRTR vs. VGWIX - Expense Ratio Comparison
IRTR has a 0.08% expense ratio, which is lower than VGWIX's 0.41% expense ratio.
Risk-Adjusted Performance
IRTR vs. VGWIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Retirement ETF (IRTR) and Vanguard Global Wellesley Income Fund Investor Shares (VGWIX). 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.
Dividends
IRTR vs. VGWIX - Dividend Comparison
IRTR's dividend yield for the trailing twelve months is around 2.99%, less than VGWIX's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
IRTR Ishares Lifepath Retirement ETF | 2.99% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 3.62% | 3.03% | 1.41% | 2.27% | 1.89% | 2.16% | 2.74% | 0.28% |
Drawdowns
IRTR vs. VGWIX - Drawdown Comparison
The maximum IRTR drawdown since its inception was -3.38%, smaller than the maximum VGWIX drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for IRTR and VGWIX. For additional features, visit the drawdowns tool.
Volatility
IRTR vs. VGWIX - Volatility Comparison
Ishares Lifepath Retirement ETF (IRTR) has a higher volatility of 1.66% compared to Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) at 1.47%. This indicates that IRTR's price experiences larger fluctuations and is considered to be riskier than VGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.