ITDB vs. VTHRX
Compare and contrast key facts about Ishares Lifepath Target Date 2030 ETF (ITDB) and Vanguard Target Retirement 2030 Fund (VTHRX).
ITDB is an actively managed fund by iShares. It was launched on Oct 17, 2023. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDB or VTHRX.
Key characteristics
| ITDB | VTHRX | |
|---|---|---|
| YTD Return | 10.80% | 11.45% |
| 1Y Return | 17.97% | 18.69% |
| Sharpe Ratio | 2.65 | 2.41 |
| Sortino Ratio | 3.88 | 3.50 |
| Omega Ratio | 1.50 | 1.47 |
| Calmar Ratio | 5.08 | 2.23 |
| Martin Ratio | 17.07 | 14.61 |
| Ulcer Index | 1.19% | 1.43% |
| Daily Std Dev | 7.65% | 8.65% |
| Max Drawdown | -3.99% | -49.57% |
| Current Drawdown | -1.20% | -0.93% |
Correlation
The correlation between ITDB and VTHRX 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
ITDB vs. VTHRX - Performance Comparison
In the year-to-date period, ITDB achieves a 10.80% return, which is significantly lower than VTHRX's 11.45% 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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ITDB vs. VTHRX - Expense Ratio Comparison
ITDB has a 0.09% expense ratio, which is higher than VTHRX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ITDB vs. VTHRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2030 ETF (ITDB) and Vanguard Target Retirement 2030 Fund (VTHRX). 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
ITDB vs. VTHRX - Dividend Comparison
ITDB's dividend yield for the trailing twelve months is around 0.56%, less than VTHRX's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDB Ishares Lifepath Target Date 2030 ETF | 0.56% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
Drawdowns
ITDB vs. VTHRX - Drawdown Comparison
The maximum ITDB drawdown since its inception was -3.99%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for ITDB and VTHRX. For additional features, visit the drawdowns tool.
Volatility
ITDB vs. VTHRX - Volatility Comparison
Ishares Lifepath Target Date 2030 ETF (ITDB) and Vanguard Target Retirement 2030 Fund (VTHRX) have volatilities of 2.17% and 2.08%, 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.