ITDC vs. VSMGX
ITDC (Ishares Lifepath Target Date 2035 ETF) and VSMGX (Vanguard LifeStrategy 60/40 Fund) are both funds - ITDC is a Target Retirement Date fund actively managed by iShares, while VSMGX is a Allocation--50% to 70% Equity fund managed by Vanguard. Over the past year, ITDC returned 16.35% vs 16.05% for VSMGX. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.10% expense ratio.
Performance
ITDC vs. VSMGX - Performance Comparison
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Returns By Period
In the year-to-date period, ITDC achieves a 6.90% return, which is significantly higher than VSMGX's 6.45% return.
ITDC
- 1D
- 0.04%
- 1M
- 0.18%
- YTD
- 6.90%
- 6M
- 6.12%
- 1Y
- 16.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VSMGX
- 1D
- -1.21%
- 1M
- 0.03%
- YTD
- 6.45%
- 6M
- 5.90%
- 1Y
- 16.05%
- 3Y*
- 15.23%
- 5Y*
- 7.35%
- 10Y*
- 8.94%
ITDC vs. VSMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDC Ishares Lifepath Target Date 2035 ETF | 6.90% | 16.10% | 11.41% | 12.40% |
VSMGX Vanguard LifeStrategy 60/40 Fund | 6.45% | 16.26% | 15.03% | 10.52% |
Correlation
The correlation between ITDC and VSMGX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.97 |
The correlation between ITDC and VSMGX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
ITDC vs. VSMGX — Risk / Return Rank
ITDC
VSMGX
ITDC vs. VSMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2035 ETF (ITDC) and Vanguard LifeStrategy 60/40 Fund (VSMGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ITDC | VSMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.59 | -0.11 |
| Martin ratioReturn relative to average drawdown | 10.78 | 11.06 | -0.28 |
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Drawdowns
ITDC vs. VSMGX - Drawdown Comparison
The maximum ITDC drawdown since its inception was -10.39%, smaller than the maximum VSMGX drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for ITDC and VSMGX.
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Drawdown Indicators
| ITDC | VSMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.39% | -41.13% | +30.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -6.64% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.62% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.43% | — |
Current DrawdownCurrent decline from peak | -1.38% | -1.66% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -4.83% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.55% | -0.03% |
Volatility
ITDC vs. VSMGX - Volatility Comparison
Ishares Lifepath Target Date 2035 ETF (ITDC) and Vanguard LifeStrategy 60/40 Fund (VSMGX) have volatilities of 3.52% and 3.70%, 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
| ITDC | VSMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.70% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.40% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.05% | 8.80% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.14% | 10.28% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.14% | 10.37% | -0.23% |
ITDC vs. VSMGX - Expense Ratio Comparison
Both ITDC and VSMGX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ITDC vs. VSMGX - Dividend Comparison
ITDC's dividend yield for the trailing twelve months is around 1.89%, less than VSMGX's 4.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDC Ishares Lifepath Target Date 2035 ETF | 1.89% | 2.02% | 1.93% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSMGX Vanguard LifeStrategy 60/40 Fund | 4.93% | 5.25% | 11.49% | 4.01% | 2.66% | 3.86% | 3.46% | 2.52% | 4.11% | 1.09% | 2.26% | 3.89% |
Frequently Asked Questions
With a correlation of 0.98, ITDC and VSMGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VSMGX has higher volatility (3.70%) compared to ITDC (3.52%). In terms of maximum drawdown, ITDC dropped -10.39% vs VSMGX's -41.13%.
VSMGX currently has the higher Sharpe Ratio (1.95 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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