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ITDE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDE and VOO is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

ITDE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2045 ETF (ITDE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
28.57%
31.85%
ITDE
VOO

Key characteristics

Sharpe Ratio

ITDE:

0.65

VOO:

0.54

Sortino Ratio

ITDE:

1.02

VOO:

0.88

Omega Ratio

ITDE:

1.14

VOO:

1.13

Calmar Ratio

ITDE:

0.69

VOO:

0.55

Martin Ratio

ITDE:

3.18

VOO:

2.27

Ulcer Index

ITDE:

3.19%

VOO:

4.55%

Daily Std Dev

ITDE:

15.67%

VOO:

19.19%

Max Drawdown

ITDE:

-14.67%

VOO:

-33.99%

Current Drawdown

ITDE:

-5.54%

VOO:

-9.90%

Returns By Period

In the year-to-date period, ITDE achieves a -0.92% return, which is significantly higher than VOO's -5.74% return.


ITDE

YTD

-0.92%

1M

-1.79%

6M

-1.33%

1Y

10.65%

5Y*

N/A

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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ITDE vs. VOO - Expense Ratio Comparison

ITDE has a 0.11% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for ITDE: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITDE: 0.11%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

ITDE vs. VOO — Risk-Adjusted Performance Rank

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

ITDE
The Risk-Adjusted Performance Rank of ITDE is 7070
Overall Rank
The Sharpe Ratio Rank of ITDE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ITDE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ITDE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ITDE is 7575
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

ITDE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2045 ETF (ITDE) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for ITDE, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.00
ITDE: 0.65
VOO: 0.54
The chart of Sortino ratio for ITDE, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.00
ITDE: 1.02
VOO: 0.88
The chart of Omega ratio for ITDE, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
ITDE: 1.14
VOO: 1.13
The chart of Calmar ratio for ITDE, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
ITDE: 0.69
VOO: 0.55
The chart of Martin ratio for ITDE, currently valued at 3.18, compared to the broader market0.0020.0040.0060.00
ITDE: 3.18
VOO: 2.27

The current ITDE Sharpe Ratio is 0.65, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ITDE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.65
0.54
ITDE
VOO

Dividends

ITDE vs. VOO - Dividend Comparison

ITDE's dividend yield for the trailing twelve months is around 1.66%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
ITDE
Ishares Lifepath Target Date 2045 ETF
1.66%1.64%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ITDE vs. VOO - Drawdown Comparison

The maximum ITDE drawdown since its inception was -14.67%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ITDE and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.54%
-9.90%
ITDE
VOO

Volatility

ITDE vs. VOO - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2045 ETF (ITDE) is 11.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that ITDE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.24%
13.96%
ITDE
VOO