ITDF vs. ITDI

In the year-to-date period, ITDF achieves a 3.78% return, which is significantly lower than ITDI's 4.04% return.

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Both ITDF and ITDI have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) and Ishares Lifepath Target Date 2065 ETF (ITDI). 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 current ITDF Sharpe Ratio is 0.69, which is comparable to the ITDI Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ITDF and ITDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ITDF's dividend yield for the trailing twelve months is around 1.50%, less than ITDI's 1.62% yield.

The maximum ITDF drawdown since its inception was -15.67%, roughly equal to the maximum ITDI drawdown of -16.31%. Use the drawdown chart below to compare losses from any high point for ITDF and ITDI. For additional features, visit the drawdowns tool.

Ishares Lifepath Target Date 2050 ETF (ITDF) and Ishares Lifepath Target Date 2065 ETF (ITDI) have volatilities of 4.44% and 4.57%, 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.