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ITDF vs. VPMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDF and VPMAX is 0.93, 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

ITDF vs. VPMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2050 ETF (ITDF) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
29.47%
20.36%
ITDF
VPMAX

Key characteristics

Sharpe Ratio

ITDF:

0.60

VPMAX:

0.20

Sortino Ratio

ITDF:

0.95

VPMAX:

0.42

Omega Ratio

ITDF:

1.14

VPMAX:

1.06

Calmar Ratio

ITDF:

0.64

VPMAX:

0.20

Martin Ratio

ITDF:

2.90

VPMAX:

0.76

Ulcer Index

ITDF:

3.48%

VPMAX:

5.39%

Daily Std Dev

ITDF:

16.81%

VPMAX:

20.68%

Max Drawdown

ITDF:

-15.67%

VPMAX:

-55.03%

Current Drawdown

ITDF:

-6.14%

VPMAX:

-10.62%

Returns By Period

In the year-to-date period, ITDF achieves a -1.29% return, which is significantly higher than VPMAX's -3.67% return.


ITDF

YTD

-1.29%

1M

-2.06%

6M

-1.54%

1Y

10.53%

5Y*

N/A

10Y*

N/A

VPMAX

YTD

-3.67%

1M

-4.69%

6M

-5.59%

1Y

4.20%

5Y*

14.79%

10Y*

8.98%

*Annualized

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ITDF vs. VPMAX - Expense Ratio Comparison

ITDF has a 0.11% expense ratio, which is lower than VPMAX's 0.31% expense ratio.


Expense ratio chart for VPMAX: current value is 0.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPMAX: 0.31%
Expense ratio chart for ITDF: 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%
ITDF: 0.11%

Risk-Adjusted Performance

ITDF vs. VPMAX — Risk-Adjusted Performance Rank

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

ITDF
The Risk-Adjusted Performance Rank of ITDF is 6767
Overall Rank
The Sharpe Ratio Rank of ITDF is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDF is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ITDF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ITDF is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ITDF is 7272
Martin Ratio Rank

VPMAX
The Risk-Adjusted Performance Rank of VPMAX is 3535
Overall Rank
The Sharpe Ratio Rank of VPMAX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VPMAX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VPMAX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VPMAX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VPMAX is 3636
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.

ITDF vs. VPMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 ITDF, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
ITDF: 0.60
VPMAX: 0.20
The chart of Sortino ratio for ITDF, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
ITDF: 0.95
VPMAX: 0.42
The chart of Omega ratio for ITDF, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
ITDF: 1.14
VPMAX: 1.06
The chart of Calmar ratio for ITDF, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
ITDF: 0.64
VPMAX: 0.20
The chart of Martin ratio for ITDF, currently valued at 2.90, compared to the broader market0.0020.0040.0060.00
ITDF: 2.90
VPMAX: 0.76

The current ITDF Sharpe Ratio is 0.60, which is higher than the VPMAX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of ITDF and VPMAX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.60
0.20
ITDF
VPMAX

Dividends

ITDF vs. VPMAX - Dividend Comparison

ITDF's dividend yield for the trailing twelve months is around 1.57%, more than VPMAX's 1.08% yield.


TTM20242023202220212020201920182017201620152014
ITDF
Ishares Lifepath Target Date 2050 ETF
1.57%1.55%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
1.08%1.04%1.17%1.31%0.79%1.12%1.29%1.36%1.08%1.37%1.20%1.32%

Drawdowns

ITDF vs. VPMAX - Drawdown Comparison

The maximum ITDF drawdown since its inception was -15.67%, smaller than the maximum VPMAX drawdown of -55.03%. Use the drawdown chart below to compare losses from any high point for ITDF and VPMAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.14%
-10.62%
ITDF
VPMAX

Volatility

ITDF vs. VPMAX - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2050 ETF (ITDF) is 12.00%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 14.79%. This indicates that ITDF experiences smaller price fluctuations and is considered to be less risky than VPMAX 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
12.00%
14.79%
ITDF
VPMAX