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ITDH vs. VLXVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITDH vs. VLXVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2060 ETF (ITDH) and Vanguard Target Retirement 2065 Fund (VLXVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITDH achieves a 10.46% return, which is significantly lower than VLXVX's 11.44% return.


ITDH

1D
-1.82%
1M
-0.18%
YTD
10.46%
6M
9.64%
1Y
25.95%
3Y*
5Y*
10Y*

VLXVX

1D
-0.13%
1M
1.57%
YTD
11.44%
6M
10.80%
1Y
26.53%
3Y*
19.16%
5Y*
10.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDH vs. VLXVX - Yearly Performance Comparison


2026 (YTD)202520242023
ITDH
Ishares Lifepath Target Date 2060 ETF
10.46%21.75%16.71%12.83%
VLXVX
Vanguard Target Retirement 2065 Fund
11.44%21.44%14.37%11.67%

Correlation

The correlation between ITDH and VLXVX is 0.99 - 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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.99

The correlation between ITDH and VLXVX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

ITDH vs. VLXVX — Risk / Return Rank

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

ITDH
ITDH Risk / Return Rank: 6363
Overall Rank
ITDH Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ITDH Sortino Ratio Rank: 6161
Sortino Ratio Rank
ITDH Omega Ratio Rank: 6262
Omega Ratio Rank
ITDH Calmar Ratio Rank: 5959
Calmar Ratio Rank
ITDH Martin Ratio Rank: 6868
Martin Ratio Rank

VLXVX
VLXVX Risk / Return Rank: 7171
Overall Rank
VLXVX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VLXVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VLXVX Omega Ratio Rank: 6868
Omega Ratio Rank
VLXVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VLXVX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITDH vs. VLXVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2060 ETF (ITDH) and Vanguard Target Retirement 2065 Fund (VLXVX). 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.


ITDHVLXVXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

2.70

3.09

-0.39

Martin ratioReturn relative to average drawdown

11.67

13.38

-1.71

ITDH vs. VLXVX - Sharpe Ratio Comparison

The current ITDH Sharpe Ratio is 1.92, which is comparable to the VLXVX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of ITDH and VLXVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ITDH vs. VLXVX - Drawdown Comparison

The maximum ITDH drawdown since its inception was -16.25%, smaller than the maximum VLXVX drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for ITDH and VLXVX.


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Drawdown Indicators


ITDHVLXVXDifference

Max Drawdown

Largest peak-to-trough decline

-16.25%

-31.42%

+15.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-8.93%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-14.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

Current Drawdown

Current decline from peak

-2.44%

-0.65%

-1.79%

Average Drawdown

Average peak-to-trough decline

-1.58%

-4.97%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.06%

+0.17%

Volatility

ITDH vs. VLXVX - Volatility Comparison

Ishares Lifepath Target Date 2060 ETF (ITDH) has a higher volatility of 5.46% compared to Vanguard Target Retirement 2065 Fund (VLXVX) at 4.79%. This indicates that ITDH's price experiences larger fluctuations and is considered to be riskier than VLXVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITDHVLXVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.79%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

10.00%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

12.14%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.70%

14.31%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.70%

15.71%

-1.01%

ITDH vs. VLXVX - Expense Ratio Comparison

ITDH has a 0.11% expense ratio, which is higher than VLXVX'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%.


Dividends

ITDH vs. VLXVX - Dividend Comparison

ITDH's dividend yield for the trailing twelve months is around 1.45%, less than VLXVX's 1.80% yield.


PositionTTM202520242023202220212020201920182017
ITDH
Ishares Lifepath Target Date 2060 ETF
1.45%1.60%1.66%0.84%0.00%0.00%0.00%0.00%0.00%0.00%
VLXVX
Vanguard Target Retirement 2065 Fund
1.80%2.00%2.11%2.06%2.00%1.93%1.60%1.90%1.85%0.78%

Frequently Asked Questions


With a correlation of 0.99, ITDH and VLXVX 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.

ITDH has higher volatility (5.46%) compared to VLXVX (4.79%). In terms of maximum drawdown, ITDH dropped -16.25% vs VLXVX's -31.42%.

VLXVX currently has the higher Sharpe Ratio (2.28 vs 1.92), 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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