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ITDH vs. VONE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDH and VONE is 0.95, 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

ITDH vs. VONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2060 ETF (ITDH) and Vanguard Russell 1000 ETF (VONE). 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
30.94%
32.42%
ITDH
VONE

Key characteristics

Sharpe Ratio

ITDH:

0.63

VONE:

0.55

Sortino Ratio

ITDH:

0.99

VONE:

0.88

Omega Ratio

ITDH:

1.14

VONE:

1.13

Calmar Ratio

ITDH:

0.68

VONE:

0.55

Martin Ratio

ITDH:

3.05

VONE:

2.26

Ulcer Index

ITDH:

3.65%

VONE:

4.66%

Daily Std Dev

ITDH:

17.57%

VONE:

19.27%

Max Drawdown

ITDH:

-16.25%

VONE:

-34.67%

Current Drawdown

ITDH:

-6.89%

VONE:

-10.95%

Returns By Period

In the year-to-date period, ITDH achieves a -1.72% return, which is significantly higher than VONE's -6.70% return.


ITDH

YTD

-1.72%

1M

-3.46%

6M

-2.11%

1Y

9.90%

5Y*

N/A

10Y*

N/A

VONE

YTD

-6.70%

1M

-5.24%

6M

-5.00%

1Y

9.26%

5Y*

15.72%

10Y*

11.64%

*Annualized

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ITDH vs. VONE - Expense Ratio Comparison

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


Expense ratio chart for ITDH: 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%
ITDH: 0.11%
Expense ratio chart for VONE: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONE: 0.08%

Risk-Adjusted Performance

ITDH vs. VONE — Risk-Adjusted Performance Rank

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

ITDH
The Risk-Adjusted Performance Rank of ITDH is 6969
Overall Rank
The Sharpe Ratio Rank of ITDH is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ITDH is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ITDH is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ITDH is 7373
Martin Ratio Rank

VONE
The Risk-Adjusted Performance Rank of VONE is 6464
Overall Rank
The Sharpe Ratio Rank of VONE is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VONE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VONE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VONE is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VONE is 6565
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.

ITDH vs. VONE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2060 ETF (ITDH) and Vanguard Russell 1000 ETF (VONE). 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 ITDH, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
ITDH: 0.63
VONE: 0.55
The chart of Sortino ratio for ITDH, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
ITDH: 0.99
VONE: 0.88
The chart of Omega ratio for ITDH, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
ITDH: 1.14
VONE: 1.13
The chart of Calmar ratio for ITDH, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.00
ITDH: 0.68
VONE: 0.55
The chart of Martin ratio for ITDH, currently valued at 3.05, compared to the broader market0.0020.0040.0060.00
ITDH: 3.05
VONE: 2.26

The current ITDH Sharpe Ratio is 0.63, which is comparable to the VONE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ITDH and VONE, 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
0.63
0.55
ITDH
VONE

Dividends

ITDH vs. VONE - Dividend Comparison

ITDH's dividend yield for the trailing twelve months is around 1.69%, more than VONE's 1.32% yield.


TTM20242023202220212020201920182017201620152014
ITDH
Ishares Lifepath Target Date 2060 ETF
1.69%1.66%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONE
Vanguard Russell 1000 ETF
1.32%1.20%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%

Drawdowns

ITDH vs. VONE - Drawdown Comparison

The maximum ITDH drawdown since its inception was -16.25%, smaller than the maximum VONE drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for ITDH and VONE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.89%
-10.95%
ITDH
VONE

Volatility

ITDH vs. VONE - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2060 ETF (ITDH) is 12.62%, while Vanguard Russell 1000 ETF (VONE) has a volatility of 13.94%. This indicates that ITDH experiences smaller price fluctuations and is considered to be less risky than VONE 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
12.62%
13.94%
ITDH
VONE