ITDH vs. VONE
Compare and contrast key facts about Ishares Lifepath Target Date 2060 ETF (ITDH) and Vanguard Russell 1000 ETF (VONE).
ITDH and VONE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITDH is an actively managed fund by iShares. It was launched on Oct 17, 2023. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDH or VONE.
Key characteristics
| ITDH | VONE | |
|---|---|---|
| YTD Return | 18.75% | 26.55% |
| 1Y Return | 27.17% | 35.30% |
| Sharpe Ratio | 2.55 | 3.08 |
| Sortino Ratio | 3.47 | 4.10 |
| Omega Ratio | 1.46 | 1.58 |
| Calmar Ratio | 3.68 | 4.46 |
| Martin Ratio | 16.67 | 20.24 |
| Ulcer Index | 1.81% | 1.88% |
| Daily Std Dev | 11.84% | 12.37% |
| Max Drawdown | -8.19% | -34.67% |
| Current Drawdown | -1.01% | -0.39% |
Correlation
The correlation between ITDH and VONE 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.
Performance
ITDH vs. VONE - Performance Comparison
In the year-to-date period, ITDH achieves a 18.75% return, which is significantly lower than VONE's 26.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
ITDH vs. VONE - Dividend Comparison
ITDH's dividend yield for the trailing twelve months is around 0.71%, less than VONE's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDH Ishares Lifepath Target Date 2060 ETF | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONE Vanguard Russell 1000 ETF | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
ITDH vs. VONE - Drawdown Comparison
The maximum ITDH drawdown since its inception was -8.19%, 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.
Volatility
ITDH vs. VONE - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2060 ETF (ITDH) is 3.15%, while Vanguard Russell 1000 ETF (VONE) has a volatility of 3.80%. 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.