ITDI vs. VSVNX
ITDI (Ishares Lifepath Target Date 2065 ETF) and VSVNX (Vanguard Target Retirement 2070 Fund) are both Target Retirement Date funds. Over the past year, ITDI returned 29.40% vs 27.63% for VSVNX. With a 0.99 correlation, they move nearly in lockstep. ITDI charges 0.11%/yr vs 0.08%/yr for VSVNX.
Performance
ITDI vs. VSVNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITDI achieves a 12.37% return, which is significantly higher than VSVNX's 11.57% return.
ITDI
- 1D
- -0.12%
- 1M
- 1.70%
- YTD
- 12.37%
- 6M
- 12.19%
- 1Y
- 29.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VSVNX
- 1D
- 1.11%
- 1M
- 1.69%
- YTD
- 11.57%
- 6M
- 11.42%
- 1Y
- 27.63%
- 3Y*
- 18.39%
- 5Y*
- —
- 10Y*
- —
ITDI vs. VSVNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDI Ishares Lifepath Target Date 2065 ETF | 12.37% | 21.90% | 16.73% | 12.17% |
VSVNX Vanguard Target Retirement 2070 Fund | 11.57% | 21.43% | 14.38% | 11.64% |
Correlation
The correlation between ITDI and VSVNX 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 ITDI and VSVNX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ITDI vs. VSVNX — Risk / Return Rank
ITDI
VSVNX
ITDI vs. VSVNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2065 ETF (ITDI) and Vanguard Target Retirement 2070 Fund (VSVNX). 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.
| ITDI | VSVNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.05 | +0.03 |
| Martin ratioReturn relative to average drawdown | 13.25 | 13.22 | +0.03 |
Loading charts...
Drawdowns
ITDI vs. VSVNX - Drawdown Comparison
The maximum ITDI drawdown since its inception was -16.31%, which is greater than VSVNX's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for ITDI and VSVNX.
Loading charts...
Drawdown Indicators
| ITDI | VSVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.31% | -15.39% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -8.94% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.53% | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.53% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -2.49% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.06% | +0.16% |
Volatility
ITDI vs. VSVNX - Volatility Comparison
Ishares Lifepath Target Date 2065 ETF (ITDI) and Vanguard Target Retirement 2070 Fund (VSVNX) have volatilities of 4.99% and 4.89%, 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.
Loading charts...
Volatility by Period
| ITDI | VSVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.89% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 10.04% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 12.12% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 13.79% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.62% | 13.79% | +0.83% |
ITDI vs. VSVNX - Expense Ratio Comparison
ITDI has a 0.11% expense ratio, which is higher than VSVNX'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
ITDI vs. VSVNX - Dividend Comparison
ITDI's dividend yield for the trailing twelve months is around 1.45%, less than VSVNX's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ITDI Ishares Lifepath Target Date 2065 ETF | 1.45% | 1.63% | 1.68% | 0.84% | 0.00% |
VSVNX Vanguard Target Retirement 2070 Fund | 1.63% | 1.82% | 1.79% | 1.57% | 0.91% |
Frequently Asked Questions
With a correlation of 0.99, ITDI and VSVNX 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.
ITDI has higher volatility (4.99%) compared to VSVNX (4.89%). In terms of maximum drawdown, ITDI dropped -16.31% vs VSVNX's -15.39%.
VSVNX currently has the higher Sharpe Ratio (2.25 vs 2.20), 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.
Find the right allocation for ITDI and VSVNX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer