ITDJ vs. ITDF
ITDJ (iShares LifePath Target Date 2070 ETF) and ITDF (Ishares Lifepath Target Date 2050 ETF) are both Target Retirement Date funds from iShares. Both are actively managed. Over the past year, ITDJ returned 25.85% vs 24.75% for ITDF. With a 0.99 correlation, they move nearly in lockstep. ITDJ charges 0.12%/yr vs 0.11%/yr for ITDF.
Performance
ITDJ vs. ITDF - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ITDJ having a 10.22% return and ITDF slightly lower at 9.93%.
ITDJ
- 1D
- -1.87%
- 1M
- -0.24%
- YTD
- 10.22%
- 6M
- 9.57%
- 1Y
- 25.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDF
- 1D
- -1.59%
- 1M
- -0.07%
- YTD
- 9.93%
- 6M
- 9.22%
- 1Y
- 24.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDJ vs. ITDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 10.22% | 22.02% | -1.70% |
ITDF Ishares Lifepath Target Date 2050 ETF | 9.93% | 20.86% | -1.91% |
Correlation
The correlation between ITDJ and ITDF 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 Nov 13, 2024 | 0.99 |
The correlation between ITDJ and ITDF has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
ITDJ vs. ITDF — Risk / Return Rank
ITDJ
ITDF
ITDJ vs. ITDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and Ishares Lifepath Target Date 2050 ETF (ITDF). 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.
| ITDJ | ITDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.67 | +0.02 |
| Martin ratioReturn relative to average drawdown | 11.60 | 11.57 | +0.03 |
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Drawdowns
ITDJ vs. ITDF - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, which is greater than ITDF's maximum drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for ITDJ and ITDF.
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Drawdown Indicators
| ITDJ | ITDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -15.67% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -9.32% | -0.33% |
Current DrawdownCurrent decline from peak | -2.48% | -2.16% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -1.52% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.14% | +0.09% |
Volatility
ITDJ vs. ITDF - Volatility Comparison
iShares LifePath Target Date 2070 ETF (ITDJ) has a higher volatility of 5.38% compared to Ishares Lifepath Target Date 2050 ETF (ITDF) at 4.95%. This indicates that ITDJ's price experiences larger fluctuations and is considered to be riskier than ITDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | ITDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.95% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 10.57% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 12.74% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 14.02% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 14.02% | +2.37% |
ITDJ vs. ITDF - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is higher than ITDF's 0.11% 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
ITDJ vs. ITDF - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.27%, less than ITDF's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 1.50% | 1.65% | 1.55% | 0.85% |
ITDJ iShares LifePath Target Date 2070 ETF | 1.27% | 1.40% | 0.82% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, ITDJ and ITDF 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.
ITDJ has higher volatility (5.38%) compared to ITDF (4.95%). In terms of maximum drawdown, ITDJ dropped -16.63% vs ITDF's -15.67%.
On 1-year performance, ITDJ leads with 25.85% vs 24.75% for ITDF. On fees, ITDF is cheaper at 0.11% per year. On volatility, ITDF has been the lower-risk option at 4.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDJ has performed better with a 25.85% return vs 24.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDF is cheaper with a 0.11% expense ratio, compared with 0.12% for ITDJ.
ITDF has the higher dividend yield at 1.50%, compared with 1.27% for ITDJ.
Their fees differ too: 0.12% for ITDJ and 0.11% for ITDF.
ITDF currently has the higher Sharpe Ratio (1.95 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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