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IVV vs. VFFVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. VFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Vanguard Target Retirement 2055 Fund (VFFVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IVV having a 9.40% return and VFFVX slightly higher at 9.64%. Over the past 10 years, IVV has outperformed VFFVX with an annualized return of 14.95%, while VFFVX has yielded a comparatively lower 11.48% annualized return.


IVV

1D
-0.18%
1M
-0.63%
6M
7.87%
YTD
9.40%
1Y
19.60%
3Y*
19.51%
5Y*
12.87%
10Y*
14.95%
ALL TIME*
8.43%

VFFVX

1D
-0.81%
1M
-1.75%
6M
6.82%
YTD
9.64%
1Y
20.07%
3Y*
16.80%
5Y*
9.72%
10Y*
11.48%
ALL TIME*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. VFFVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
9.40%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
VFFVX
Vanguard Target Retirement 2055 Fund
9.64%21.44%14.50%20.39%-17.48%16.44%16.33%24.98%-7.88%21.39%

Correlation

The correlation between IVV and VFFVX is 0.95 - 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2010

0.96

The correlation between IVV and VFFVX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

IVV vs. VFFVX — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 6464
Overall Rank
IVV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6161
Sortino Ratio Rank
IVV Omega Ratio Rank: 6262
Omega Ratio Rank
IVV Calmar Ratio Rank: 5959
Calmar Ratio Rank
IVV Martin Ratio Rank: 7272
Martin Ratio Rank

VFFVX
VFFVX Risk / Return Rank: 5252
Overall Rank
VFFVX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VFFVX Sortino Ratio Rank: 4949
Sortino Ratio Rank
VFFVX Omega Ratio Rank: 4949
Omega Ratio Rank
VFFVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VFFVX Martin Ratio Rank: 6161
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.

IVV vs. VFFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and Vanguard Target Retirement 2055 Fund (VFFVX). 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.


IVVVFFVXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.28

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

2.22

2.25

-0.04

Martin ratioReturn relative to average drawdown

9.59

9.54

+0.05

IVV vs. VFFVX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 1.56, which is comparable to the VFFVX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IVV and VFFVX, 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

IVV vs. VFFVX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than VFFVX's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for IVV and VFFVX.


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Drawdown Indicators


IVVVFFVXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-31.40%

-23.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-8.93%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-14.52%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-25.39%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-31.40%

-2.50%

Current Drawdown

Current decline from peak

-2.06%

-2.25%

+0.19%

Average Drawdown

Average peak-to-trough decline

-10.74%

-4.12%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.10%

-0.05%

Volatility

IVV vs. VFFVX - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and Vanguard Target Retirement 2055 Fund (VFFVX) have volatilities of 3.54% and 3.66%, 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.


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Volatility by Period


IVVVFFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.66%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

10.36%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

12.37%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

14.34%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

15.06%

+2.99%

IVV vs. VFFVX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than VFFVX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IVV vs. VFFVX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.10%, less than VFFVX's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.10%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
VFFVX
Vanguard Target Retirement 2055 Fund
1.90%2.08%2.31%2.18%2.19%10.03%1.82%2.15%2.35%1.83%1.99%1.98%

Frequently Asked Questions


With a correlation of 0.95, IVV and VFFVX 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.

VFFVX has higher volatility (3.66%) compared to IVV (3.54%). In terms of maximum drawdown, IVV dropped -55.25% vs VFFVX's -31.40%.

VFFVX currently has the higher Sharpe Ratio (1.63 vs 1.56), 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.

Portfolio Optimizer

Find the right allocation for IVV and VFFVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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