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LIZIX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LIZIX and VTI 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.


Performance

LIZIX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index 2060 Fund (LIZIX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LIZIX:

0.69

VTI:

0.63

Sortino Ratio

LIZIX:

1.10

VTI:

1.04

Omega Ratio

LIZIX:

1.16

VTI:

1.15

Calmar Ratio

LIZIX:

0.74

VTI:

0.67

Martin Ratio

LIZIX:

3.24

VTI:

2.53

Ulcer Index

LIZIX:

3.82%

VTI:

5.11%

Daily Std Dev

LIZIX:

17.66%

VTI:

20.23%

Max Drawdown

LIZIX:

-34.39%

VTI:

-55.45%

Current Drawdown

LIZIX:

-0.22%

VTI:

-3.38%

Returns By Period

In the year-to-date period, LIZIX achieves a 5.24% return, which is significantly higher than VTI's 1.06% return.


LIZIX

YTD

5.24%

1M

11.23%

6M

4.13%

1Y

12.04%

3Y*

13.34%

5Y*

13.74%

10Y*

N/A

VTI

YTD

1.06%

1M

12.79%

6M

0.34%

1Y

12.64%

3Y*

16.08%

5Y*

16.14%

10Y*

12.12%

*Annualized

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Vanguard Total Stock Market ETF

LIZIX vs. VTI - Expense Ratio Comparison

LIZIX has a 0.10% expense ratio, which is higher than VTI's 0.03% 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

LIZIX vs. VTI — Risk-Adjusted Performance Rank

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

LIZIX
The Risk-Adjusted Performance Rank of LIZIX is 7171
Overall Rank
The Sharpe Ratio Rank of LIZIX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of LIZIX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of LIZIX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of LIZIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of LIZIX is 7676
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTI 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.

LIZIX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2060 Fund (LIZIX) and Vanguard Total Stock Market ETF (VTI). 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 current LIZIX Sharpe Ratio is 0.69, which is comparable to the VTI Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of LIZIX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LIZIX vs. VTI - Dividend Comparison

LIZIX's dividend yield for the trailing twelve months is around 1.89%, more than VTI's 1.28% yield.


TTM20242023202220212020201920182017201620152014
LIZIX
BlackRock LifePath Index 2060 Fund
1.89%1.99%2.02%1.82%1.96%1.53%2.49%2.22%2.05%1.58%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.28%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

LIZIX vs. VTI - Drawdown Comparison

The maximum LIZIX drawdown since its inception was -34.39%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LIZIX and VTI. For additional features, visit the drawdowns tool.


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Volatility

LIZIX vs. VTI - Volatility Comparison

The current volatility for BlackRock LifePath Index 2060 Fund (LIZIX) is 3.64%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.69%. This indicates that LIZIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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