PEG vs. VTTHX

Last updated Jun 9, 2026

PEG (Public Service Enterprise Group Incorporated) is a stock, while VTTHX (Vanguard Target Retirement 2035 Fund) is Target Retirement Date fund managed by Vanguard. Over the past 10 years, PEG returned 9.37%/yr vs 9.41%/yr for VTTHX. At a 0.44 correlation, their price movements are largely independent.

Performance

PEG vs. VTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Public Service Enterprise Group Incorporated (PEG) and Vanguard Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PEG achieves a -2.41% return, which is significantly lower than VTTHX's 6.39% return. Both investments have delivered pretty close results over the past 10 years, with PEG having a 9.37% annualized return and VTTHX not far ahead at 9.41%.

PEG

• 1D: -2.19%
• 1M: 0.79%
• YTD: -2.41%
• 6M: 0.31%
• 1Y: 0.06%
• 3Y*: 11.08%
• 5Y*: 8.30%
• 10Y*: 9.37%

VTTHX

• 1D: -2.15%
• 1M: -0.68%
• YTD: 6.39%
• 6M: 7.11%
• 1Y: 18.26%
• 3Y*: 14.81%
• 5Y*: 7.27%
• 10Y*: 9.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PEG vs. VTTHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PEG Public Service Enterprise Group Incorporated	-2.41%	-1.89%	42.63%	3.62%	-5.09%	18.34%	2.37%	17.09%	4.68%	21.77%
VTTHX Vanguard Target Retirement 2035 Fund	6.39%	17.55%	11.56%	17.37%	-16.64%	12.96%	14.80%	22.44%	-6.57%	16.81%

Correlation

The correlation between PEG and VTTHX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Oct 27, 2003	0.44

Over the past year, the correlation between PEG and VTTHX has dropped to 0.22 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

Return for Risk

PEG vs. VTTHX — Risk / Return Rank

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

PEG

PEG Risk / Return Rank: 39
PEG Sharpe Ratio Rank: 42
PEG Sortino Ratio Rank: 34
PEG Omega Ratio Rank: 33
PEG Calmar Ratio Rank: 42
PEG Martin Ratio Rank: 42

VTTHX

VTTHX Risk / Return Rank: 52
VTTHX Sharpe Ratio Rank: 52
VTTHX Sortino Ratio Rank: 48
VTTHX Omega Ratio Rank: 52
VTTHX Calmar Ratio Rank: 50
VTTHX Martin Ratio Rank: 60

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.

PEG vs. VTTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Vanguard Target Retirement 2035 Fund (VTTHX). 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.

	PEG	VTTHX	Difference
Sharpe ratio: Return per unit of total volatility	0.00	2.05	-2.05
Sortino ratio: Return per unit of downside risk	0.13	2.84	-2.71
Omega ratio: Gain probability vs. loss probability	1.02	1.38	-0.37
Calmar ratio: Return relative to maximum drawdown	0.00	2.62	-2.62
Martin ratio: Return relative to average drawdown	0.01	11.49	-11.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PEG vs. VTTHX - Sharpe Ratio Comparison

The current PEG Sharpe Ratio is 0.00, which is lower than the VTTHX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PEG and VTTHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PEG	VTTHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.00	2.05	-2.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.64	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.76	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.53	-0.07

Drawdowns

PEG vs. VTTHX - Drawdown Comparison

The maximum PEG drawdown since its inception was -54.32%, roughly equal to the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for PEG and VTTHX.

Drawdown Indicators

	PEG	VTTHX	Difference
Max Drawdown Largest peak-to-trough decline	-54.32%	-51.76%	-2.56%
Max Drawdown (1Y) Largest decline over 1 year	-13.15%	-7.17%	-5.98%
Max Drawdown (3Y) Largest decline over 3 years	-17.17%	-10.87%	-6.30%
Max Drawdown (5Y) Largest decline over 5 years	-27.29%	-23.53%	-3.76%
Max Drawdown (10Y) Largest decline over 10 years	-40.78%	-27.15%	-13.63%
Current Drawdown Current decline from peak	-13.82%	-2.51%	-11.31%
Average Drawdown Average peak-to-trough decline	-11.16%	-6.09%	-5.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.89%	1.63%	+6.26%

Volatility

PEG vs. VTTHX - Volatility Comparison

Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 6.01% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 3.34%. This indicates that PEG's price experiences larger fluctuations and is considered to be riskier than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEG	VTTHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	3.34%	+2.67%
Volatility (6M) Calculated over the trailing 6-month period	13.73%	7.53%	+6.20%
Volatility (1Y) Calculated over the trailing 1-year period	18.81%	9.19%	+9.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.45%	11.41%	+9.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.96%	12.48%	+9.48%

Dividends

PEG vs. VTTHX - Dividend Comparison

PEG's dividend yield for the trailing twelve months is around 3.29%, more than VTTHX's 2.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEG Public Service Enterprise Group Incorporated	3.29%	3.14%	2.84%	3.73%	3.53%	3.06%	3.36%	3.18%	3.46%	3.34%	3.74%	4.03%
VTTHX Vanguard Target Retirement 2035 Fund	2.78%	2.96%	3.12%	2.47%	2.71%	19.52%	2.50%	2.33%	2.69%	0.16%	2.77%	4.67%

Frequently Asked Questions

Can I hold both PEG and VTTHX in my portfolio?

PEG and VTTHX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEG or VTTHX?

PEG has higher volatility (6.01%) compared to VTTHX (3.34%). In terms of maximum drawdown, PEG dropped -54.32% vs VTTHX's -51.76%.

Which has better risk-adjusted returns?

VTTHX currently has the higher Sharpe Ratio (2.05 vs 0.00), 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.