PG vs. VTIVX
PG (The Procter & Gamble Company) is a stock, while VTIVX (Vanguard Target Retirement 2045 Fund) is Target Retirement Date fund managed by Vanguard. Over the past 10 years, PG returned 8.96%/yr vs 11.31%/yr for VTIVX. At a 0.44 correlation, their price movements are largely independent.
Performance
PG vs. VTIVX - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than VTIVX's 8.87% return. Over the past 10 years, PG has underperformed VTIVX with an annualized return of 8.96%, while VTIVX has yielded a comparatively higher 11.31% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
VTIVX
- 1D
- 2.05%
- 1M
- 0.08%
- YTD
- 8.87%
- 6M
- 9.59%
- 1Y
- 21.67%
- 3Y*
- 17.25%
- 5Y*
- 8.91%
- 10Y*
- 11.31%
PG vs. VTIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
VTIVX Vanguard Target Retirement 2045 Fund | 8.87% | 20.01% | 13.68% | 19.72% | -17.38% | 16.16% | 16.31% | 24.94% | -7.89% | 19.16% |
Correlation
The correlation between PG and VTIVX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2003 | 0.44 |
Over the past year, the correlation between PG and VTIVX has dropped to 0.05 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
PG vs. VTIVX — Risk / Return Rank
PG
VTIVX
PG vs. VTIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Vanguard Target Retirement 2045 Fund (VTIVX). 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.
| PG | VTIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.37 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.68 | -3.05 |
| Martin ratioReturn relative to average drawdown | -0.68 | 11.59 | -12.27 |
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Drawdowns
PG vs. VTIVX - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, roughly equal to the maximum VTIVX drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for PG and VTIVX.
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Drawdown Indicators
| PG | VTIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -51.69% | -2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -8.30% | -7.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -13.40% | -7.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -25.10% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -31.42% | +7.65% |
Current DrawdownCurrent decline from peak | -13.29% | -2.00% | -11.29% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -6.33% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 1.92% | +6.88% |
Volatility
PG vs. VTIVX - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to Vanguard Target Retirement 2045 Fund (VTIVX) at 4.51%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than VTIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | VTIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.51% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 9.13% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 11.10% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 13.58% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 14.82% | +4.23% |
Dividends
PG vs. VTIVX - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, more than VTIVX's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
VTIVX Vanguard Target Retirement 2045 Fund | 2.29% | 2.50% | 2.36% | 2.27% | 2.75% | 15.40% | 1.90% | 2.23% | 2.52% | 0.04% | 2.47% | 3.29% |
Frequently Asked Questions
PG and VTIVX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to VTIVX (4.51%). In terms of maximum drawdown, PG dropped -54.25% vs VTIVX's -51.69%.
VTIVX currently has the higher Sharpe Ratio (2.01 vs -0.30), 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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