SSDDX vs. VTIVX
Compare and contrast key facts about State Street Target Retirement 2045 Fund (SSDDX) and Vanguard Target Retirement 2045 Fund (VTIVX).
SSDDX is managed by State Street. It was launched on Sep 29, 2014. VTIVX is managed by Vanguard. It was launched on Oct 27, 2003.
Performance
SSDDX vs. VTIVX - Performance Comparison
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SSDDX vs. VTIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSDDX State Street Target Retirement 2045 Fund | -3.38% | 19.92% | 11.80% | 18.48% | -18.97% | 13.08% | 19.28% | 25.41% | -7.95% | 19.14% |
VTIVX Vanguard Target Retirement 2045 Fund | -3.63% | 20.01% | 13.68% | 19.72% | -17.38% | 16.16% | 16.31% | 24.94% | -7.89% | 19.16% |
Returns By Period
In the year-to-date period, SSDDX achieves a -3.38% return, which is significantly higher than VTIVX's -3.63% return. Both investments have delivered pretty close results over the past 10 years, with SSDDX having a 9.58% annualized return and VTIVX not far ahead at 10.04%.
SSDDX
- 1D
- 0.06%
- 1M
- -8.03%
- YTD
- -3.38%
- 6M
- -0.86%
- 1Y
- 15.87%
- 3Y*
- 12.91%
- 5Y*
- 6.41%
- 10Y*
- 9.58%
VTIVX
- 1D
- -0.24%
- 1M
- -7.90%
- YTD
- -3.63%
- 6M
- -0.85%
- 1Y
- 16.12%
- 3Y*
- 13.91%
- 5Y*
- 7.66%
- 10Y*
- 10.04%
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SSDDX vs. VTIVX - Expense Ratio Comparison
SSDDX has a 0.18% expense ratio, which is higher than VTIVX's 0.08% 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%.
Return for Risk
SSDDX vs. VTIVX — Risk / Return Rank
SSDDX
VTIVX
SSDDX vs. VTIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2045 Fund (SSDDX) 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.
| SSDDX | VTIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.20 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.72 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.50 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.56 | 6.90 | -0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSDDX | VTIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.20 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.68 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.51 | +0.09 |
Correlation
The correlation between SSDDX and VTIVX is 0.98, 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.
Dividends
SSDDX vs. VTIVX - Dividend Comparison
SSDDX's dividend yield for the trailing twelve months is around 6.90%, more than VTIVX's 2.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDDX State Street Target Retirement 2045 Fund | 6.90% | 6.67% | 4.90% | 3.56% | 5.36% | 4.88% | 4.04% | 6.21% | 5.00% | 0.43% | 1.72% | 1.87% |
VTIVX Vanguard Target Retirement 2045 Fund | 2.59% | 2.50% | 2.36% | 2.27% | 2.75% | 15.40% | 1.90% | 2.23% | 2.52% | 0.04% | 2.47% | 3.29% |
Drawdowns
SSDDX vs. VTIVX - Drawdown Comparison
The maximum SSDDX drawdown since its inception was -29.22%, smaller than the maximum VTIVX drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for SSDDX and VTIVX.
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Drawdown Indicators
| SSDDX | VTIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.22% | -51.69% | +22.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -9.73% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -26.80% | -25.10% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -29.22% | -31.42% | +2.20% |
Current DrawdownCurrent decline from peak | -8.30% | -8.30% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -6.37% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.12% | +0.09% |
Volatility
SSDDX vs. VTIVX - Volatility Comparison
State Street Target Retirement 2045 Fund (SSDDX) and Vanguard Target Retirement 2045 Fund (VTIVX) have volatilities of 4.47% and 4.36%, 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
| SSDDX | VTIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 4.36% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 7.85% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.74% | 13.55% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.33% | 13.41% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 14.75% | -0.54% |