SSDWX vs. VFTNX

Last updated Apr 1, 2026

Compare and contrast key facts about State Street Target Retirement 2060 Fund (SSDWX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX).

SSDWX is managed by State Street. It was launched on Sep 29, 2014. VFTNX is a passively managed fund by Vanguard that tracks the performance of the FTSE4Good US Select Index. It was launched on Jan 14, 2003.

Performance

SSDWX vs. VFTNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Target Retirement 2060 Fund (SSDWX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). The values are adjusted to include any dividend payments, if applicable.

SSDWX vs. VFTNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSDWX State Street Target Retirement 2060 Fund	-3.64%	21.16%	12.53%	19.24%	-19.20%	13.74%	19.62%	25.85%	-8.11%	21.45%
VFTNX Vanguard FTSE Social Index Fund Institutional Shares	-10.47%	17.32%	26.01%	31.77%	-24.20%	27.76%	22.62%	33.96%	-3.41%	24.19%

Returns By Period

In the year-to-date period, SSDWX achieves a -3.64% return, which is significantly higher than VFTNX's -10.47% return. Over the past 10 years, SSDWX has underperformed VFTNX with an annualized return of 10.10%, while VFTNX has yielded a comparatively higher 13.89% annualized return.

SSDWX

• 1D: 0.00%
• 1M: -8.63%
• YTD: -3.64%
• 6M: -0.94%
• 1Y: 17.12%
• 3Y*: 13.64%
• 5Y*: 6.85%
• 10Y*: 10.10%

VFTNX

• 1D: -0.31%
• 1M: -8.53%
• YTD: -10.47%
• 6M: -8.31%
• 1Y: 11.99%
• 3Y*: 16.67%
• 5Y*: 10.04%
• 10Y*: 13.89%

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

SSDWX vs. VFTNX - Expense Ratio Comparison

SSDWX has a 0.18% expense ratio, which is higher than VFTNX's 0.12% 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%.

SSDWX

State Street Target Retirement 2060 Fund

VFTNX

Vanguard FTSE Social Index Fund Institutional Shares

Return for Risk

SSDWX vs. VFTNX — Risk / Return Rank

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

SSDWX

SSDWX Risk / Return Rank: 66
SSDWX Sharpe Ratio Rank: 65
SSDWX Sortino Ratio Rank: 67
SSDWX Omega Ratio Rank: 67
SSDWX Calmar Ratio Rank: 61
SSDWX Martin Ratio Rank: 68

VFTNX

VFTNX Risk / Return Rank: 30
VFTNX Sharpe Ratio Rank: 28
VFTNX Sortino Ratio Rank: 30
VFTNX Omega Ratio Rank: 31
VFTNX Calmar Ratio Rank: 29
VFTNX Martin Ratio Rank: 31

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.

SSDWX vs. VFTNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2060 Fund (SSDWX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). 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.

	SSDWX	VFTNX	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.65	+0.50
Sortino ratio Return per unit of downside risk	1.67	1.06	+0.62
Omega ratio Gain probability vs. loss probability	1.25	1.15	+0.10
Calmar ratio Return relative to maximum drawdown	1.40	0.82	+0.58
Martin ratio Return relative to average drawdown	6.48	3.25	+3.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSDWX vs. VFTNX - Sharpe Ratio Comparison

The current SSDWX Sharpe Ratio is 1.14, which is higher than the VFTNX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SSDWX and VFTNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSDWX	VFTNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.65	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.55	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.73	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.34	+0.27

Correlation

The correlation between SSDWX and VFTNX is 0.91, 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

SSDWX vs. VFTNX - Dividend Comparison

SSDWX's dividend yield for the trailing twelve months is around 4.65%, more than VFTNX's 1.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSDWX State Street Target Retirement 2060 Fund	4.65%	4.48%	4.11%	2.73%	4.23%	4.05%	2.02%	3.26%	6.40%	2.88%	2.71%	3.23%
VFTNX Vanguard FTSE Social Index Fund Institutional Shares	1.05%	0.90%	1.01%	1.12%	1.37%	0.95%	1.23%	1.46%	1.81%	1.49%	1.82%	1.60%

Drawdowns

SSDWX vs. VFTNX - Drawdown Comparison

The maximum SSDWX drawdown since its inception was -29.88%, smaller than the maximum VFTNX drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for SSDWX and VFTNX.

Drawdown Indicators

	SSDWX	VFTNX	Difference
Max Drawdown Largest peak-to-trough decline	-29.88%	-64.04%	+34.16%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-12.17%	+1.17%
Max Drawdown (5Y) Largest decline over 5 years	-27.39%	-29.11%	+1.72%
Max Drawdown (10Y) Largest decline over 10 years	-29.88%	-34.22%	+4.34%
Current Drawdown Current decline from peak	-8.92%	-11.83%	+2.91%
Average Drawdown Average peak-to-trough decline	-5.10%	-15.80%	+10.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	3.06%	-0.68%

Volatility

SSDWX vs. VFTNX - Volatility Comparison

State Street Target Retirement 2060 Fund (SSDWX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) have volatilities of 4.80% and 4.66%, 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.

Volatility by Period

	SSDWX	VFTNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	4.66%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	8.50%	10.03%	-1.53%
Volatility (1Y) Calculated over the trailing 1-year period	15.00%	19.33%	-4.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.25%	18.29%	-4.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	19.01%	-4.21%