SSDWX vs. VFTNX
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 Global Advisors. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSDWX or VFTNX.
Performance
SSDWX vs. VFTNX - Performance Comparison
Returns By Period
In the year-to-date period, SSDWX achieves a 14.05% return, which is significantly lower than VFTNX's 25.52% return. Over the past 10 years, SSDWX has underperformed VFTNX with an annualized return of 8.30%, while VFTNX has yielded a comparatively higher 13.62% annualized return.
SSDWX
14.05%
-0.48%
6.39%
21.98%
9.15%
8.30%
VFTNX
25.52%
1.48%
12.78%
32.75%
15.53%
13.62%
Key characteristics
| SSDWX | VFTNX | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.41 |
| Sortino Ratio | 2.79 | 3.21 |
| Omega Ratio | 1.37 | 1.44 |
| Calmar Ratio | 1.91 | 3.47 |
| Martin Ratio | 12.32 | 14.99 |
| Ulcer Index | 1.76% | 2.16% |
| Daily Std Dev | 10.63% | 13.42% |
| Max Drawdown | -29.88% | -61.92% |
| Current Drawdown | -1.96% | -1.48% |
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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%.
Correlation
The correlation between SSDWX and VFTNX is 0.92, 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.
Risk-Adjusted Performance
SSDWX vs. VFTNX - Risk-Adjusted Performance 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.
Dividends
SSDWX vs. VFTNX - Dividend Comparison
SSDWX's dividend yield for the trailing twelve months is around 1.89%, more than VFTNX's 1.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDWX State Street Target Retirement 2060 Fund | 1.89% | 2.16% | 1.61% | 1.81% | 1.47% | 2.24% | 2.32% | 1.94% | 1.43% | 2.05% | 1.58% | 0.00% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 1.05% | 1.12% | 1.37% | 0.95% | 1.22% | 1.46% | 1.82% | 1.49% | 1.82% | 1.60% | 1.33% | 1.38% |
Drawdowns
SSDWX vs. VFTNX - Drawdown Comparison
The maximum SSDWX drawdown since its inception was -29.88%, smaller than the maximum VFTNX drawdown of -61.92%. Use the drawdown chart below to compare losses from any high point for SSDWX and VFTNX. For additional features, visit the drawdowns tool.
Volatility
SSDWX vs. VFTNX - Volatility Comparison
The current volatility for State Street Target Retirement 2060 Fund (SSDWX) is 3.04%, while Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a volatility of 4.53%. This indicates that SSDWX experiences smaller price fluctuations and is considered to be less risky than VFTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.