SSDWX vs. VTTSX
Compare and contrast key facts about State Street Target Retirement 2060 Fund (SSDWX) and Vanguard Target Retirement 2060 Fund (VTTSX).
SSDWX is managed by State Street Global Advisors. It was launched on Sep 29, 2014. VTTSX is managed by Vanguard. It was launched on Jan 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSDWX or VTTSX.
Performance
SSDWX vs. VTTSX - Performance Comparison
Returns By Period
In the year-to-date period, SSDWX achieves a 14.05% return, which is significantly lower than VTTSX's 15.40% return. Over the past 10 years, SSDWX has underperformed VTTSX with an annualized return of 8.30%, while VTTSX has yielded a comparatively higher 8.72% annualized return.
SSDWX
14.05%
-0.48%
6.39%
21.98%
9.15%
8.30%
VTTSX
15.40%
-0.56%
6.92%
22.51%
10.06%
8.72%
Key characteristics
| SSDWX | VTTSX | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.03 |
| Sortino Ratio | 2.79 | 2.84 |
| Omega Ratio | 1.37 | 1.37 |
| Calmar Ratio | 1.91 | 3.08 |
| Martin Ratio | 12.32 | 12.84 |
| Ulcer Index | 1.76% | 1.72% |
| Daily Std Dev | 10.63% | 10.88% |
| Max Drawdown | -29.88% | -31.38% |
| Current Drawdown | -1.96% | -1.73% |
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SSDWX vs. VTTSX - Expense Ratio Comparison
SSDWX has a 0.18% expense ratio, which is higher than VTTSX'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%.
Correlation
The correlation between SSDWX and VTTSX 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.
Risk-Adjusted Performance
SSDWX vs. VTTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2060 Fund (SSDWX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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. VTTSX - Dividend Comparison
SSDWX's dividend yield for the trailing twelve months is around 1.89%, more than VTTSX's 1.85% 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% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.85% | 2.14% | 2.09% | 1.95% | 1.57% | 2.11% | 2.30% | 1.77% | 1.98% | 1.85% | 1.65% | 1.37% |
Drawdowns
SSDWX vs. VTTSX - Drawdown Comparison
The maximum SSDWX drawdown since its inception was -29.88%, roughly equal to the maximum VTTSX drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for SSDWX and VTTSX. For additional features, visit the drawdowns tool.
Volatility
SSDWX vs. VTTSX - Volatility Comparison
State Street Target Retirement 2060 Fund (SSDWX) and Vanguard Target Retirement 2060 Fund (VTTSX) have volatilities of 3.04% and 2.91%, 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.