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SSDWX vs. VTTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSDWX vs. VTTSX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SSDWX having a 12.02% return and VTTSX slightly higher at 12.17%. Both investments have delivered pretty close results over the past 10 years, with SSDWX having a 11.47% annualized return and VTTSX not far ahead at 11.95%.


SSDWX

1D
0.45%
1M
4.96%
YTD
12.02%
6M
12.84%
1Y
27.79%
3Y*
18.67%
5Y*
8.97%
10Y*
11.47%

VTTSX

1D
0.35%
1M
5.18%
YTD
12.17%
6M
13.10%
1Y
28.27%
3Y*
19.70%
5Y*
10.37%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSDWX vs. VTTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSDWX
State Street Target Retirement 2060 Fund
12.02%21.16%12.53%19.24%-19.20%13.74%19.62%25.85%-8.11%21.45%
VTTSX
Vanguard Target Retirement 2060 Fund
12.17%21.43%14.61%20.19%-17.48%16.45%16.33%26.18%-8.78%21.40%

Correlation

The correlation between SSDWX and VTTSX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.98

The correlation between SSDWX and VTTSX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

SSDWX vs. VTTSX — Risk / Return Rank

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

SSDWX
SSDWX Risk / Return Rank: 7171
Overall Rank
SSDWX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SSDWX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SSDWX Omega Ratio Rank: 7272
Omega Ratio Rank
SSDWX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSDWX Martin Ratio Rank: 7070
Martin Ratio Rank

VTTSX
VTTSX Risk / Return Rank: 7171
Overall Rank
VTTSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VTTSX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VTTSX Omega Ratio Rank: 6767
Omega Ratio Rank
VTTSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VTTSX Martin Ratio Rank: 7575
Martin Ratio Rank
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. VTTSX - Risk-Adjusted Trends 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.


SSDWXVTTSXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.48

1.46

+0.02

Calmar ratioReturn relative to maximum drawdown

3.17

3.21

-0.04

Martin ratioReturn relative to average drawdown

13.47

14.23

-0.76

SSDWX vs. VTTSX - Sharpe Ratio Comparison

The current SSDWX Sharpe Ratio is 2.51, which is comparable to the VTTSX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SSDWX and VTTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SSDWXVTTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

2.51

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.74

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.79

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.79

-0.09

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.


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Drawdown Indicators


SSDWXVTTSXDifference

Max Drawdown

Largest peak-to-trough decline

-29.88%

-31.38%

+1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-8.93%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

-14.51%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.39%

-25.40%

-1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-29.88%

-31.38%

+1.50%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.04%

-4.04%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.01%

+0.08%

Volatility

SSDWX vs. VTTSX - Volatility Comparison

State Street Target Retirement 2060 Fund (SSDWX) and Vanguard Target Retirement 2060 Fund (VTTSX) have volatilities of 3.43% and 3.36%, 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


SSDWXVTTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.36%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

9.08%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.42%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

14.18%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

15.10%

-0.23%

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%.


Dividends

SSDWX vs. VTTSX - Dividend Comparison

SSDWX's dividend yield for the trailing twelve months is around 4.00%, more than VTTSX's 1.83% yield.


PositionTTM20252024202320222021202020192018201720162015
SSDWX
State Street Target Retirement 2060 Fund
4.00%4.48%4.11%2.73%4.23%4.05%2.02%3.26%6.40%2.88%2.71%3.23%
VTTSX
Vanguard Target Retirement 2060 Fund
1.83%2.06%2.20%2.14%2.09%5.67%1.83%2.11%2.33%1.77%1.98%1.92%

Frequently Asked Questions


With a correlation of 0.96, SSDWX and VTTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SSDWX has higher volatility (3.43%) compared to VTTSX (3.36%). In terms of maximum drawdown, SSDWX dropped -29.88% vs VTTSX's -31.38%.

SSDWX currently has the higher Sharpe Ratio (2.51 vs 2.51), 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.

Portfolio Optimizer

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