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VASIX vs. VFIFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VASIXVFIFX
YTD Return5.63%17.21%
1Y Return13.02%29.56%
3Y Return (Ann)-0.43%4.98%
5Y Return (Ann)2.33%10.42%
10Y Return (Ann)3.35%9.01%
Sharpe Ratio2.372.55
Sortino Ratio3.613.60
Omega Ratio1.441.48
Calmar Ratio0.972.64
Martin Ratio13.0616.84
Ulcer Index0.94%1.71%
Daily Std Dev5.15%11.30%
Max Drawdown-18.17%-51.68%
Current Drawdown-1.27%-0.19%

Correlation

-0.50.00.51.00.7

The correlation between VASIX and VFIFX is 0.71, 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.

Performance

VASIX vs. VFIFX - Performance Comparison

In the year-to-date period, VASIX achieves a 5.63% return, which is significantly lower than VFIFX's 17.21% return. Over the past 10 years, VASIX has underperformed VFIFX with an annualized return of 3.35%, while VFIFX has yielded a comparatively higher 9.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.34%
9.92%
VASIX
VFIFX

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VASIX vs. VFIFX - Expense Ratio Comparison

VASIX has a 0.11% expense ratio, which is higher than VFIFX'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%.


VASIX
Vanguard LifeStrategy Income Fund
Expense ratio chart for VASIX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VFIFX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VASIX vs. VFIFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Income Fund (VASIX) and Vanguard Target Retirement 2050 Fund (VFIFX). 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.


VASIX
Sharpe ratio
The chart of Sharpe ratio for VASIX, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for VASIX, currently valued at 3.61, compared to the broader market0.005.0010.003.61
Omega ratio
The chart of Omega ratio for VASIX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for VASIX, currently valued at 0.97, compared to the broader market0.005.0010.0015.0020.0025.000.97
Martin ratio
The chart of Martin ratio for VASIX, currently valued at 13.06, compared to the broader market0.0020.0040.0060.0080.00100.0013.06
VFIFX
Sharpe ratio
The chart of Sharpe ratio for VFIFX, currently valued at 2.55, compared to the broader market0.002.004.002.55
Sortino ratio
The chart of Sortino ratio for VFIFX, currently valued at 3.60, compared to the broader market0.005.0010.003.60
Omega ratio
The chart of Omega ratio for VFIFX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for VFIFX, currently valued at 2.64, compared to the broader market0.005.0010.0015.0020.0025.002.64
Martin ratio
The chart of Martin ratio for VFIFX, currently valued at 16.84, compared to the broader market0.0020.0040.0060.0080.00100.0016.84

VASIX vs. VFIFX - Sharpe Ratio Comparison

The current VASIX Sharpe Ratio is 2.37, which is comparable to the VFIFX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of VASIX and VFIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.37
2.55
VASIX
VFIFX

Dividends

VASIX vs. VFIFX - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 3.52%, more than VFIFX's 1.89% yield.


TTM20232022202120202019201820172016201520142013
VASIX
Vanguard LifeStrategy Income Fund
3.52%3.18%2.03%2.08%1.72%2.71%2.78%2.28%2.20%2.17%2.08%1.99%
VFIFX
Vanguard Target Retirement 2050 Fund
1.89%2.21%2.13%2.19%1.63%2.20%2.43%1.89%1.93%2.05%2.01%1.84%

Drawdowns

VASIX vs. VFIFX - Drawdown Comparison

The maximum VASIX drawdown since its inception was -18.17%, smaller than the maximum VFIFX drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for VASIX and VFIFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.27%
-0.19%
VASIX
VFIFX

Volatility

VASIX vs. VFIFX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.28%, while Vanguard Target Retirement 2050 Fund (VFIFX) has a volatility of 2.96%. This indicates that VASIX experiences smaller price fluctuations and is considered to be less risky than VFIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
1.28%
2.96%
VASIX
VFIFX