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

Performance

VASIX vs. VTIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Income Fund (VASIX) and Vanguard Target Retirement 2045 Fund (VTIVX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.46%
7.44%
VASIX
VTIVX

Returns By Period

In the year-to-date period, VASIX achieves a 4.96% return, which is significantly lower than VTIVX's 14.82% return. Over the past 10 years, VASIX has underperformed VTIVX with an annualized return of 3.23%, while VTIVX has yielded a comparatively higher 8.58% annualized return.


VASIX

YTD

4.96%

1M

-0.51%

6M

4.12%

1Y

9.93%

5Y (annualized)

2.08%

10Y (annualized)

3.23%

VTIVX

YTD

14.82%

1M

-0.49%

6M

6.73%

1Y

21.54%

5Y (annualized)

9.74%

10Y (annualized)

8.58%

Key characteristics


VASIXVTIVX
Sharpe Ratio1.982.14
Sortino Ratio2.962.98
Omega Ratio1.361.39
Calmar Ratio0.912.82
Martin Ratio9.9413.84
Ulcer Index0.99%1.53%
Daily Std Dev4.97%9.91%
Max Drawdown-18.17%-51.69%
Current Drawdown-1.90%-1.58%

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VASIX vs. VTIVX - Expense Ratio Comparison

VASIX has a 0.11% expense ratio, which is higher than VTIVX'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 VTIVX: 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%

Correlation

-0.50.00.51.00.7

The correlation between VASIX and VTIVX is 0.72, 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

VASIX vs. VTIVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Income Fund (VASIX) and Vanguard Target Retirement 2045 Fund (VTIVX). 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.


Sharpe ratio
The chart of Sharpe ratio for VASIX, currently valued at 1.98, compared to the broader market-1.000.001.002.003.004.005.001.982.14
The chart of Sortino ratio for VASIX, currently valued at 2.96, compared to the broader market0.005.0010.002.962.98
The chart of Omega ratio for VASIX, currently valued at 1.36, compared to the broader market1.002.003.004.001.361.39
The chart of Calmar ratio for VASIX, currently valued at 0.91, compared to the broader market0.005.0010.0015.0020.0025.000.912.82
The chart of Martin ratio for VASIX, currently valued at 9.94, compared to the broader market0.0020.0040.0060.0080.00100.009.9413.84
VASIX
VTIVX

The current VASIX Sharpe Ratio is 1.98, which is comparable to the VTIVX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VASIX and VTIVX, 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
1.98
2.14
VASIX
VTIVX

Dividends

VASIX vs. VTIVX - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 3.54%, more than VTIVX's 1.99% yield.


TTM20232022202120202019201820172016201520142013
VASIX
Vanguard LifeStrategy Income Fund
3.54%3.18%2.03%2.08%1.72%2.71%2.78%2.28%2.20%2.17%2.08%1.99%
VTIVX
Vanguard Target Retirement 2045 Fund
1.99%2.28%2.13%2.22%1.60%2.23%2.39%1.90%1.99%2.17%2.05%1.88%

Drawdowns

VASIX vs. VTIVX - Drawdown Comparison

The maximum VASIX drawdown since its inception was -18.17%, smaller than the maximum VTIVX drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for VASIX and VTIVX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.90%
-1.58%
VASIX
VTIVX

Volatility

VASIX vs. VTIVX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.24%, while Vanguard Target Retirement 2045 Fund (VTIVX) has a volatility of 2.74%. This indicates that VASIX experiences smaller price fluctuations and is considered to be less risky than VTIVX 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
1.24%
2.74%
VASIX
VTIVX