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

Correlation

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.


-0.50.00.51.00.7

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.70%
5.88%
VASIX
VTIVX

Key characteristics

Sharpe Ratio

VASIX:

1.06

VTIVX:

1.57

Sortino Ratio

VASIX:

1.53

VTIVX:

2.17

Omega Ratio

VASIX:

1.18

VTIVX:

1.29

Calmar Ratio

VASIX:

0.65

VTIVX:

2.43

Martin Ratio

VASIX:

4.89

VTIVX:

9.89

Ulcer Index

VASIX:

1.05%

VTIVX:

1.60%

Daily Std Dev

VASIX:

4.85%

VTIVX:

10.04%

Max Drawdown

VASIX:

-18.17%

VTIVX:

-51.69%

Current Drawdown

VASIX:

-2.09%

VTIVX:

-2.70%

Returns By Period

In the year-to-date period, VASIX achieves a 4.76% return, which is significantly lower than VTIVX's 14.89% return. Over the past 10 years, VASIX has underperformed VTIVX with an annualized return of 3.18%, while VTIVX has yielded a comparatively higher 8.57% annualized return.


VASIX

YTD

4.76%

1M

-0.38%

6M

2.70%

1Y

5.14%

5Y*

1.90%

10Y*

3.18%

VTIVX

YTD

14.89%

1M

-0.65%

6M

5.88%

1Y

15.65%

5Y*

9.00%

10Y*

8.57%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

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 1.06, compared to the broader market-1.000.001.002.003.004.001.061.57
The chart of Sortino ratio for VASIX, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.532.17
The chart of Omega ratio for VASIX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.29
The chart of Calmar ratio for VASIX, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.0014.000.652.43
The chart of Martin ratio for VASIX, currently valued at 4.89, compared to the broader market0.0020.0040.0060.004.899.89
VASIX
VTIVX

The current VASIX Sharpe Ratio is 1.06, which is lower than the VTIVX Sharpe Ratio of 1.57. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.06
1.57
VASIX
VTIVX

Dividends

VASIX vs. VTIVX - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 3.55%, more than VTIVX's 1.98% yield.


TTM20232022202120202019201820172016201520142013
VASIX
Vanguard LifeStrategy Income Fund
3.55%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
1.98%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.09%
-2.70%
VASIX
VTIVX

Volatility

VASIX vs. VTIVX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.51%, while Vanguard Target Retirement 2045 Fund (VTIVX) has a volatility of 2.99%. 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%JulyAugustSeptemberOctoberNovemberDecember
1.51%
2.99%
VASIX
VTIVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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