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VFFSX vs. VTTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFFSX and VTTSX is 0.95, 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.


-0.50.00.51.01.0

Performance

VFFSX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
66.29%
132.50%
VFFSX
VTTSX

Key characteristics

Sharpe Ratio

VFFSX:

1.97

VTTSX:

1.37

Sortino Ratio

VFFSX:

2.63

VTTSX:

1.91

Omega Ratio

VFFSX:

1.37

VTTSX:

1.25

Calmar Ratio

VFFSX:

2.93

VTTSX:

2.14

Martin Ratio

VFFSX:

12.99

VTTSX:

8.61

Ulcer Index

VFFSX:

1.90%

VTTSX:

1.76%

Daily Std Dev

VFFSX:

12.58%

VTTSX:

11.10%

Max Drawdown

VFFSX:

-52.30%

VTTSX:

-31.38%

Current Drawdown

VFFSX:

-3.62%

VTTSX:

-3.92%

Returns By Period

In the year-to-date period, VFFSX achieves a 24.64% return, which is significantly higher than VTTSX's 14.14% return.


VFFSX

YTD

24.64%

1M

-0.72%

6M

7.89%

1Y

26.57%

5Y*

14.56%

10Y*

N/A

VTTSX

YTD

14.14%

1M

-1.17%

6M

4.63%

1Y

16.56%

5Y*

9.07%

10Y*

8.62%

Compare stocks, funds, or ETFs

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


VFFSX vs. VTTSX - Expense Ratio Comparison

VFFSX has a 0.01% expense ratio, which is lower than VTTSX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTTSX
Vanguard Target Retirement 2060 Fund
Expense ratio chart for VTTSX: 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%
Expense ratio chart for VFFSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Risk-Adjusted Performance

VFFSX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) 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.


Sharpe ratio
The chart of Sharpe ratio for VFFSX, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.971.37
The chart of Sortino ratio for VFFSX, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.631.91
The chart of Omega ratio for VFFSX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.25
The chart of Calmar ratio for VFFSX, currently valued at 2.93, compared to the broader market0.002.004.006.008.0010.0012.0014.002.932.14
The chart of Martin ratio for VFFSX, currently valued at 12.99, compared to the broader market0.0020.0040.0060.0012.998.61
VFFSX
VTTSX

The current VFFSX Sharpe Ratio is 1.97, which is higher than the VTTSX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of VFFSX and VTTSX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.97
1.37
VFFSX
VTTSX

Dividends

VFFSX vs. VTTSX - Dividend Comparison

VFFSX's dividend yield for the trailing twelve months is around 0.92%, less than VTTSX's 1.87% yield.


TTM20232022202120202019201820172016201520142013
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
0.92%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
1.87%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%1.37%

Drawdowns

VFFSX vs. VTTSX - Drawdown Comparison

The maximum VFFSX drawdown since its inception was -52.30%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for VFFSX and VTTSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.62%
-3.92%
VFFSX
VTTSX

Volatility

VFFSX vs. VTTSX - Volatility Comparison

Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a higher volatility of 3.62% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 3.06%. This indicates that VFFSX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.06%
VFFSX
VTTSX
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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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