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VFORX vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VFORX vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2040 Fund (VFORX) and Vanguard LifeStrategy Growth Fund (VASGX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.46%
6.52%
VFORX
VASGX

Returns By Period

The year-to-date returns for both investments are quite close, with VFORX having a 13.49% return and VASGX slightly higher at 14.05%. Over the past 10 years, VFORX has outperformed VASGX with an annualized return of 8.09%, while VASGX has yielded a comparatively lower 7.00% annualized return.


VFORX

YTD

13.49%

1M

-0.49%

6M

6.46%

1Y

20.23%

5Y (annualized)

8.89%

10Y (annualized)

8.09%

VASGX

YTD

14.05%

1M

-0.53%

6M

6.51%

1Y

19.88%

5Y (annualized)

7.96%

10Y (annualized)

7.00%

Key characteristics


VFORXVASGX
Sharpe Ratio2.052.06
Sortino Ratio2.902.88
Omega Ratio1.381.37
Calmar Ratio2.532.06
Martin Ratio12.6813.15
Ulcer Index1.57%1.49%
Daily Std Dev9.71%9.49%
Max Drawdown-51.63%-51.16%
Current Drawdown-1.46%-1.58%

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VFORX vs. VASGX - Expense Ratio Comparison

VFORX has a 0.08% expense ratio, which is lower than VASGX's 0.14% 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%.


VASGX
Vanguard LifeStrategy Growth Fund
Expense ratio chart for VASGX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VFORX: 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

-0.50.00.51.01.0

The correlation between VFORX and VASGX is 1.00, 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

VFORX vs. VASGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2040 Fund (VFORX) and Vanguard LifeStrategy Growth Fund (VASGX). 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 VFORX, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.005.002.052.06
The chart of Sortino ratio for VFORX, currently valued at 2.90, compared to the broader market0.005.0010.002.902.88
The chart of Omega ratio for VFORX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.37
The chart of Calmar ratio for VFORX, currently valued at 2.53, compared to the broader market0.005.0010.0015.0020.0025.002.532.06
The chart of Martin ratio for VFORX, currently valued at 12.68, compared to the broader market0.0020.0040.0060.0080.00100.0012.6813.15
VFORX
VASGX

The current VFORX Sharpe Ratio is 2.05, which is comparable to the VASGX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VFORX and VASGX, 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
2.05
2.06
VFORX
VASGX

Dividends

VFORX vs. VASGX - Dividend Comparison

VFORX's dividend yield for the trailing twelve months is around 2.09%, less than VASGX's 2.19% yield.


TTM20232022202120202019201820172016201520142013
VFORX
Vanguard Target Retirement 2040 Fund
2.09%2.38%2.10%2.39%1.62%2.28%2.41%1.91%1.98%2.16%1.93%1.77%
VASGX
Vanguard LifeStrategy Growth Fund
2.19%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%1.92%

Drawdowns

VFORX vs. VASGX - Drawdown Comparison

The maximum VFORX drawdown since its inception was -51.63%, roughly equal to the maximum VASGX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for VFORX and VASGX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.46%
-1.58%
VFORX
VASGX

Volatility

VFORX vs. VASGX - Volatility Comparison

Vanguard Target Retirement 2040 Fund (VFORX) and Vanguard LifeStrategy Growth Fund (VASGX) have volatilities of 2.51% and 2.63%, 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.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.51%
2.63%
VFORX
VASGX