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

Performance

VFORX vs. VTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2040 Fund (VFORX) and Vanguard Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.92%
6.53%
VFORX
VTTHX

Returns By Period

In the year-to-date period, VFORX achieves a 13.87% return, which is significantly higher than VTTHX's 12.64% return. Over the past 10 years, VFORX has outperformed VTTHX with an annualized return of 8.09%, while VTTHX has yielded a comparatively lower 7.52% annualized return.


VFORX

YTD

13.87%

1M

0.07%

6M

7.48%

1Y

20.35%

5Y (annualized)

8.96%

10Y (annualized)

8.09%

VTTHX

YTD

12.64%

1M

-0.04%

6M

7.03%

1Y

18.87%

5Y (annualized)

8.10%

10Y (annualized)

7.52%

Key characteristics


VFORXVTTHX
Sharpe Ratio2.122.11
Sortino Ratio3.003.02
Omega Ratio1.401.40
Calmar Ratio2.702.38
Martin Ratio13.1312.84
Ulcer Index1.57%1.49%
Daily Std Dev9.71%9.06%
Max Drawdown-51.63%-51.76%
Current Drawdown-1.12%-1.07%

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VFORX vs. VTTHX - Expense Ratio Comparison

Both VFORX and VTTHX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VFORX
Vanguard Target Retirement 2040 Fund
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%
Expense ratio chart for VTTHX: 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 VTTHX 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. VTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2040 Fund (VFORX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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 2.12, compared to the broader market-1.000.001.002.003.004.005.002.122.11
The chart of Sortino ratio for VFORX, currently valued at 3.00, compared to the broader market0.005.0010.003.003.02
The chart of Omega ratio for VFORX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.40
The chart of Calmar ratio for VFORX, currently valued at 2.70, compared to the broader market0.005.0010.0015.0020.002.702.38
The chart of Martin ratio for VFORX, currently valued at 13.13, compared to the broader market0.0020.0040.0060.0080.00100.0013.1312.84
VFORX
VTTHX

The current VFORX Sharpe Ratio is 2.12, which is comparable to the VTTHX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VFORX and VTTHX, 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
2.12
2.11
VFORX
VTTHX

Dividends

VFORX vs. VTTHX - Dividend Comparison

VFORX's dividend yield for the trailing twelve months is around 2.09%, less than VTTHX's 2.20% 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%
VTTHX
Vanguard Target Retirement 2035 Fund
2.20%2.47%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%1.91%

Drawdowns

VFORX vs. VTTHX - Drawdown Comparison

The maximum VFORX drawdown since its inception was -51.63%, roughly equal to the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for VFORX and VTTHX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.12%
-1.07%
VFORX
VTTHX

Volatility

VFORX vs. VTTHX - Volatility Comparison

Vanguard Target Retirement 2040 Fund (VFORX) has a higher volatility of 2.42% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 2.20%. This indicates that VFORX's price experiences larger fluctuations and is considered to be riskier than VTTHX 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
2.42%
2.20%
VFORX
VTTHX