VFTNX vs. SSDWX
VFTNX (Vanguard FTSE Social Index Fund Institutional Shares) and SSDWX (State Street Target Retirement 2060 Fund) are both mutual funds - VFTNX is a Large Cap Growth Equities fund tracking the FTSE4Good US Select Index, while SSDWX is a Target Retirement Date fund managed by State Street. Over the past 10 years, VFTNX returned 16.22%/yr vs 11.47%/yr for SSDWX. Their correlation of 0.91 suggests significant overlap in exposure. VFTNX charges 0.12%/yr vs 0.18%/yr for SSDWX.
Performance
VFTNX vs. SSDWX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VFTNX having a 11.69% return and SSDWX slightly higher at 12.02%. Over the past 10 years, VFTNX has outperformed SSDWX with an annualized return of 16.22%, while SSDWX has yielded a comparatively lower 11.47% annualized return.
VFTNX
- 1D
- 0.02%
- 1M
- 7.29%
- YTD
- 11.69%
- 6M
- 11.62%
- 1Y
- 29.37%
- 3Y*
- 23.29%
- 5Y*
- 13.86%
- 10Y*
- 16.22%
SSDWX
- 1D
- 0.45%
- 1M
- 4.96%
- YTD
- 12.02%
- 6M
- 12.84%
- 1Y
- 27.79%
- 3Y*
- 18.67%
- 5Y*
- 8.97%
- 10Y*
- 11.47%
VFTNX vs. SSDWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 11.69% | 17.32% | 26.01% | 31.77% | -24.20% | 27.76% | 22.62% | 33.96% | -3.41% | 24.19% |
SSDWX State Street Target Retirement 2060 Fund | 12.02% | 21.16% | 12.53% | 19.24% | -19.20% | 13.74% | 19.62% | 25.85% | -8.11% | 21.45% |
Correlation
The correlation between VFTNX and SSDWX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.91 |
The correlation between VFTNX and SSDWX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
VFTNX vs. SSDWX — Risk / Return Rank
VFTNX
SSDWX
VFTNX vs. SSDWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and State Street Target Retirement 2060 Fund (SSDWX). 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.
| VFTNX | SSDWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.48 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.17 | -0.61 |
| Martin ratioReturn relative to average drawdown | 10.87 | 13.47 | -2.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFTNX | SSDWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.51 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.63 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.77 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.70 | -0.31 |
Drawdowns
VFTNX vs. SSDWX - Drawdown Comparison
The maximum VFTNX drawdown since its inception was -64.04%, which is greater than SSDWX's maximum drawdown of -29.88%. Use the drawdown chart below to compare losses from any high point for VFTNX and SSDWX.
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Drawdown Indicators
| VFTNX | SSDWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.04% | -29.88% | -34.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -8.92% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -15.10% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -27.39% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -29.88% | -4.34% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -15.70% | -5.04% | -10.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.09% | +0.69% |
Volatility
VFTNX vs. SSDWX - Volatility Comparison
Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and State Street Target Retirement 2060 Fund (SSDWX) have volatilities of 3.26% and 3.43%, 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.
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Volatility by Period
| VFTNX | SSDWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 3.43% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 9.03% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 11.23% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 14.35% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 14.87% | +4.20% |
VFTNX vs. SSDWX - Expense Ratio Comparison
VFTNX has a 0.12% expense ratio, which is lower than SSDWX's 0.18% 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%.
Dividends
VFTNX vs. SSDWX - Dividend Comparison
VFTNX's dividend yield for the trailing twelve months is around 0.84%, less than SSDWX's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDWX State Street Target Retirement 2060 Fund | 4.00% | 4.48% | 4.11% | 2.73% | 4.23% | 4.05% | 2.02% | 3.26% | 6.40% | 2.88% | 2.71% | 3.23% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 0.84% | 0.90% | 1.01% | 1.12% | 1.37% | 0.95% | 1.23% | 1.46% | 1.81% | 1.49% | 1.82% | 1.60% |
Frequently Asked Questions
VFTNX and SSDWX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSDWX has higher volatility (3.43%) compared to VFTNX (3.26%). In terms of maximum drawdown, VFTNX dropped -64.04% vs SSDWX's -29.88%.
SSDWX currently has the higher Sharpe Ratio (2.51 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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