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VFTNX vs. SSDWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFTNX vs. SSDWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and State Street Target Retirement 2060 Fund (SSDWX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFTNX vs. SSDWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFTNX
VFTNX Risk / Return Rank: 5454
Overall Rank
VFTNX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VFTNX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VFTNX Omega Ratio Rank: 5555
Omega Ratio Rank
VFTNX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VFTNX Martin Ratio Rank: 5454
Martin Ratio Rank

SSDWX
SSDWX Risk / Return Rank: 7171
Overall Rank
SSDWX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SSDWX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SSDWX Omega Ratio Rank: 7272
Omega Ratio Rank
SSDWX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSDWX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


VFTNXSSDWXDifference
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

VFTNX vs. SSDWX - Sharpe Ratio Comparison

The current VFTNX Sharpe Ratio is 2.28, which is comparable to the SSDWX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of VFTNX and SSDWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFTNXSSDWXDifference

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


VFTNXSSDWXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-15.70%

-5.04%

-10.66%

Ulcer Index

Depth 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


VFTNXSSDWXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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