VGWIX vs. IRTR
Compare and contrast key facts about Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Ishares Lifepath Retirement ETF (IRTR).
VGWIX is managed by Vanguard. It was launched on Nov 2, 2017. IRTR is an actively managed fund by iShares. It was launched on Oct 17, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGWIX or IRTR.
Key characteristics
| VGWIX | IRTR | |
|---|---|---|
| YTD Return | 7.56% | 9.16% |
| 1Y Return | 15.16% | 17.48% |
| Sharpe Ratio | 2.87 | 2.85 |
| Sortino Ratio | 4.27 | 4.32 |
| Omega Ratio | 1.56 | 1.55 |
| Calmar Ratio | 2.17 | 5.37 |
| Martin Ratio | 17.50 | 17.88 |
| Ulcer Index | 0.89% | 1.02% |
| Daily Std Dev | 5.43% | 6.35% |
| Max Drawdown | -17.74% | -3.38% |
| Current Drawdown | -1.60% | -0.74% |
Correlation
The correlation between VGWIX and IRTR is 0.91, 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.
Performance
VGWIX vs. IRTR - Performance Comparison
In the year-to-date period, VGWIX achieves a 7.56% return, which is significantly lower than IRTR's 9.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGWIX vs. IRTR - Expense Ratio Comparison
VGWIX has a 0.41% expense ratio, which is higher than IRTR's 0.08% expense ratio.
Risk-Adjusted Performance
VGWIX vs. IRTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Ishares Lifepath Retirement ETF (IRTR). 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.
Dividends
VGWIX vs. IRTR - Dividend Comparison
VGWIX's dividend yield for the trailing twelve months is around 3.62%, more than IRTR's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 3.62% | 3.03% | 1.41% | 2.27% | 1.89% | 2.16% | 2.74% | 0.28% |
IRTR Ishares Lifepath Retirement ETF | 2.99% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGWIX vs. IRTR - Drawdown Comparison
The maximum VGWIX drawdown since its inception was -17.74%, which is greater than IRTR's maximum drawdown of -3.38%. Use the drawdown chart below to compare losses from any high point for VGWIX and IRTR. For additional features, visit the drawdowns tool.
Volatility
VGWIX vs. IRTR - Volatility Comparison
The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 1.44%, while Ishares Lifepath Retirement ETF (IRTR) has a volatility of 1.63%. This indicates that VGWIX experiences smaller price fluctuations and is considered to be less risky than IRTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.