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VLXVX vs. VTTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLXVX and VTTSX is 0.96, 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

VLXVX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2065 Fund (VLXVX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VLXVX:

0.78

VTTSX:

0.79

Sortino Ratio

VLXVX:

1.20

VTTSX:

1.20

Omega Ratio

VLXVX:

1.17

VTTSX:

1.17

Calmar Ratio

VLXVX:

0.84

VTTSX:

0.84

Martin Ratio

VLXVX:

3.71

VTTSX:

3.72

Ulcer Index

VLXVX:

3.29%

VTTSX:

3.29%

Daily Std Dev

VLXVX:

15.39%

VTTSX:

15.38%

Max Drawdown

VLXVX:

-31.42%

VTTSX:

-31.38%

Current Drawdown

VLXVX:

-0.48%

VTTSX:

-0.46%

Returns By Period

The year-to-date returns for both stocks are quite close, with VLXVX having a 4.52% return and VTTSX slightly lower at 4.51%.


VLXVX

YTD

4.52%

1M

9.33%

6M

2.69%

1Y

11.99%

5Y*

13.15%

10Y*

N/A

VTTSX

YTD

4.51%

1M

9.35%

6M

2.69%

1Y

12.01%

5Y*

12.34%

10Y*

8.14%

*Annualized

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VLXVX vs. VTTSX - Expense Ratio Comparison

Both VLXVX and VTTSX 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%.


Risk-Adjusted Performance

VLXVX vs. VTTSX — Risk-Adjusted Performance Rank

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

VLXVX
The Risk-Adjusted Performance Rank of VLXVX is 7575
Overall Rank
The Sharpe Ratio Rank of VLXVX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VLXVX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VLXVX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VLXVX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VLXVX is 7979
Martin Ratio Rank

VTTSX
The Risk-Adjusted Performance Rank of VTTSX is 7575
Overall Rank
The Sharpe Ratio Rank of VTTSX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTSX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VTTSX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VTTSX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VTTSX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VLXVX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2065 Fund (VLXVX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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.


The current VLXVX Sharpe Ratio is 0.78, which is comparable to the VTTSX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VLXVX and VTTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VLXVX vs. VTTSX - Dividend Comparison

VLXVX's dividend yield for the trailing twelve months is around 2.02%, less than VTTSX's 2.05% yield.


TTM20242023202220212020201920182017201620152014
VLXVX
Vanguard Target Retirement 2065 Fund
2.02%2.11%2.06%2.00%1.93%1.60%1.90%1.85%0.78%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
2.05%2.14%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%

Drawdowns

VLXVX vs. VTTSX - Drawdown Comparison

The maximum VLXVX drawdown since its inception was -31.42%, roughly equal to the maximum VTTSX drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for VLXVX and VTTSX. For additional features, visit the drawdowns tool.


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Volatility

VLXVX vs. VTTSX - Volatility Comparison

Vanguard Target Retirement 2065 Fund (VLXVX) and Vanguard Target Retirement 2060 Fund (VTTSX) have volatilities of 4.02% and 4.03%, 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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