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VMFVX vs. VTIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMFVX vs. VTIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) and Vanguard Target Retirement 2045 Fund (VTIVX). The values are adjusted to include any dividend payments, if applicable.

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VMFVX vs. VTIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
-1.26%7.57%10.59%16.49%-7.03%30.54%3.68%26.18%-11.90%12.27%
VTIVX
Vanguard Target Retirement 2045 Fund
-3.63%20.01%13.68%19.72%-17.38%16.16%16.31%24.94%-7.89%19.16%

Returns By Period

In the year-to-date period, VMFVX achieves a -1.26% return, which is significantly higher than VTIVX's -3.63% return. Both investments have delivered pretty close results over the past 10 years, with VMFVX having a 9.82% annualized return and VTIVX not far ahead at 10.04%.


VMFVX

1D
-0.21%
1M
-7.37%
YTD
-1.26%
6M
0.78%
1Y
10.31%
3Y*
10.10%
5Y*
7.00%
10Y*
9.82%

VTIVX

1D
-0.24%
1M
-7.90%
YTD
-3.63%
6M
-0.85%
1Y
16.12%
3Y*
13.91%
5Y*
7.66%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMFVX vs. VTIVX - Expense Ratio Comparison

Both VMFVX and VTIVX 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%.


Return for Risk

VMFVX vs. VTIVX — Risk / Return Rank

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

VMFVX
VMFVX Risk / Return Rank: 2222
Overall Rank
VMFVX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VMFVX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VMFVX Omega Ratio Rank: 2121
Omega Ratio Rank
VMFVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VMFVX Martin Ratio Rank: 2222
Martin Ratio Rank

VTIVX
VTIVX Risk / Return Rank: 7070
Overall Rank
VTIVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTIVX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VTIVX Omega Ratio Rank: 6969
Omega Ratio Rank
VTIVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VTIVX Martin Ratio Rank: 7373
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.

VMFVX vs. VTIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) and Vanguard Target Retirement 2045 Fund (VTIVX). 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.


VMFVXVTIVXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.20

-0.67

Sortino ratio

Return per unit of downside risk

0.88

1.72

-0.84

Omega ratio

Gain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratio

Return relative to maximum drawdown

0.61

1.50

-0.89

Martin ratio

Return relative to average drawdown

2.33

6.90

-4.57

VMFVX vs. VTIVX - Sharpe Ratio Comparison

The current VMFVX Sharpe Ratio is 0.52, which is lower than the VTIVX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VMFVX and VTIVX, 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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Sharpe Ratios by Period


VMFVXVTIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.20

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.57

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.68

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.51

-0.02

Correlation

The correlation between VMFVX and VTIVX is 0.85, 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.


Dividends

VMFVX vs. VTIVX - Dividend Comparison

VMFVX's dividend yield for the trailing twelve months is around 1.91%, less than VTIVX's 2.59% yield.


TTM20252024202320222021202020192018201720162015
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.91%1.88%1.81%1.58%2.04%1.81%2.48%1.94%2.01%1.56%1.42%1.73%
VTIVX
Vanguard Target Retirement 2045 Fund
2.59%2.50%2.36%2.27%2.75%15.40%1.90%2.23%2.52%0.04%2.47%3.29%

Drawdowns

VMFVX vs. VTIVX - Drawdown Comparison

The maximum VMFVX drawdown since its inception was -45.79%, smaller than the maximum VTIVX drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for VMFVX and VTIVX.


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Drawdown Indicators


VMFVXVTIVXDifference

Max Drawdown

Largest peak-to-trough decline

-45.79%

-51.69%

+5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-9.73%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.46%

-25.10%

+2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

-31.42%

-14.37%

Current Drawdown

Current decline from peak

-9.66%

-8.30%

-1.36%

Average Drawdown

Average peak-to-trough decline

-5.52%

-6.37%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.12%

+1.69%

Volatility

VMFVX vs. VTIVX - Volatility Comparison

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) has a higher volatility of 4.65% compared to Vanguard Target Retirement 2045 Fund (VTIVX) at 4.36%. This indicates that VMFVX's price experiences larger fluctuations and is considered to be riskier than VTIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMFVXVTIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.36%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

7.85%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

20.51%

13.55%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

13.41%

+6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

14.75%

+7.12%