VSVNX vs. VFMO
Compare and contrast key facts about Vanguard Target Retirement 2070 Fund (VSVNX) and Vanguard U.S. Momentum Factor ETF (VFMO).
VSVNX is managed by Vanguard. It was launched on Jun 28, 2022. VFMO is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSVNX or VFMO.
Key characteristics
| VSVNX | VFMO | |
|---|---|---|
| YTD Return | 17.19% | 34.00% |
| 1Y Return | 29.51% | 57.12% |
| Sharpe Ratio | 2.60 | 2.90 |
| Sortino Ratio | 3.66 | 3.75 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 4.06 | 2.93 |
| Martin Ratio | 17.44 | 18.28 |
| Ulcer Index | 1.65% | 3.04% |
| Daily Std Dev | 11.05% | 19.17% |
| Max Drawdown | -15.39% | -36.77% |
| Current Drawdown | -0.22% | 0.00% |
Correlation
The correlation between VSVNX and VFMO is 0.79, 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
VSVNX vs. VFMO - Performance Comparison
In the year-to-date period, VSVNX achieves a 17.19% return, which is significantly lower than VFMO's 34.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VSVNX vs. VFMO - Expense Ratio Comparison
VSVNX has a 0.08% expense ratio, which is lower than VFMO's 0.13% 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%.
Risk-Adjusted Performance
VSVNX vs. VFMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2070 Fund (VSVNX) and Vanguard U.S. Momentum Factor ETF (VFMO). 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
VSVNX vs. VFMO - Dividend Comparison
VSVNX's dividend yield for the trailing twelve months is around 1.34%, more than VFMO's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VSVNX Vanguard Target Retirement 2070 Fund | 1.34% | 1.57% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMO Vanguard U.S. Momentum Factor ETF | 0.64% | 0.89% | 1.72% | 0.81% | 0.45% | 1.23% | 0.70% |
Drawdowns
VSVNX vs. VFMO - Drawdown Comparison
The maximum VSVNX drawdown since its inception was -15.39%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for VSVNX and VFMO. For additional features, visit the drawdowns tool.
Volatility
VSVNX vs. VFMO - Volatility Comparison
The current volatility for Vanguard Target Retirement 2070 Fund (VSVNX) is 2.93%, while Vanguard U.S. Momentum Factor ETF (VFMO) has a volatility of 5.40%. This indicates that VSVNX experiences smaller price fluctuations and is considered to be less risky than VFMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.