VSVNX vs. VTIVX
Compare and contrast key facts about Vanguard Target Retirement 2070 Fund (VSVNX) and Vanguard Target Retirement 2045 Fund (VTIVX).
VSVNX is managed by Vanguard. It was launched on Jun 28, 2022. VTIVX is managed by Vanguard. It was launched on Oct 27, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSVNX or VTIVX.
Key characteristics
| VSVNX | VTIVX | |
|---|---|---|
| YTD Return | 17.19% | 16.50% |
| 1Y Return | 29.51% | 28.26% |
| Sharpe Ratio | 2.60 | 2.72 |
| Sortino Ratio | 3.66 | 3.80 |
| Omega Ratio | 1.48 | 1.51 |
| Calmar Ratio | 4.06 | 2.48 |
| Martin Ratio | 17.44 | 18.20 |
| Ulcer Index | 1.65% | 1.51% |
| Daily Std Dev | 11.05% | 10.09% |
| Max Drawdown | -15.39% | -51.69% |
| Current Drawdown | -0.22% | -0.13% |
Correlation
The correlation between VSVNX and VTIVX 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
VSVNX vs. VTIVX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VSVNX having a 17.19% return and VTIVX slightly lower at 16.50%. 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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VSVNX vs. VTIVX - Expense Ratio Comparison
Both VSVNX 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%.
Risk-Adjusted Performance
VSVNX vs. VTIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2070 Fund (VSVNX) 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.
Dividends
VSVNX vs. VTIVX - Dividend Comparison
VSVNX's dividend yield for the trailing twelve months is around 1.34%, less than VTIVX's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSVNX Vanguard Target Retirement 2070 Fund | 1.34% | 1.57% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIVX Vanguard Target Retirement 2045 Fund | 1.96% | 2.28% | 2.13% | 2.22% | 1.60% | 2.23% | 2.39% | 1.90% | 1.99% | 2.17% | 2.05% | 1.88% |
Drawdowns
VSVNX vs. VTIVX - Drawdown Comparison
The maximum VSVNX drawdown since its inception was -15.39%, smaller than the maximum VTIVX drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for VSVNX and VTIVX. For additional features, visit the drawdowns tool.
Volatility
VSVNX vs. VTIVX - Volatility Comparison
Vanguard Target Retirement 2070 Fund (VSVNX) has a higher volatility of 2.93% compared to Vanguard Target Retirement 2045 Fund (VTIVX) at 2.75%. This indicates that VSVNX'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.