VTHRX vs. PTTRX
Compare and contrast key facts about Vanguard Target Retirement 2030 Fund (VTHRX) and PIMCO Total Return Fund Institutional Class (PTTRX).
VTHRX is managed by Vanguard. It was launched on Jun 7, 2006. PTTRX is managed by PIMCO.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTHRX or PTTRX.
Performance
VTHRX vs. PTTRX - Performance Comparison
Returns By Period
In the year-to-date period, VTHRX achieves a 10.50% return, which is significantly higher than PTTRX's 2.29% return. Over the past 10 years, VTHRX has outperformed PTTRX with an annualized return of 6.93%, while PTTRX has yielded a comparatively lower 0.96% annualized return.
VTHRX
10.50%
-1.48%
4.92%
17.57%
7.01%
6.93%
PTTRX
2.29%
-2.12%
2.85%
7.79%
-0.52%
0.96%
Key characteristics
| VTHRX | PTTRX | |
|---|---|---|
| Sharpe Ratio | 2.08 | 1.46 |
| Sortino Ratio | 2.99 | 2.14 |
| Omega Ratio | 1.40 | 1.26 |
| Calmar Ratio | 1.91 | 0.18 |
| Martin Ratio | 12.33 | 5.42 |
| Ulcer Index | 1.43% | 1.56% |
| Daily Std Dev | 8.50% | 5.79% |
| Max Drawdown | -49.57% | -90.27% |
| Current Drawdown | -1.78% | -42.34% |
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VTHRX vs. PTTRX - Expense Ratio Comparison
VTHRX has a 0.08% expense ratio, which is lower than PTTRX's 0.47% expense ratio.
Correlation
The correlation between VTHRX and PTTRX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
VTHRX vs. PTTRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and PIMCO Total Return Fund Institutional Class (PTTRX). 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
VTHRX vs. PTTRX - Dividend Comparison
VTHRX's dividend yield for the trailing twelve months is around 2.34%, less than PTTRX's 4.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHRX Vanguard Target Retirement 2030 Fund | 2.34% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
PTTRX PIMCO Total Return Fund Institutional Class | 4.41% | 3.82% | 4.41% | 2.35% | 2.53% | 3.79% | 3.12% | 2.63% | 3.04% | 3.06% | 4.17% | 2.50% |
Drawdowns
VTHRX vs. PTTRX - Drawdown Comparison
The maximum VTHRX drawdown since its inception was -49.57%, smaller than the maximum PTTRX drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for VTHRX and PTTRX. For additional features, visit the drawdowns tool.
Volatility
VTHRX vs. PTTRX - Volatility Comparison
Vanguard Target Retirement 2030 Fund (VTHRX) has a higher volatility of 2.11% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 1.60%. This indicates that VTHRX's price experiences larger fluctuations and is considered to be riskier than PTTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.