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VTHRX vs. VBTLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTHRX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2030 Fund (VTHRX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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VTHRX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTHRX
Vanguard Target Retirement 2030 Fund
-2.79%16.25%10.43%16.24%-16.28%11.37%14.11%21.08%-5.85%15.24%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.49%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Returns By Period

In the year-to-date period, VTHRX achieves a -2.79% return, which is significantly lower than VBTLX's -0.49% return. Over the past 10 years, VTHRX has outperformed VBTLX with an annualized return of 8.00%, while VBTLX has yielded a comparatively lower 1.60% annualized return.


VTHRX

1D
-0.05%
1M
-6.35%
YTD
-2.79%
6M
-0.54%
1Y
12.77%
3Y*
11.14%
5Y*
5.70%
10Y*
8.00%

VBTLX

1D
0.52%
1M
-2.23%
YTD
-0.49%
6M
0.50%
1Y
3.77%
3Y*
3.44%
5Y*
0.23%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTHRX vs. VBTLX - Expense Ratio Comparison

VTHRX has a 0.08% expense ratio, which is higher than VBTLX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTHRX vs. VBTLX — Risk / Return Rank

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

VTHRX
VTHRX Risk / Return Rank: 7474
Overall Rank
VTHRX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTHRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTHRX Omega Ratio Rank: 7272
Omega Ratio Rank
VTHRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTHRX Martin Ratio Rank: 7676
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 5656
Overall Rank
VBTLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 4040
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 5252
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.

VTHRX vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VTHRXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.00

+0.29

Sortino ratio

Return per unit of downside risk

1.84

1.44

+0.39

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

1.64

1.78

-0.14

Martin ratio

Return relative to average drawdown

7.24

5.08

+2.16

VTHRX vs. VBTLX - Sharpe Ratio Comparison

The current VTHRX Sharpe Ratio is 1.28, which is comparable to the VBTLX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VTHRX and VBTLX, 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


VTHRXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.00

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.04

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.32

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.76

-0.29

Correlation

The correlation between VTHRX and VBTLX is -0.10. 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.


Dividends

VTHRX vs. VBTLX - Dividend Comparison

VTHRX's dividend yield for the trailing twelve months is around 4.15%, more than VBTLX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
VTHRX
Vanguard Target Retirement 2030 Fund
4.15%4.03%3.63%2.59%2.53%17.56%2.56%2.38%2.71%0.06%2.38%3.72%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%

Drawdowns

VTHRX vs. VBTLX - Drawdown Comparison

The maximum VTHRX drawdown since its inception was -49.57%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VTHRX and VBTLX.


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Drawdown Indicators


VTHRXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-49.57%

-18.81%

-30.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-2.73%

-4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-18.14%

-4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.86%

-18.81%

-6.05%

Current Drawdown

Current decline from peak

-6.56%

-3.06%

-3.50%

Average Drawdown

Average peak-to-trough decline

-6.23%

-2.67%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.96%

+0.69%

Volatility

VTHRX vs. VBTLX - Volatility Comparison

Vanguard Target Retirement 2030 Fund (VTHRX) has a higher volatility of 3.50% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.55%. This indicates that VTHRX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTHRXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

1.55%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

2.59%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

4.37%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.30%

5.98%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.22%

4.97%

+6.25%