PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VTHRX vs. VTTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTHRX and VTTHX is 1.00, 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.


-0.50.00.51.01.0

Performance

VTHRX vs. VTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2030 Fund (VTHRX) and Vanguard Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

220.00%230.00%240.00%250.00%260.00%270.00%JulyAugustSeptemberOctoberNovemberDecember
239.31%
261.43%
VTHRX
VTTHX

Key characteristics

Sharpe Ratio

VTHRX:

1.45

VTTHX:

1.51

Sortino Ratio

VTHRX:

2.07

VTTHX:

2.13

Omega Ratio

VTHRX:

1.28

VTTHX:

1.28

Calmar Ratio

VTHRX:

2.33

VTTHX:

2.75

Martin Ratio

VTHRX:

8.42

VTTHX:

8.99

Ulcer Index

VTHRX:

1.48%

VTTHX:

1.54%

Daily Std Dev

VTHRX:

8.59%

VTTHX:

9.18%

Max Drawdown

VTHRX:

-49.57%

VTTHX:

-51.76%

Current Drawdown

VTHRX:

-2.79%

VTTHX:

-2.94%

Returns By Period

In the year-to-date period, VTHRX achieves a 10.75% return, which is significantly lower than VTTHX's 11.91% return. Over the past 10 years, VTHRX has underperformed VTTHX with an annualized return of 6.91%, while VTTHX has yielded a comparatively higher 7.49% annualized return.


VTHRX

YTD

10.75%

1M

-0.58%

6M

4.54%

1Y

8.76%

5Y*

6.56%

10Y*

6.91%

VTTHX

YTD

11.91%

1M

-0.64%

6M

4.82%

1Y

10.03%

5Y*

7.33%

10Y*

7.49%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTHRX vs. VTTHX - Expense Ratio Comparison

Both VTHRX and VTTHX 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%.


VTHRX
Vanguard Target Retirement 2030 Fund
Expense ratio chart for VTHRX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VTTHX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VTHRX vs. VTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for VTHRX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.451.51
The chart of Sortino ratio for VTHRX, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.002.072.13
The chart of Omega ratio for VTHRX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.28
The chart of Calmar ratio for VTHRX, currently valued at 2.33, compared to the broader market0.002.004.006.008.0010.0012.0014.002.332.75
The chart of Martin ratio for VTHRX, currently valued at 8.42, compared to the broader market0.0020.0040.0060.008.428.99
VTHRX
VTTHX

The current VTHRX Sharpe Ratio is 1.45, which is comparable to the VTTHX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VTHRX and VTTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
1.51
VTHRX
VTTHX

Dividends

VTHRX vs. VTTHX - Dividend Comparison

VTHRX's dividend yield for the trailing twelve months is around 2.34%, more than VTTHX's 2.21% yield.


TTM20232022202120202019201820172016201520142013
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%
VTTHX
Vanguard Target Retirement 2035 Fund
2.21%2.47%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%1.91%

Drawdowns

VTHRX vs. VTTHX - Drawdown Comparison

The maximum VTHRX drawdown since its inception was -49.57%, roughly equal to the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for VTHRX and VTTHX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.79%
-2.94%
VTHRX
VTTHX

Volatility

VTHRX vs. VTTHX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2030 Fund (VTHRX) is 2.40%, while Vanguard Target Retirement 2035 Fund (VTTHX) has a volatility of 2.59%. This indicates that VTHRX experiences smaller price fluctuations and is considered to be less risky than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.40%
2.59%
VTHRX
VTTHX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab