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VTINX vs. VTWNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTINX and VTWNX is 0.92, 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.


-0.50.00.51.00.9

Performance

VTINX vs. VTWNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement Income Fund (VTINX) and Vanguard Target Retirement 2020 Fund (VTWNX). The values are adjusted to include any dividend payments, if applicable.

140.00%150.00%160.00%170.00%180.00%190.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
147.89%
196.07%
VTINX
VTWNX

Key characteristics

Sharpe Ratio

VTINX:

1.54

VTWNX:

0.88

Sortino Ratio

VTINX:

2.22

VTWNX:

1.33

Omega Ratio

VTINX:

1.28

VTWNX:

1.25

Calmar Ratio

VTINX:

1.45

VTWNX:

1.31

Martin Ratio

VTINX:

8.50

VTWNX:

2.86

Ulcer Index

VTINX:

0.89%

VTWNX:

3.12%

Daily Std Dev

VTINX:

4.89%

VTWNX:

10.13%

Max Drawdown

VTINX:

-19.96%

VTWNX:

-42.16%

Current Drawdown

VTINX:

-2.01%

VTWNX:

-2.23%

Returns By Period

In the year-to-date period, VTINX achieves a 6.79% return, which is significantly lower than VTWNX's 7.73% return. Over the past 10 years, VTINX has underperformed VTWNX with an annualized return of 4.21%, while VTWNX has yielded a comparatively higher 5.58% annualized return.


VTINX

YTD

6.79%

1M

-0.22%

6M

3.35%

1Y

7.14%

5Y*

3.66%

10Y*

4.21%

VTWNX

YTD

7.73%

1M

-0.34%

6M

3.65%

1Y

2.04%

5Y*

4.84%

10Y*

5.58%

Compare stocks, funds, or ETFs

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


VTINX vs. VTWNX - Expense Ratio Comparison

Both VTINX and VTWNX 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%.


VTINX
Vanguard Target Retirement Income Fund
Expense ratio chart for VTINX: 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 VTWNX: 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

VTINX vs. VTWNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement Income Fund (VTINX) and Vanguard Target Retirement 2020 Fund (VTWNX). 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 VTINX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.540.88
The chart of Sortino ratio for VTINX, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.002.221.33
The chart of Omega ratio for VTINX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.25
The chart of Calmar ratio for VTINX, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.0014.001.451.31
The chart of Martin ratio for VTINX, currently valued at 8.50, compared to the broader market0.0020.0040.0060.008.502.86
VTINX
VTWNX

The current VTINX Sharpe Ratio is 1.54, which is higher than the VTWNX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VTINX and VTWNX, 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
1.54
0.88
VTINX
VTWNX

Dividends

VTINX vs. VTWNX - Dividend Comparison

VTINX's dividend yield for the trailing twelve months is around 3.28%, more than VTWNX's 2.73% yield.


TTM20232022202120202019201820172016201520142013
VTINX
Vanguard Target Retirement Income Fund
3.28%2.98%2.71%2.59%1.65%2.51%2.69%2.10%1.94%1.84%1.84%1.63%
VTWNX
Vanguard Target Retirement 2020 Fund
2.73%2.94%2.58%2.54%1.62%2.43%2.60%2.01%1.99%2.18%1.90%1.79%

Drawdowns

VTINX vs. VTWNX - Drawdown Comparison

The maximum VTINX drawdown since its inception was -19.96%, smaller than the maximum VTWNX drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for VTINX and VTWNX. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.01%
-2.23%
VTINX
VTWNX

Volatility

VTINX vs. VTWNX - Volatility Comparison

The current volatility for Vanguard Target Retirement Income Fund (VTINX) is 1.56%, while Vanguard Target Retirement 2020 Fund (VTWNX) has a volatility of 1.77%. This indicates that VTINX experiences smaller price fluctuations and is considered to be less risky than VTWNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.56%
1.77%
VTINX
VTWNX
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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.

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