VTIVX vs. VTI
Compare and contrast key facts about Vanguard Target Retirement 2045 Fund (VTIVX) and Vanguard Total Stock Market ETF (VTI).
VTIVX is managed by Vanguard. It was launched on Oct 27, 2003. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIVX or VTI.
Key characteristics
| VTIVX | VTI | |
|---|---|---|
| YTD Return | 15.38% | 26.15% |
| 1Y Return | 23.24% | 35.28% |
| 3Y Return (Ann) | 4.24% | 8.67% |
| 5Y Return (Ann) | 9.78% | 15.15% |
| 10Y Return (Ann) | 8.74% | 12.89% |
| Sharpe Ratio | 2.57 | 3.04 |
| Sortino Ratio | 3.59 | 4.05 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 3.09 | 4.47 |
| Martin Ratio | 17.09 | 19.73 |
| Ulcer Index | 1.51% | 1.94% |
| Daily Std Dev | 10.08% | 12.58% |
| Max Drawdown | -51.69% | -55.45% |
| Current Drawdown | -1.09% | -0.44% |
Correlation
The correlation between VTIVX and VTI is 0.97, 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
VTIVX vs. VTI - Performance Comparison
In the year-to-date period, VTIVX achieves a 15.38% return, which is significantly lower than VTI's 26.15% return. Over the past 10 years, VTIVX has underperformed VTI with an annualized return of 8.74%, while VTI has yielded a comparatively higher 12.89% annualized return. 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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VTIVX vs. VTI - Expense Ratio Comparison
VTIVX has a 0.08% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
VTIVX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2045 Fund (VTIVX) and Vanguard Total Stock Market ETF (VTI). 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
VTIVX vs. VTI - Dividend Comparison
VTIVX's dividend yield for the trailing twelve months is around 1.98%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIVX Vanguard Target Retirement 2045 Fund | 1.98% | 2.28% | 2.13% | 2.22% | 1.60% | 2.23% | 2.39% | 1.90% | 1.99% | 2.17% | 2.05% | 1.88% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VTIVX vs. VTI - Drawdown Comparison
The maximum VTIVX drawdown since its inception was -51.69%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTIVX and VTI. For additional features, visit the drawdowns tool.
Volatility
VTIVX vs. VTI - Volatility Comparison
The current volatility for Vanguard Target Retirement 2045 Fund (VTIVX) is 2.67%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that VTIVX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.