VTIVX vs. VTSAX
Compare and contrast key facts about Vanguard Target Retirement 2045 Fund (VTIVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTIVX is managed by Vanguard. It was launched on Oct 27, 2003. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIVX or VTSAX.
Performance
VTIVX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VTIVX achieves a 15.64% return, which is significantly lower than VTSAX's 26.28% return. Over the past 10 years, VTIVX has underperformed VTSAX with an annualized return of 8.62%, while VTSAX has yielded a comparatively higher 12.73% annualized return.
VTIVX
15.64%
1.21%
7.61%
22.08%
9.89%
8.62%
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| VTIVX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.68 |
| Sortino Ratio | 3.09 | 3.57 |
| Omega Ratio | 1.41 | 1.49 |
| Calmar Ratio | 3.06 | 3.93 |
| Martin Ratio | 14.39 | 17.10 |
| Ulcer Index | 1.54% | 1.97% |
| Daily Std Dev | 9.91% | 12.56% |
| Max Drawdown | -51.69% | -55.34% |
| Current Drawdown | -0.87% | -0.28% |
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VTIVX vs. VTSAX - Expense Ratio Comparison
VTIVX has a 0.08% expense ratio, which is higher than VTSAX's 0.04% 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%.
Correlation
The correlation between VTIVX and VTSAX 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.
Risk-Adjusted Performance
VTIVX vs. VTSAX - 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 Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
VTIVX's dividend yield for the trailing twelve months is around 1.97%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIVX Vanguard Target Retirement 2045 Fund | 1.97% | 2.28% | 2.13% | 2.22% | 1.60% | 2.23% | 2.39% | 1.90% | 1.99% | 2.17% | 2.05% | 1.88% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VTIVX vs. VTSAX - Drawdown Comparison
The maximum VTIVX drawdown since its inception was -51.69%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VTIVX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VTIVX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Target Retirement 2045 Fund (VTIVX) is 2.66%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.18%. This indicates that VTIVX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.