VTIVX vs. VTTSX
Compare and contrast key facts about Vanguard Target Retirement 2045 Fund (VTIVX) and Vanguard Target Retirement 2060 Fund (VTTSX).
VTIVX is managed by Vanguard. It was launched on Oct 27, 2003. VTTSX is managed by Vanguard. It was launched on Jan 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIVX or VTTSX.
Performance
VTIVX vs. VTTSX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VTIVX having a 14.82% return and VTTSX slightly higher at 15.40%. Both investments have delivered pretty close results over the past 10 years, with VTIVX having a 8.58% annualized return and VTTSX not far ahead at 8.72%.
VTIVX
14.82%
-0.49%
6.73%
21.54%
9.74%
8.58%
VTTSX
15.40%
-0.56%
6.92%
22.51%
10.06%
8.72%
Key characteristics
| VTIVX | VTTSX | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.03 |
| Sortino Ratio | 2.98 | 2.84 |
| Omega Ratio | 1.39 | 1.37 |
| Calmar Ratio | 2.82 | 3.08 |
| Martin Ratio | 13.84 | 12.84 |
| Ulcer Index | 1.53% | 1.72% |
| Daily Std Dev | 9.91% | 10.88% |
| Max Drawdown | -51.69% | -31.38% |
| Current Drawdown | -1.58% | -1.73% |
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VTIVX vs. VTTSX - Expense Ratio Comparison
Both VTIVX and VTTSX 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%.
Correlation
The correlation between VTIVX and VTTSX 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.
Risk-Adjusted Performance
VTIVX vs. VTTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2045 Fund (VTIVX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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. VTTSX - Dividend Comparison
VTIVX's dividend yield for the trailing twelve months is around 1.99%, more than VTTSX's 1.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIVX Vanguard Target Retirement 2045 Fund | 1.99% | 2.28% | 2.13% | 2.22% | 1.60% | 2.23% | 2.39% | 1.90% | 1.99% | 2.17% | 2.05% | 1.88% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.85% | 2.14% | 2.09% | 1.95% | 1.57% | 2.11% | 2.30% | 1.77% | 1.98% | 1.85% | 1.65% | 1.37% |
Drawdowns
VTIVX vs. VTTSX - Drawdown Comparison
The maximum VTIVX drawdown since its inception was -51.69%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for VTIVX and VTTSX. For additional features, visit the drawdowns tool.
Volatility
VTIVX vs. VTTSX - Volatility Comparison
The current volatility for Vanguard Target Retirement 2045 Fund (VTIVX) is 2.74%, while Vanguard Target Retirement 2060 Fund (VTTSX) has a volatility of 2.91%. This indicates that VTIVX experiences smaller price fluctuations and is considered to be less risky than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.