VTTHX vs. VGWLX
Compare and contrast key facts about Vanguard Target Retirement 2035 Fund (VTTHX) and Vanguard Global Wellington Fund Investor Shares (VGWLX).
VTTHX is managed by Vanguard. It was launched on Oct 27, 2003. VGWLX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTTHX or VGWLX.
Performance
VTTHX vs. VGWLX - Performance Comparison
Returns By Period
In the year-to-date period, VTTHX achieves a 12.14% return, which is significantly higher than VGWLX's 7.99% return.
VTTHX
12.14%
-1.23%
5.61%
19.00%
7.99%
7.51%
VGWLX
7.99%
-2.19%
2.58%
13.44%
7.07%
N/A
Key characteristics
VTTHX | VGWLX | |
---|---|---|
Sharpe Ratio | 2.15 | 2.07 |
Sortino Ratio | 3.07 | 2.88 |
Omega Ratio | 1.41 | 1.38 |
Calmar Ratio | 2.28 | 3.80 |
Martin Ratio | 13.14 | 11.94 |
Ulcer Index | 1.49% | 1.17% |
Daily Std Dev | 9.09% | 6.76% |
Max Drawdown | -51.76% | -25.28% |
Current Drawdown | -1.51% | -2.19% |
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VTTHX vs. VGWLX - Expense Ratio Comparison
VTTHX has a 0.08% expense ratio, which is lower than VGWLX's 0.42% expense ratio.
Correlation
The correlation between VTTHX and VGWLX is 0.93, 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
VTTHX vs. VGWLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2035 Fund (VTTHX) and Vanguard Global Wellington Fund Investor Shares (VGWLX). 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
VTTHX vs. VGWLX - Dividend Comparison
VTTHX's dividend yield for the trailing twelve months is around 2.21%, less than VGWLX's 3.01% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard Global Wellington Fund Investor Shares | 3.01% | 2.50% | 1.92% | 1.67% | 1.54% | 1.83% | 2.31% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTTHX vs. VGWLX - Drawdown Comparison
The maximum VTTHX drawdown since its inception was -51.76%, which is greater than VGWLX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for VTTHX and VGWLX. For additional features, visit the drawdowns tool.
Volatility
VTTHX vs. VGWLX - Volatility Comparison
Vanguard Target Retirement 2035 Fund (VTTHX) has a higher volatility of 2.33% compared to Vanguard Global Wellington Fund Investor Shares (VGWLX) at 1.75%. This indicates that VTTHX's price experiences larger fluctuations and is considered to be riskier than VGWLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.