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VTTHX vs. VGWLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VTTHX vs. VGWLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2035 Fund (VTTHX) and Vanguard Global Wellington Fund Investor Shares (VGWLX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.61%
2.57%
VTTHX
VGWLX

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

YTD

12.14%

1M

-1.23%

6M

5.61%

1Y

19.00%

5Y (annualized)

7.99%

10Y (annualized)

7.51%

VGWLX

YTD

7.99%

1M

-2.19%

6M

2.58%

1Y

13.44%

5Y (annualized)

7.07%

10Y (annualized)

N/A

Key characteristics


VTTHXVGWLX
Sharpe Ratio2.152.07
Sortino Ratio3.072.88
Omega Ratio1.411.38
Calmar Ratio2.283.80
Martin Ratio13.1411.94
Ulcer Index1.49%1.17%
Daily Std Dev9.09%6.76%
Max Drawdown-51.76%-25.28%
Current Drawdown-1.51%-2.19%

Compare stocks, funds, or ETFs

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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.


VGWLX
Vanguard Global Wellington Fund Investor Shares
Expense ratio chart for VGWLX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VTTHX: 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%

Correlation

-0.50.00.51.00.9

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.


Sharpe ratio
The chart of Sharpe ratio for VTTHX, currently valued at 2.15, compared to the broader market0.002.004.002.152.07
The chart of Sortino ratio for VTTHX, currently valued at 3.07, compared to the broader market0.005.0010.003.072.88
The chart of Omega ratio for VTTHX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.38
The chart of Calmar ratio for VTTHX, currently valued at 2.28, compared to the broader market0.005.0010.0015.0020.0025.002.283.80
The chart of Martin ratio for VTTHX, currently valued at 13.14, compared to the broader market0.0020.0040.0060.0080.00100.0013.1411.94
VTTHX
VGWLX

The current VTTHX Sharpe Ratio is 2.15, which is comparable to the VGWLX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VTTHX and VGWLX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.15
2.07
VTTHX
VGWLX

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.


TTM20232022202120202019201820172016201520142013
VTTHX
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%
VGWLX
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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-2.19%
VTTHX
VGWLX

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.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.33%
1.75%
VTTHX
VGWLX