VTTSX vs. SPY
Compare and contrast key facts about Vanguard Target Retirement 2060 Fund (VTTSX) and SPDR S&P 500 ETF (SPY).
VTTSX is managed by Vanguard. It was launched on Jan 19, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTTSX or SPY.
Performance
VTTSX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VTTSX achieves a 14.55% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, VTTSX has underperformed SPY with an annualized return of 8.69%, while SPY has yielded a comparatively higher 13.04% annualized return.
VTTSX
14.55%
-1.47%
5.75%
22.61%
9.80%
8.69%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| VTTSX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.64 |
| Sortino Ratio | 2.88 | 3.53 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 2.83 | 3.81 |
| Martin Ratio | 13.15 | 17.21 |
| Ulcer Index | 1.71% | 1.86% |
| Daily Std Dev | 10.89% | 12.15% |
| Max Drawdown | -31.38% | -55.19% |
| Current Drawdown | -2.46% | -2.17% |
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VTTSX vs. SPY - Expense Ratio Comparison
VTTSX has a 0.08% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, 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 VTTSX and SPY is 0.96, 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
VTTSX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2060 Fund (VTTSX) and SPDR S&P 500 ETF (SPY). 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
VTTSX vs. SPY - Dividend Comparison
VTTSX's dividend yield for the trailing twelve months is around 1.87%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTTSX Vanguard Target Retirement 2060 Fund | 1.87% | 2.14% | 2.09% | 1.95% | 1.57% | 2.11% | 2.30% | 1.77% | 1.98% | 1.85% | 1.65% | 1.37% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VTTSX vs. SPY - Drawdown Comparison
The maximum VTTSX drawdown since its inception was -31.38%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VTTSX and SPY. For additional features, visit the drawdowns tool.
Volatility
VTTSX vs. SPY - Volatility Comparison
The current volatility for Vanguard Target Retirement 2060 Fund (VTTSX) is 2.93%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that VTTSX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.