VTTSX vs. VSMAX
Compare and contrast key facts about Vanguard Target Retirement 2060 Fund (VTTSX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
VTTSX is managed by Vanguard. It was launched on Jan 19, 2012. VSMAX 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: VTTSX or VSMAX.
Performance
VTTSX vs. VSMAX - Performance Comparison
Returns By Period
In the year-to-date period, VTTSX achieves a 14.55% return, which is significantly lower than VSMAX's 16.66% return. Over the past 10 years, VTTSX has underperformed VSMAX with an annualized return of 8.69%, while VSMAX has yielded a comparatively higher 9.53% annualized return.
VTTSX
14.55%
-1.47%
5.75%
22.61%
9.80%
8.69%
VSMAX
16.66%
1.66%
10.07%
31.72%
10.53%
9.53%
Key characteristics
| VTTSX | VSMAX | |
|---|---|---|
| Sharpe Ratio | 2.07 | 1.75 |
| Sortino Ratio | 2.88 | 2.48 |
| Omega Ratio | 1.38 | 1.30 |
| Calmar Ratio | 2.83 | 1.66 |
| Martin Ratio | 13.15 | 9.72 |
| Ulcer Index | 1.71% | 3.10% |
| Daily Std Dev | 10.89% | 17.16% |
| Max Drawdown | -31.38% | -59.68% |
| Current Drawdown | -2.46% | -3.83% |
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VTTSX vs. VSMAX - Expense Ratio Comparison
VTTSX has a 0.08% expense ratio, which is higher than VSMAX's 0.05% 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 VTTSX and VSMAX is 0.89, 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. VSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2060 Fund (VTTSX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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. VSMAX - Dividend Comparison
VTTSX's dividend yield for the trailing twelve months is around 1.87%, more than VSMAX's 1.34% 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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.34% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
VTTSX vs. VSMAX - Drawdown Comparison
The maximum VTTSX drawdown since its inception was -31.38%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for VTTSX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
VTTSX vs. VSMAX - Volatility Comparison
The current volatility for Vanguard Target Retirement 2060 Fund (VTTSX) is 2.93%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.74%. This indicates that VTTSX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.