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VTTSX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTTSX and VTI 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VTTSX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2060 Fund (VTTSX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
232.39%
422.31%
VTTSX
VTI

Key characteristics

Sharpe Ratio

VTTSX:

0.86

VTI:

0.68

Sortino Ratio

VTTSX:

1.28

VTI:

1.08

Omega Ratio

VTTSX:

1.18

VTI:

1.16

Calmar Ratio

VTTSX:

0.91

VTI:

0.71

Martin Ratio

VTTSX:

4.05

VTI:

2.77

Ulcer Index

VTTSX:

3.25%

VTI:

4.94%

Daily Std Dev

VTTSX:

15.32%

VTI:

20.02%

Max Drawdown

VTTSX:

-31.38%

VTI:

-55.45%

Current Drawdown

VTTSX:

-2.86%

VTI:

-7.70%

Returns By Period

In the year-to-date period, VTTSX achieves a 1.99% return, which is significantly higher than VTI's -3.46% return. Over the past 10 years, VTTSX has underperformed VTI with an annualized return of 8.08%, while VTI has yielded a comparatively higher 11.88% annualized return.


VTTSX

YTD

1.99%

1M

1.67%

6M

2.45%

1Y

12.04%

5Y*

11.88%

10Y*

8.08%

VTI

YTD

-3.46%

1M

0.31%

6M

-0.55%

1Y

12.77%

5Y*

16.24%

10Y*

11.88%

*Annualized

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VTTSX vs. VTI - Expense Ratio Comparison

VTTSX has a 0.08% expense ratio, which is higher than VTI's 0.03% 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%.


Expense ratio chart for VTTSX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTTSX: 0.08%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

VTTSX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTTSX
The Risk-Adjusted Performance Rank of VTTSX is 7777
Overall Rank
The Sharpe Ratio Rank of VTTSX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTSX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VTTSX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VTTSX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VTTSX is 8080
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7070
Overall Rank
The Sharpe Ratio Rank of VTI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTTSX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2060 Fund (VTTSX) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for VTTSX, currently valued at 0.86, compared to the broader market-2.00-1.000.001.002.003.00
VTTSX: 0.86
VTI: 0.68
The chart of Sortino ratio for VTTSX, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.00
VTTSX: 1.28
VTI: 1.08
The chart of Omega ratio for VTTSX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
VTTSX: 1.18
VTI: 1.16
The chart of Calmar ratio for VTTSX, currently valued at 0.91, compared to the broader market0.002.004.006.008.00
VTTSX: 0.91
VTI: 0.71
The chart of Martin ratio for VTTSX, currently valued at 4.04, compared to the broader market0.0010.0020.0030.0040.00
VTTSX: 4.05
VTI: 2.77

The current VTTSX Sharpe Ratio is 0.86, which is comparable to the VTI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of VTTSX and VTI, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.86
0.68
VTTSX
VTI

Dividends

VTTSX vs. VTI - Dividend Comparison

VTTSX's dividend yield for the trailing twelve months is around 2.10%, more than VTI's 1.34% yield.


TTM20242023202220212020201920182017201620152014
VTTSX
Vanguard Target Retirement 2060 Fund
2.10%2.14%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%
VTI
Vanguard Total Stock Market ETF
1.34%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VTTSX vs. VTI - Drawdown Comparison

The maximum VTTSX drawdown since its inception was -31.38%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTTSX and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.86%
-7.70%
VTTSX
VTI

Volatility

VTTSX vs. VTI - Volatility Comparison

The current volatility for Vanguard Target Retirement 2060 Fund (VTTSX) is 10.78%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.77%. This indicates that VTTSX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.78%
14.77%
VTTSX
VTI