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VTTVX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTTVX vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2025 Fund (VTTVX) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTTVX achieves a 5.56% return, which is significantly higher than IBIT's -27.41% return.


VTTVX

1D
1.40%
1M
0.24%
YTD
5.56%
6M
6.18%
1Y
14.33%
3Y*
12.18%
5Y*
5.66%
10Y*
7.98%

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTTVX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
VTTVX
Vanguard Target Retirement 2025 Fund
5.56%14.63%10.19%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between VTTVX and IBIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.39

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Return for Risk

VTTVX vs. IBIT — Risk / Return Rank

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

VTTVX
VTTVX Risk / Return Rank: 7575
Overall Rank
VTTVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7575
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7878
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTTVX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2025 Fund (VTTVX) and iShares Bitcoin Trust ETF (IBIT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTTVXIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.97

Sortino ratioReturn per unit of downside risk

+4.21

Omega ratioGain probability vs. loss probability

1.39

0.85

+0.53

Calmar ratioReturn relative to maximum drawdown

2.66

-0.78

+3.44

Martin ratioReturn relative to average drawdown

11.38

-1.37

+12.75

VTTVX vs. IBIT - Sharpe Ratio Comparison

The current VTTVX Sharpe Ratio is 2.05, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of VTTVX and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTTVX vs. IBIT - Drawdown Comparison

The maximum VTTVX drawdown since its inception was -46.03%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VTTVX and IBIT.


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Drawdown Indicators


VTTVXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-46.03%

-52.11%

+6.08%

Max Drawdown (1Y)

Largest decline over 1 year

-5.57%

-52.11%

+46.54%

Max Drawdown (3Y)

Largest decline over 3 years

-7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

Max Drawdown (10Y)

Largest decline over 10 years

-22.51%

Current Drawdown

Current decline from peak

-1.17%

-49.45%

+48.28%

Average Drawdown

Average peak-to-trough decline

-5.05%

-16.53%

+11.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

29.64%

-28.34%

Volatility

VTTVX vs. IBIT - Volatility Comparison

The current volatility for Vanguard Target Retirement 2025 Fund (VTTVX) is 3.03%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that VTTVX experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTTVXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

12.07%

-9.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.01%

34.45%

-28.44%

Volatility (1Y)

Calculated over the trailing 1-year period

7.23%

44.10%

-36.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

50.26%

-41.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

50.26%

-40.30%

VTTVX vs. IBIT - Expense Ratio Comparison

VTTVX has a 0.08% expense ratio, which is lower than IBIT's 0.25% 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%.


Dividends

VTTVX vs. IBIT - Dividend Comparison

VTTVX's dividend yield for the trailing twelve months is around 7.00%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTTVX
Vanguard Target Retirement 2025 Fund
7.00%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

Frequently Asked Questions


VTTVX and IBIT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to VTTVX (3.03%). In terms of maximum drawdown, VTTVX dropped -46.03% vs IBIT's -52.11%.

VTTVX currently has the higher Sharpe Ratio (2.05 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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