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VTTVX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTTVXVTSAX
YTD Return10.97%26.64%
1Y Return19.74%38.74%
3Y Return (Ann)2.31%8.84%
5Y Return (Ann)6.63%15.44%
10Y Return (Ann)6.55%12.93%
Sharpe Ratio2.323.22
Sortino Ratio3.384.27
Omega Ratio1.521.60
Calmar Ratio1.894.77
Martin Ratio11.8020.94
Ulcer Index1.74%1.95%
Daily Std Dev8.82%12.64%
Max Drawdown-46.03%-55.34%
Current Drawdown-0.10%0.00%

Correlation

-0.50.00.51.01.0

The correlation between VTTVX and VTSAX 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.

Performance

VTTVX vs. VTSAX - Performance Comparison

In the year-to-date period, VTTVX achieves a 10.97% return, which is significantly lower than VTSAX's 26.64% return. Over the past 10 years, VTTVX has underperformed VTSAX with an annualized return of 6.55%, while VTSAX has yielded a comparatively higher 12.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.36%
16.04%
VTTVX
VTSAX

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VTTVX vs. VTSAX - Expense Ratio Comparison

VTTVX has a 0.08% expense ratio, which is higher than VTSAX's 0.04% 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%.


VTTVX
Vanguard Target Retirement 2025 Fund
Expense ratio chart for VTTVX: 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%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VTTVX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2025 Fund (VTTVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


VTTVX
Sharpe ratio
The chart of Sharpe ratio for VTTVX, currently valued at 2.32, compared to the broader market0.002.004.002.32
Sortino ratio
The chart of Sortino ratio for VTTVX, currently valued at 3.38, compared to the broader market0.005.0010.003.38
Omega ratio
The chart of Omega ratio for VTTVX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for VTTVX, currently valued at 1.89, compared to the broader market0.005.0010.0015.0020.001.89
Martin ratio
The chart of Martin ratio for VTTVX, currently valued at 11.80, compared to the broader market0.0020.0040.0060.0080.00100.0011.80
VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 3.22, compared to the broader market0.002.004.003.22
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 4.27, compared to the broader market0.005.0010.004.27
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.60, compared to the broader market1.002.003.004.001.60
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 4.77, compared to the broader market0.005.0010.0015.0020.004.77
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 20.94, compared to the broader market0.0020.0040.0060.0080.00100.0020.94

VTTVX vs. VTSAX - Sharpe Ratio Comparison

The current VTTVX Sharpe Ratio is 2.32, which is comparable to the VTSAX Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of VTTVX and VTSAX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.32
3.22
VTTVX
VTSAX

Dividends

VTTVX vs. VTSAX - Dividend Comparison

VTTVX's dividend yield for the trailing twelve months is around 2.47%, more than VTSAX's 1.25% yield.


TTM20232022202120202019201820172016201520142013
VTTVX
Vanguard Target Retirement 2025 Fund
2.47%2.74%2.21%2.16%1.65%2.37%2.55%1.99%2.00%2.19%1.95%1.82%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.25%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VTTVX vs. VTSAX - Drawdown Comparison

The maximum VTTVX drawdown since its inception was -46.03%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VTTVX and VTSAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.10%
0
VTTVX
VTSAX

Volatility

VTTVX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2025 Fund (VTTVX) is 1.71%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.03%. This indicates that VTTVX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.71%
4.03%
VTTVX
VTSAX