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

Correlation

The correlation between VTTVX and VTWO is 0.84, 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.


-0.50.00.51.00.8

Performance

VTTVX vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2025 Fund (VTTVX) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
184.37%
307.76%
VTTVX
VTWO

Key characteristics

Sharpe Ratio

VTTVX:

1.26

VTWO:

0.70

Sortino Ratio

VTTVX:

1.83

VTWO:

1.12

Omega Ratio

VTTVX:

1.27

VTWO:

1.13

Calmar Ratio

VTTVX:

1.97

VTWO:

0.77

Martin Ratio

VTTVX:

6.20

VTWO:

3.69

Ulcer Index

VTTVX:

1.78%

VTWO:

3.95%

Daily Std Dev

VTTVX:

8.75%

VTWO:

20.78%

Max Drawdown

VTTVX:

-46.03%

VTWO:

-41.19%

Current Drawdown

VTTVX:

-2.51%

VTWO:

-8.17%

Returns By Period

In the year-to-date period, VTTVX achieves a 9.51% return, which is significantly lower than VTWO's 12.03% return. Over the past 10 years, VTTVX has underperformed VTWO with an annualized return of 6.32%, while VTWO has yielded a comparatively higher 7.91% annualized return.


VTTVX

YTD

9.51%

1M

-0.49%

6M

4.19%

1Y

6.05%

5Y*

5.76%

10Y*

6.32%

VTWO

YTD

12.03%

1M

-5.06%

6M

11.62%

1Y

11.65%

5Y*

7.51%

10Y*

7.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTTVX vs. VTWO - Expense Ratio Comparison

VTTVX has a 0.08% expense ratio, which is lower than VTWO's 0.10% 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%.


VTWO
Vanguard Russell 2000 ETF
Expense ratio chart for VTWO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
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%

Risk-Adjusted Performance

VTTVX vs. VTWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2025 Fund (VTTVX) and Vanguard Russell 2000 ETF (VTWO). 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.


Sharpe ratio
The chart of Sharpe ratio for VTTVX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.260.70
The chart of Sortino ratio for VTTVX, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.001.831.12
The chart of Omega ratio for VTTVX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.13
The chart of Calmar ratio for VTTVX, currently valued at 1.97, compared to the broader market0.002.004.006.008.0010.0012.0014.001.970.77
The chart of Martin ratio for VTTVX, currently valued at 6.20, compared to the broader market0.0020.0040.0060.006.203.69
VTTVX
VTWO

The current VTTVX Sharpe Ratio is 1.26, which is higher than the VTWO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of VTTVX and VTWO, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.26
0.70
VTTVX
VTWO

Dividends

VTTVX vs. VTWO - Dividend Comparison

VTTVX's dividend yield for the trailing twelve months is around 2.50%, more than VTWO's 0.83% yield.


TTM20232022202120202019201820172016201520142013
VTTVX
Vanguard Target Retirement 2025 Fund
2.50%2.74%2.21%2.16%1.65%2.37%2.55%1.99%2.00%2.19%1.95%1.82%
VTWO
Vanguard Russell 2000 ETF
0.83%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%1.04%

Drawdowns

VTTVX vs. VTWO - Drawdown Comparison

The maximum VTTVX drawdown since its inception was -46.03%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for VTTVX and VTWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-8.17%
VTTVX
VTWO

Volatility

VTTVX vs. VTWO - Volatility Comparison

The current volatility for Vanguard Target Retirement 2025 Fund (VTTVX) is 2.11%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 6.17%. This indicates that VTTVX experiences smaller price fluctuations and is considered to be less risky than VTWO 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%JulyAugustSeptemberOctoberNovemberDecember
2.11%
6.17%
VTTVX
VTWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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