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VTWNX vs. AAATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTWNX vs. AAATX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2020 Fund (VTWNX) and American Funds 2010 Target Date Retirement Fund (AAATX). The values are adjusted to include any dividend payments, if applicable.

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VTWNX vs. AAATX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTWNX
Vanguard Target Retirement 2020 Fund
-1.57%12.17%7.57%12.71%-14.17%8.15%12.05%17.64%-4.23%11.83%
AAATX
American Funds 2010 Target Date Retirement Fund
-0.82%12.73%7.83%8.44%-9.50%9.02%8.84%13.51%-2.85%9.97%

Returns By Period

In the year-to-date period, VTWNX achieves a -1.57% return, which is significantly lower than AAATX's -0.82% return. Over the past 10 years, VTWNX has outperformed AAATX with an annualized return of 6.31%, while AAATX has yielded a comparatively lower 5.90% annualized return.


VTWNX

1D
0.11%
1M
-4.29%
YTD
-1.57%
6M
0.06%
1Y
9.17%
3Y*
8.51%
5Y*
4.17%
10Y*
6.31%

AAATX

1D
0.25%
1M
-4.18%
YTD
-0.82%
6M
1.09%
1Y
8.90%
3Y*
8.45%
5Y*
4.80%
10Y*
5.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTWNX vs. AAATX - Expense Ratio Comparison

VTWNX has a 0.08% expense ratio, which is lower than AAATX's 0.34% expense ratio.


Return for Risk

VTWNX vs. AAATX — Risk / Return Rank

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

VTWNX
VTWNX Risk / Return Rank: 8282
Overall Rank
VTWNX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTWNX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VTWNX Omega Ratio Rank: 7979
Omega Ratio Rank
VTWNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VTWNX Martin Ratio Rank: 8282
Martin Ratio Rank

AAATX
AAATX Risk / Return Rank: 8282
Overall Rank
AAATX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AAATX Sortino Ratio Rank: 8282
Sortino Ratio Rank
AAATX Omega Ratio Rank: 8282
Omega Ratio Rank
AAATX Calmar Ratio Rank: 8282
Calmar Ratio Rank
AAATX Martin Ratio Rank: 8282
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.

VTWNX vs. AAATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and American Funds 2010 Target Date Retirement Fund (AAATX). 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.


VTWNXAAATXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.53

-0.05

Sortino ratio

Return per unit of downside risk

2.11

2.09

+0.02

Omega ratio

Gain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratio

Return relative to maximum drawdown

1.98

1.99

0.00

Martin ratio

Return relative to average drawdown

8.25

8.10

+0.15

VTWNX vs. AAATX - Sharpe Ratio Comparison

The current VTWNX Sharpe Ratio is 1.48, which is comparable to the AAATX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of VTWNX and AAATX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTWNXAAATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.53

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.74

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.89

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.54

-0.02

Correlation

The correlation between VTWNX and AAATX 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.


Dividends

VTWNX vs. AAATX - Dividend Comparison

VTWNX's dividend yield for the trailing twelve months is around 8.33%, more than AAATX's 6.90% yield.


TTM20252024202320222021202020192018201720162015
VTWNX
Vanguard Target Retirement 2020 Fund
8.33%8.20%9.35%6.20%4.99%19.57%6.28%3.54%4.94%0.73%2.74%4.15%
AAATX
American Funds 2010 Target Date Retirement Fund
6.90%6.84%5.16%3.53%3.41%3.78%3.72%3.48%3.79%2.51%2.67%4.60%

Drawdowns

VTWNX vs. AAATX - Drawdown Comparison

The maximum VTWNX drawdown since its inception was -42.16%, roughly equal to the maximum AAATX drawdown of -40.44%. Use the drawdown chart below to compare losses from any high point for VTWNX and AAATX.


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Drawdown Indicators


VTWNXAAATXDifference

Max Drawdown

Largest peak-to-trough decline

-42.16%

-40.44%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-4.52%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-14.99%

-4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

-15.13%

-4.25%

Current Drawdown

Current decline from peak

-4.32%

-4.18%

-0.14%

Average Drawdown

Average peak-to-trough decline

-4.83%

-4.38%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.11%

-0.03%

Volatility

VTWNX vs. AAATX - Volatility Comparison

Vanguard Target Retirement 2020 Fund (VTWNX) has a higher volatility of 2.40% compared to American Funds 2010 Target Date Retirement Fund (AAATX) at 2.12%. This indicates that VTWNX's price experiences larger fluctuations and is considered to be riskier than AAATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTWNXAAATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

2.12%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

3.53%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

6.10%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

6.50%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.26%

6.66%

+1.60%