VTWNX vs. EWL

In the year-to-date period, VTWNX achieves a 1.44% return, which is significantly lower than EWL's 15.40% return. Over the past 10 years, VTWNX has underperformed EWL with an annualized return of 1.96%, while EWL has yielded a comparatively higher 6.64% annualized return.

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VTWNX has a 0.08% expense ratio, which is lower than EWL's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and iShares MSCI Switzerland ETF (EWL). 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 current VTWNX Sharpe Ratio is 1.25, which is comparable to the EWL Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of VTWNX and EWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VTWNX's dividend yield for the trailing twelve months is around 3.14%, more than EWL's 1.92% yield.

The maximum VTWNX drawdown since its inception was -42.16%, smaller than the maximum EWL drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for VTWNX and EWL. For additional features, visit the drawdowns tool.

The current volatility for Vanguard Target Retirement 2020 Fund (VTWNX) is 4.25%, while iShares MSCI Switzerland ETF (EWL) has a volatility of 9.65%. This indicates that VTWNX experiences smaller price fluctuations and is considered to be less risky than EWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.