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VTWNX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTWNXVDIGX
YTD Return8.88%12.90%
1Y Return17.22%22.44%
3Y Return (Ann)1.52%6.32%
5Y Return (Ann)5.54%11.15%
10Y Return (Ann)5.77%11.04%
Sharpe Ratio1.612.46
Sortino Ratio2.363.37
Omega Ratio1.471.44
Calmar Ratio1.533.93
Martin Ratio5.3213.70
Ulcer Index3.10%1.58%
Daily Std Dev10.23%8.79%
Max Drawdown-42.16%-45.23%
Current Drawdown-0.44%-2.30%

Correlation

-0.50.00.51.00.9

The correlation between VTWNX and VDIGX is 0.88, 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

VTWNX vs. VDIGX - Performance Comparison

In the year-to-date period, VTWNX achieves a 8.88% return, which is significantly lower than VDIGX's 12.90% return. Over the past 10 years, VTWNX has underperformed VDIGX with an annualized return of 5.77%, while VDIGX has yielded a comparatively higher 11.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.47%
7.34%
VTWNX
VDIGX

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VTWNX vs. VDIGX - Expense Ratio Comparison

VTWNX has a 0.08% expense ratio, which is lower than VDIGX's 0.27% 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%.


VDIGX
Vanguard Dividend Growth Fund
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VTWNX: 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

VTWNX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and Vanguard Dividend Growth Fund (VDIGX). 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.


VTWNX
Sharpe ratio
The chart of Sharpe ratio for VTWNX, currently valued at 1.61, compared to the broader market0.002.004.001.61
Sortino ratio
The chart of Sortino ratio for VTWNX, currently valued at 2.36, compared to the broader market0.005.0010.002.36
Omega ratio
The chart of Omega ratio for VTWNX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for VTWNX, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.0025.001.53
Martin ratio
The chart of Martin ratio for VTWNX, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.00100.005.32
VDIGX
Sharpe ratio
The chart of Sharpe ratio for VDIGX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for VDIGX, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for VDIGX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for VDIGX, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for VDIGX, currently valued at 13.70, compared to the broader market0.0020.0040.0060.0080.00100.0013.70

VTWNX vs. VDIGX - Sharpe Ratio Comparison

The current VTWNX Sharpe Ratio is 1.61, which is lower than the VDIGX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of VTWNX and VDIGX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.61
2.46
VTWNX
VDIGX

Dividends

VTWNX vs. VDIGX - Dividend Comparison

VTWNX's dividend yield for the trailing twelve months is around 2.70%, more than VDIGX's 1.63% yield.


TTM20232022202120202019201820172016201520142013
VTWNX
Vanguard Target Retirement 2020 Fund
2.70%2.94%2.58%2.54%1.62%2.43%2.60%2.01%1.99%2.18%1.90%1.79%
VDIGX
Vanguard Dividend Growth Fund
1.63%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

VTWNX vs. VDIGX - Drawdown Comparison

The maximum VTWNX drawdown since its inception was -42.16%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VTWNX and VDIGX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.44%
-2.30%
VTWNX
VDIGX

Volatility

VTWNX vs. VDIGX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2020 Fund (VTWNX) is 1.40%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 2.66%. This indicates that VTWNX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JuneJulyAugustSeptemberOctoberNovember
1.40%
2.66%
VTWNX
VDIGX