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

Performance

VTWNX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2020 Fund (VTWNX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.84%
12.21%
VTWNX
VOO

Returns By Period

In the year-to-date period, VTWNX achieves a 7.99% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, VTWNX has underperformed VOO with an annualized return of 5.61%, while VOO has yielded a comparatively higher 13.15% annualized return.


VTWNX

YTD

7.99%

1M

-0.45%

6M

4.83%

1Y

13.28%

5Y (annualized)

5.29%

10Y (annualized)

5.61%

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


VTWNXVOO
Sharpe Ratio1.302.62
Sortino Ratio1.923.50
Omega Ratio1.371.49
Calmar Ratio1.563.78
Martin Ratio4.2417.12
Ulcer Index3.10%1.86%
Daily Std Dev10.13%12.19%
Max Drawdown-42.16%-33.99%
Current Drawdown-1.26%-1.36%

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VTWNX vs. VOO - Expense Ratio Comparison

VTWNX has a 0.08% expense ratio, which is higher than VOO's 0.03% 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%.


VTWNX
Vanguard Target Retirement 2020 Fund
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

The correlation between VTWNX and VOO is 0.92, 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.

Risk-Adjusted Performance

VTWNX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and Vanguard S&P 500 ETF (VOO). 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 VTWNX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.005.001.302.62
The chart of Sortino ratio for VTWNX, currently valued at 1.92, compared to the broader market0.005.0010.001.923.50
The chart of Omega ratio for VTWNX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.49
The chart of Calmar ratio for VTWNX, currently valued at 1.56, compared to the broader market0.005.0010.0015.0020.0025.001.563.78
The chart of Martin ratio for VTWNX, currently valued at 4.24, compared to the broader market0.0020.0040.0060.0080.00100.004.2417.12
VTWNX
VOO

The current VTWNX Sharpe Ratio is 1.30, which is lower than the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of VTWNX and VOO, 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
1.30
2.62
VTWNX
VOO

Dividends

VTWNX vs. VOO - Dividend Comparison

VTWNX's dividend yield for the trailing twelve months is around 2.72%, more than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
VTWNX
Vanguard Target Retirement 2020 Fund
2.72%2.94%2.58%2.54%1.62%2.43%2.60%2.01%1.99%2.18%1.90%1.79%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VTWNX vs. VOO - Drawdown Comparison

The maximum VTWNX drawdown since its inception was -42.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTWNX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.26%
-1.36%
VTWNX
VOO

Volatility

VTWNX vs. VOO - Volatility Comparison

The current volatility for Vanguard Target Retirement 2020 Fund (VTWNX) is 1.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that VTWNX experiences smaller price fluctuations and is considered to be less risky than VOO 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
1.41%
4.10%
VTWNX
VOO