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

Correlation

The correlation between VTWNX and VTI is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VTWNX vs. VTI - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
114.33%
510.42%
VTWNX
VTI

Key characteristics

Sharpe Ratio

VTWNX:

1.28

VTI:

0.50

Sortino Ratio

VTWNX:

1.86

VTI:

0.84

Omega Ratio

VTWNX:

1.25

VTI:

1.12

Calmar Ratio

VTWNX:

0.39

VTI:

0.52

Martin Ratio

VTWNX:

6.73

VTI:

2.14

Ulcer Index

VTWNX:

1.29%

VTI:

4.72%

Daily Std Dev

VTWNX:

6.78%

VTI:

20.04%

Max Drawdown

VTWNX:

-42.16%

VTI:

-55.45%

Current Drawdown

VTWNX:

-15.50%

VTI:

-10.95%

Returns By Period

In the year-to-date period, VTWNX achieves a 1.17% return, which is significantly higher than VTI's -6.86% return. Over the past 10 years, VTWNX has underperformed VTI with an annualized return of 1.88%, while VTI has yielded a comparatively higher 11.34% annualized return.


VTWNX

YTD

1.17%

1M

-0.67%

6M

0.71%

1Y

8.31%

5Y*

1.09%

10Y*

1.88%

VTI

YTD

-6.86%

1M

-5.12%

6M

-5.25%

1Y

8.76%

5Y*

15.45%

10Y*

11.34%

*Annualized

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VTWNX vs. VTI - Expense Ratio Comparison

VTWNX has a 0.08% expense ratio, which is higher than VTI'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%.


Expense ratio chart for VTWNX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWNX: 0.08%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

VTWNX vs. VTI — Risk-Adjusted Performance Rank

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

VTWNX
The Risk-Adjusted Performance Rank of VTWNX is 8080
Overall Rank
The Sharpe Ratio Rank of VTWNX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWNX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VTWNX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VTWNX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VTWNX is 8989
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6262
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTWNX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and Vanguard Total Stock Market ETF (VTI). 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 chart of Sharpe ratio for VTWNX, currently valued at 1.28, compared to the broader market-1.000.001.002.003.00
VTWNX: 1.28
VTI: 0.50
The chart of Sortino ratio for VTWNX, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.00
VTWNX: 1.86
VTI: 0.84
The chart of Omega ratio for VTWNX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.00
VTWNX: 1.25
VTI: 1.12
The chart of Calmar ratio for VTWNX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.00
VTWNX: 0.39
VTI: 0.52
The chart of Martin ratio for VTWNX, currently valued at 6.73, compared to the broader market0.0010.0020.0030.0040.0050.00
VTWNX: 6.73
VTI: 2.14

The current VTWNX Sharpe Ratio is 1.28, which is higher than the VTI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VTWNX and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.28
0.50
VTWNX
VTI

Dividends

VTWNX vs. VTI - Dividend Comparison

VTWNX's dividend yield for the trailing twelve months is around 3.15%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
VTWNX
Vanguard Target Retirement 2020 Fund
3.15%3.19%2.94%2.58%2.54%1.62%2.43%2.60%2.01%1.99%2.18%1.90%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VTWNX vs. VTI - Drawdown Comparison

The maximum VTWNX drawdown since its inception was -42.16%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTWNX and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.50%
-10.95%
VTWNX
VTI

Volatility

VTWNX vs. VTI - Volatility Comparison

The current volatility for Vanguard Target Retirement 2020 Fund (VTWNX) is 4.27%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.84%. This indicates that VTWNX experiences smaller price fluctuations and is considered to be less risky than VTI 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
4.27%
14.84%
VTWNX
VTI