PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VTWNX vs. VTTVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTWNXVTTVX
YTD Return8.25%10.27%
1Y Return15.93%18.98%
3Y Return (Ann)1.43%2.09%
5Y Return (Ann)5.41%6.47%
10Y Return (Ann)5.71%6.48%
Sharpe Ratio1.562.15
Sortino Ratio2.303.14
Omega Ratio1.451.48
Calmar Ratio1.551.75
Martin Ratio5.1610.93
Ulcer Index3.10%1.74%
Daily Std Dev10.22%8.83%
Max Drawdown-42.16%-46.03%
Current Drawdown-1.02%-0.73%

Correlation

-0.50.00.51.01.0

The correlation between VTWNX and VTTVX is 1.00, 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. VTTVX - Performance Comparison

In the year-to-date period, VTWNX achieves a 8.25% return, which is significantly lower than VTTVX's 10.27% return. Over the past 10 years, VTWNX has underperformed VTTVX with an annualized return of 5.71%, while VTTVX has yielded a comparatively higher 6.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.47%
6.28%
VTWNX
VTTVX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTWNX vs. VTTVX - Expense Ratio Comparison

Both VTWNX and VTTVX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically 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 VTTVX: 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. VTTVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and Vanguard Target Retirement 2025 Fund (VTTVX). 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 1.56, compared to the broader market0.002.004.001.56
Sortino ratio
The chart of Sortino ratio for VTWNX, currently valued at 2.30, compared to the broader market0.005.0010.002.30
Omega ratio
The chart of Omega ratio for VTWNX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for VTWNX, currently valued at 1.55, compared to the broader market0.005.0010.0015.0020.0025.001.55
Martin ratio
The chart of Martin ratio for VTWNX, currently valued at 5.16, compared to the broader market0.0020.0040.0060.0080.00100.005.16
VTTVX
Sharpe ratio
The chart of Sharpe ratio for VTTVX, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for VTTVX, currently valued at 3.14, compared to the broader market0.005.0010.003.14
Omega ratio
The chart of Omega ratio for VTTVX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for VTTVX, currently valued at 1.75, compared to the broader market0.005.0010.0015.0020.0025.001.75
Martin ratio
The chart of Martin ratio for VTTVX, currently valued at 10.93, compared to the broader market0.0020.0040.0060.0080.00100.0010.93

VTWNX vs. VTTVX - Sharpe Ratio Comparison

The current VTWNX Sharpe Ratio is 1.56, which is comparable to the VTTVX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of VTWNX and VTTVX, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.56
2.15
VTWNX
VTTVX

Dividends

VTWNX vs. VTTVX - Dividend Comparison

VTWNX's dividend yield for the trailing twelve months is around 2.71%, more than VTTVX's 2.49% yield.


TTM20232022202120202019201820172016201520142013
VTWNX
Vanguard Target Retirement 2020 Fund
2.71%2.94%2.58%2.54%1.62%2.43%2.60%2.01%1.99%2.18%1.90%1.79%
VTTVX
Vanguard Target Retirement 2025 Fund
2.49%2.74%2.21%2.16%1.65%2.37%2.55%1.99%2.00%2.19%1.95%1.82%

Drawdowns

VTWNX vs. VTTVX - Drawdown Comparison

The maximum VTWNX drawdown since its inception was -42.16%, smaller than the maximum VTTVX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for VTWNX and VTTVX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.02%
-0.73%
VTWNX
VTTVX

Volatility

VTWNX vs. VTTVX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2020 Fund (VTWNX) is 1.49%, while Vanguard Target Retirement 2025 Fund (VTTVX) has a volatility of 1.82%. This indicates that VTWNX experiences smaller price fluctuations and is considered to be less risky than VTTVX 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%JuneJulyAugustSeptemberOctoberNovember
1.49%
1.82%
VTWNX
VTTVX