VTWNX vs. VXUS
Compare and contrast key facts about Vanguard Target Retirement 2020 Fund (VTWNX) and Vanguard Total International Stock ETF (VXUS).
VTWNX is managed by Vanguard. It was launched on Jun 7, 2006. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWNX or VXUS.
Performance
VTWNX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, VTWNX achieves a 7.88% return, which is significantly higher than VXUS's 6.59% return. Over the past 10 years, VTWNX has outperformed VXUS with an annualized return of 5.60%, while VXUS has yielded a comparatively lower 4.79% annualized return.
VTWNX
7.88%
-1.06%
4.54%
13.49%
5.26%
5.60%
VXUS
6.59%
-4.79%
-1.06%
12.95%
5.51%
4.79%
Key characteristics
| VTWNX | VXUS | |
|---|---|---|
| Sharpe Ratio | 1.36 | 1.11 |
| Sortino Ratio | 2.01 | 1.59 |
| Omega Ratio | 1.39 | 1.20 |
| Calmar Ratio | 1.59 | 1.27 |
| Martin Ratio | 4.44 | 5.84 |
| Ulcer Index | 3.10% | 2.42% |
| Daily Std Dev | 10.15% | 12.72% |
| Max Drawdown | -42.16% | -35.97% |
| Current Drawdown | -1.36% | -6.99% |
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VTWNX vs. VXUS - Expense Ratio Comparison
VTWNX has a 0.08% expense ratio, which is higher than VXUS's 0.07% 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%.
Correlation
The correlation between VTWNX and VXUS is 0.90, 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. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2020 Fund (VTWNX) and Vanguard Total International Stock ETF (VXUS). 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.
Dividends
VTWNX vs. VXUS - Dividend Comparison
VTWNX's dividend yield for the trailing twelve months is around 2.72%, less than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
VTWNX vs. VXUS - Drawdown Comparison
The maximum VTWNX drawdown since its inception was -42.16%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VTWNX and VXUS. For additional features, visit the drawdowns tool.
Volatility
VTWNX vs. VXUS - Volatility Comparison
The current volatility for Vanguard Target Retirement 2020 Fund (VTWNX) is 1.48%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.86%. This indicates that VTWNX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.