Vanguard Target Retirement Fund Volatility

VTHRX Fund

USD 45.01 0.58 1.31%

VANGUARD TARGET's historical price variability is summarized here, from standard deviation to drawdown and value-at-risk. The fund shows very low price volatility over the last 3 months.

Sharpe Ratio = 0.0861

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VTHRX

Worst

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Vanguard Target Retirement reported a Market Risk Adjusted Performance of 0.1%, a Risk of 0.70, and a Risk Adjusted Performance of 0.1%. Monthly moving average analysis places it at roughly 6% of its prior performance bandwidth.

Key indicators related to VANGUARD TARGET's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Below Average

90 Days Economic Sensitivity

Follows the market closely

Key risk metrics for VANGUARD TARGET (3 Months):

Beta

0.64

Alpha

0.06

Risk

0.7

Sharpe Ratio

0.09

Expected Return

0.06

Moving together with VANGUARD TARGET Mutual Fund

0.92	AAETX	American Funds 2030	Pair Corr
0.98	CCETX	American Funds 2030	Pair Corr
0.87	FAETX	American Funds 2030	Pair Corr
0.89	FFPBX	Fidelity Freedom 2030	Pair Corr
0.99	FFFEX	Fidelity Freedom 2030	Pair Corr
0.99	FGTKX	Fidelity Freedom 2030	Pair Corr
1.0	FSNQX	Fidelity Freedom 2030	Pair Corr
1.0	TRFHX	T Rowe Price	Pair Corr
0.8	SMPIX	SEMICONDUCTOR ULTRASECTOR	Pair Corr
0.8	SMPSX	SEMICONDUCTOR ULTRASECTOR	Pair Corr
0.75	FIKGX	Fidelity Advisor	Pair Corr
0.74	FSELX	Fidelity Select	Pair Corr
0.75	FELIX	Fidelity Advisor	Pair Corr
0.7	FELTX	Fidelity Advisor	Pair Corr
0.7	FELAX	Fidelity Advisor	Pair Corr
0.76	FELCX	Fidelity Advisor	Pair Corr
0.95	SPIDX	Invesco Sampp 500	Pair Corr
0.87	SWYMX	Schwab Target 2050	Pair Corr
0.99	ISOLX	Voya Target In	Pair Corr
0.9	IMSCX	Ims Capital Value	Pair Corr
0.9	FPKFX	Fidelity Puritan	Pair Corr
0.95	FLRYX	Nuveen Large Cap	Pair Corr
0.92	DQICX	Dreyfus Equity Income	Pair Corr
0.94	DGECX	Dreyfus Global Emerging	Pair Corr
0.99	VHGEX	Vanguard Global Equity	Pair Corr
0.99	RCPTX	American Funds 2065	Pair Corr
0.84	PASVX	T Rowe Price	Pair Corr

Sensitivity To Market

Vanguard Target Retirement beta of 0.64 quantifies how much of its total volatility (0.7%) is attributable to market-wide factors versus idiosyncratic drivers. Vanguard Target Retirement return dispersion over the lookback window shows standard deviation near 0.71% and semi-deviation near 0.54%, providing a baseline for comparison across peer instruments. Fund volatility reflects the combined movement of its underlying holdings and the fund’s asset mix.

Current 90-day VANGUARD TARGET correlation with market (Dow Jones Industrial)

0.06

0.64

Competition

3 Months Beta |Vanguard Target Demand Trend

Current 90-day VANGUARD TARGET correlation with market (Dow Jones Industrial)

Downside Risk

VANGUARD TARGET daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Shifting the lookback window for VANGUARD TARGET reveals whether current dispersion is consistent with its longer-term pattern. Changes in VANGUARD TARGET standard deviation over successive periods may signal shifts in the underlying return regime.

Standard Deviation

0.7

An important distinction for VANGUARD TARGET is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in VANGUARD TARGET's daily returns from favorable moves. Total dispersion for VANGUARD TARGET captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of VANGUARD TARGET's return distribution. Vanguard Target Retirement reported a Downside Deviation of 0.68, a Downside Variance of 0.46, and a Maximum Drawdown of 2.83.

Mutual Fund Volatility Analysis

Tracking VANGUARD TARGET volatility quantifies the degree of price uncertainty over a given period. Highly volatile mutual funds like VANGUARD TARGET tend to experience wider price swings in both directions. Periods of high volatility for VANGUARD TARGET present both elevated risk and wider price ranges for traders. When VANGUARD TARGET experiences high volatility, its mutual fund price shifts dramatically in a short period.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Vanguard Target's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.

Projected Return Density Against Market

Based on a 90-day horizon, VANGUARD TARGET has a beta of 0.6395. This entails as returns on the market go up, VANGUARD TARGET's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Vanguard Target Retirement tends to be smaller as well.

Market risk ties VANGUARD TARGET to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Vanguard Target Retirement reported a Downside Deviation of 0.68, a Mean Deviation of 0.53, and a Semi Deviation of 0.54.

Vanguard Target Retirement has an alpha of 0.0631, implying that it can generate a 0.0631 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

VANGUARD TARGET's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far VANGUARD TARGET's returns usually move from the mean over the selected horizon.

What Drives VANGUARD TARGET's Price Volatility?

Industry Dynamics

Sector-level catalysts in the Vanguard sector often set the baseline volatility regime for VANGUARD TARGET.

Political and Economic Environment

Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.

VANGUARD TARGET's Company-Specific Factors

Execution updates, margin trends, and corporate actions can shift near-term return dispersion for VANGUARD TARGET's.

Mutual Fund Risk Measures

Based on a 90-day horizon, the coefficient of variation of VANGUARD TARGET is 1161.9. The daily returns are distributed with a variance of 0.49 and standard deviation of 0.7. The mean deviation of Vanguard Target Retirement is currently at 0.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96

α	Alpha over Dow Jones	0.06	Details
β	Beta against Dow Jones	0.64	Details
σ	Overall volatility	0.70	Details
Ir	Information ratio	0.08	Details

Mutual Fund Return Volatility

VANGUARD TARGET daily volatility tracks how widely fund returns have moved around the mean across the selected time frame. The fund reflects 0.6977% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9279% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	VFORX	VTIVX	VTTHX	VFIFX	VTTVX	VFFVX	VTTSX	DODGX	TRBCX	VTWNX
VFORX		1.0	1.0	1.0	1.0	1.0	1.0	0.94	0.89	0.99	VFORX
VTIVX	1.0		1.0	1.0	1.0	1.0	1.0	0.94	0.89	0.99	VTIVX
VTTHX	1.0	1.0		1.0	1.0	1.0	1.0	0.94	0.89	1.0	VTTHX
VFIFX	1.0	1.0	1.0		1.0	1.0	1.0	0.93	0.9	0.99	VFIFX
VTTVX	1.0	1.0	1.0	1.0		1.0	1.0	0.95	0.88	1.0	VTTVX
VFFVX	1.0	1.0	1.0	1.0	1.0		1.0	0.93	0.9	0.99	VFFVX
VTTSX	1.0	1.0	1.0	1.0	1.0	1.0		0.93	0.9	0.99	VTTSX
DODGX	0.94	0.94	0.94	0.93	0.95	0.93	0.93		0.82	0.95	DODGX
TRBCX	0.89	0.89	0.89	0.9	0.88	0.9	0.9	0.82		0.87	TRBCX
VTWNX	0.99	0.99	1.0	0.99	1.0	0.99	0.99	0.95	0.87		VTWNX
	VFORX	VTIVX	VTTHX	VFIFX	VTTVX	VFFVX	VTTSX	DODGX	TRBCX	VTWNX

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Risk-Adjusted Indicators

Return momentum in VANGUARD TARGET Mutual Fund is more useful when tested against peer-relative fundamentals and risk. Reviewing VANGUARD TARGET's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VFORX	0.64	0.08	0.10	0.12	0.64	-0.72	1.53	-1.42	3.33
VTIVX	0.69	0.09	0.11	0.12	0.69	-0.76	1.64	-1.53	3.58
VTTHX	0.59	0.07	0.09	0.11	0.59	-0.66	1.42	-1.33	3.11
VFIFX	0.74	0.10	0.11	0.12	0.76	-0.82	1.74	-1.64	3.86
VTTVX	0.45	0.05	0.08	0.11	0.45	-0.51	1.04	-1.04	2.38
VFFVX	0.75	0.10	0.11	0.12	0.76	-0.83	1.76	-1.65	3.89
VTTSX	0.75	0.10	0.11	0.12	0.77	-0.83	1.75	-1.66	3.88
DODGX	0.59	0.01	0.01	0.03	0.72	-0.62	1.32	-1.30	3.15
TRBCX	1.04	0.05	0.04	0.06	1.15	-1.15	1.99	-1.93	5.19
VTWNX	0.35	0.03	0.06	0.10	0.35	-0.40	0.72	-0.82	1.84

Risk Metrics, Assumptions & Methodology

Maximum drawdown for VANGUARD TARGET captures the deepest NAV decline from peak, framing the worst-case experience for holders. Comparing drawdown depth across market phases shows whether downside risk is regime-dependent.

Vanguard Target Retirement inputs come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Volatility and downside metrics are estimated from historical return dispersion.

Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board

Volatility Profile Summary

Recent data suggests that Vanguard Target Retirement is less volatile than Dow Jones Industrial by approximately 1.33x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 6% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

Vanguard Target Retirement with characteristics aligned to broad market upside participation. This move summary looks at how the current session may translate into a basic near-term setup. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a large bullish trend. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View VANGUARD TARGET probability analysis.

Minimal diversification benefit

Across the chosen horizon, VANGUARD TARGET and Dow Jones show a correlation of 0.91 and fall into the Minimal diversification benefit bucket. The overlap area shows the portion of risk diversified away by holding both instruments together.

View Details

Additional Risk Indicators

A broader risk-indicator set for Vanguard Target Retirement extends the analysis beyond standard volatility and risk measures. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.

	Risk Adjusted Performance	0.1044
	Market Risk Adjusted Performance	0.1186
	Mean Deviation	0.533
	Semi Deviation	0.5433
	Downside Deviation	0.6787
	Coefficient Of Variation	892.31
	Standard Deviation	0.7089

VANGUARD TARGET Suggested Diversification Pairs

Pair analysis provides a framework for evaluating relative performance between Vanguard Target Retirement and comparable securities. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.

	Salesforce vs. VANGUARD TARGET
	Visa vs. VANGUARD TARGET
	Alliance Entertainment vs. VANGUARD TARGET
	Microsoft vs. VANGUARD TARGET
	Lasertec vs. VANGUARD TARGET
	Micron Technology vs. VANGUARD TARGET
	Bank of America vs. VANGUARD TARGET

Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for VANGUARD TARGET persists even in a well-constructed pair. The benefit is in offsetting VANGUARD TARGET's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Vanguard Target Retirement.