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ISIN
US92206C5994
CUSIP
92206C599
Issuer
Vanguard
Inception Date
Sep 20, 2010
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Russell 3000 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$6B

Share Price Chart


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Performance

VTHR Performance Chart

Vanguard Russell 3000 ETF (VTHR) is up 10.2% since the beginning of the year. VTHR is currently trading at $329 per share. Investors who bought $1,000 worth of VTHR shares 5 years ago would now be looking at an investment worth $1,787.


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S&P 500 Index

Returns By Period

Vanguard Russell 3000 ETF (VTHR) has returned 10.18% so far this year and 26.90% over the past 12 months. Looking at the last ten years, VTHR has achieved an annualized return of 15.22%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Vanguard Russell 3000 ETF

1D
-0.36%
1M
0.57%
YTD
10.18%
6M
9.37%
1Y
26.90%
3Y*
21.03%
5Y*
12.31%
10Y*
15.22%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTHR Monthly Returns History

Based on dividend-adjusted daily data since Sep 22, 2010, VTHR's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, an investment would double in approximately 4.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VTHR closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 12, 2020 at -9.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.58%-0.48%-5.00%10.31%5.01%-0.96%10.18%
20253.03%-1.81%-5.81%-0.73%6.27%5.08%2.18%2.33%3.48%2.22%0.13%-0.01%16.99%
20241.06%5.28%3.17%-4.40%4.78%3.01%2.00%2.14%1.93%-0.55%6.69%-3.18%23.57%
20236.81%-2.38%2.73%1.06%0.46%6.56%3.71%-1.96%-4.64%-2.78%9.30%5.47%25.92%
2022-5.87%-2.68%3.48%-9.09%-0.18%-8.35%9.54%-3.73%-9.24%8.12%5.20%-5.85%-19.20%
2021-0.53%3.14%3.83%4.95%0.42%2.48%1.65%2.89%-4.57%6.80%-1.30%3.69%25.49%

Benchmark Metrics

Vanguard Russell 3000 ETF has an annualized alpha of 2.04%, beta of 0.95, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since September 22, 2010.

  • This ETF captured 105.04% of S&P 500 Index gains but only 98.08% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 2.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.95 and R2 of 0.93, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.04%
Beta
0.95
0.93
Upside Capture
105.04%
Downside Capture
98.08%

Expense Ratio

VTHR has an expense ratio of 0.06%, which is considered low.


Return for Risk

Risk / Return Rank

VTHR ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VTHR Risk / Return Rank: 6767
Overall Rank
VTHR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTHR Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTHR Omega Ratio Rank: 6565
Omega Ratio Rank
VTHR Calmar Ratio Rank: 6363
Calmar Ratio Rank
VTHR Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTHRBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.03

2.78

+0.25

Martin ratioReturn relative to average drawdown

13.55

12.44

+1.11

Dividends

Dividend History

Vanguard Russell 3000 ETF provided a 1.03% dividend yield over the last twelve months, with an annual payout of $3.40 per share.


1.00%1.20%1.40%1.60%1.80%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.40$3.24$3.09$3.13$2.62$2.51$2.39$2.42$2.15$2.00$1.88$1.72

Dividend yield

1.03%1.08%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Russell 3000 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.86$0.00$0.00$0.84$1.69
2025$0.00$0.00$0.77$0.00$0.00$0.77$0.00$0.00$0.81$0.00$0.00$0.89$3.24
2024$0.00$0.00$0.66$0.00$0.00$0.78$0.00$0.00$0.79$0.00$0.00$0.86$3.09
2023$0.00$0.00$0.65$0.00$0.00$0.84$0.00$0.00$0.72$0.00$0.00$0.91$3.13
2022$0.00$0.00$0.56$0.00$0.00$0.62$0.00$0.00$0.64$0.00$0.00$0.79$2.62
2021$0.00$0.00$0.56$0.00$0.00$0.55$0.00$0.00$0.63$0.00$0.00$0.76$2.51

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Russell 3000 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Russell 3000 ETF was 34.61%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Vanguard Russell 3000 ETF drawdown is 1.38%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.61%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-25.06%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
2011 bear market2011
-20.32%Oct 2011
5mo 4d4mo 16d
9mo 20dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-20.21%Dec 2018
3mo 4d4mo
7mo 4dSep 2018 - Apr 2019
2025 selloff2025
-19.36%Apr 2025
1mo 17d2mo 20d
4mo 7dFeb 2025 - Jun 2025

Drawdown Indicators


VTHRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.61%

-56.78%

+22.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-9.10%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-18.90%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-25.43%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-34.61%

-33.92%

-0.69%

Current Drawdown

Current decline from peak

-1.38%

-1.80%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.03%

-10.71%

+6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.03%

-0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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