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Vanguard Russell 3000 ETF (VTHR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92206C5994
CUSIP92206C599
IssuerVanguard
Inception DateSep 20, 2010
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedRussell 3000 Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VTHR features an expense ratio of 0.10%, falling within the medium range.


Expense ratio chart for VTHR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

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


Vanguard Russell 3000 ETF

Popular comparisons: VTHR vs. VTI, VTHR vs. IWM, VTHR vs. IWV, VTHR vs. AVUS, VTHR vs. VONE, VTHR vs. VOO, VTHR vs. VONG, VTHR vs. SPY, VTHR vs. VO, VTHR vs. VXF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Russell 3000 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%December2024FebruaryMarchApril
443.42%
343.95%
VTHR (Vanguard Russell 3000 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Russell 3000 ETF had a return of 4.94% year-to-date (YTD) and 22.08% in the last 12 months. Over the past 10 years, Vanguard Russell 3000 ETF had an annualized return of 11.72%, outperforming the S&P 500 benchmark which had an annualized return of 10.37%.


PeriodReturnBenchmark
Year-To-Date4.94%5.57%
1 month-4.40%-4.16%
6 months20.98%20.07%
1 year22.08%20.82%
5 years (annualized)12.57%11.56%
10 years (annualized)11.72%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.06%5.28%3.17%
2023-2.78%9.30%5.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VTHR is 78, placing it in the top 22% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VTHR is 7878
Vanguard Russell 3000 ETF(VTHR)
The Sharpe Ratio Rank of VTHR is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of VTHR is 8181Sortino Ratio Rank
The Omega Ratio Rank of VTHR is 7878Omega Ratio Rank
The Calmar Ratio Rank of VTHR is 7676Calmar Ratio Rank
The Martin Ratio Rank of VTHR is 7676Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VTHR
Sharpe ratio
The chart of Sharpe ratio for VTHR, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.005.001.83
Sortino ratio
The chart of Sortino ratio for VTHR, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for VTHR, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for VTHR, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.001.45
Martin ratio
The chart of Martin ratio for VTHR, currently valued at 6.94, compared to the broader market0.0020.0040.0060.006.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market0.0020.0040.0060.006.92

Sharpe Ratio

The current Vanguard Russell 3000 ETF Sharpe ratio is 1.83. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Russell 3000 ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchApril
1.83
1.78
VTHR (Vanguard Russell 3000 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Russell 3000 ETF granted a 1.41% dividend yield in the last twelve months. The annual payout for that period amounted to $3.15 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.15$3.13$2.62$2.51$2.39$2.42$2.15$2.00$1.88$1.72$1.58$1.34

Dividend yield

1.41%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%1.66%1.57%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.66
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
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
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
2020$0.00$0.00$0.58$0.00$0.00$0.57$0.00$0.00$0.48$0.00$0.00$0.75
2019$0.00$0.00$0.48$0.00$0.00$0.63$0.00$0.00$0.65$0.00$0.00$0.66
2018$0.00$0.00$0.42$0.00$0.00$0.54$0.00$0.00$0.58$0.00$0.00$0.60
2017$0.00$0.00$0.37$0.00$0.00$0.51$0.00$0.00$0.56$0.00$0.00$0.56
2016$0.00$0.00$0.40$0.00$0.00$0.41$0.00$0.00$0.50$0.00$0.00$0.58
2015$0.00$0.00$0.34$0.00$0.00$0.43$0.00$0.00$0.39$0.00$0.00$0.56
2014$0.00$0.00$0.32$0.00$0.00$0.38$0.00$0.00$0.37$0.00$0.00$0.50
2013$0.25$0.00$0.00$0.34$0.00$0.00$0.33$0.00$0.00$0.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-4.40%
-4.16%
VTHR (Vanguard Russell 3000 ETF)
Benchmark (^GSPC)

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 4.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.61%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.06%Jan 4, 2022195Oct 12, 2022297Dec 18, 2023492
-20.32%May 2, 2011104Oct 3, 201191Feb 16, 2012195
-20.21%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-15.09%Jun 24, 2015160Feb 11, 201681Jun 8, 2016241

Volatility

Volatility Chart

The current Vanguard Russell 3000 ETF volatility is 3.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchApril
3.97%
3.95%
VTHR (Vanguard Russell 3000 ETF)
Benchmark (^GSPC)