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GNTX vs. VTHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNTX vs. VTHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gentex Corporation (GNTX) and Vanguard Russell 3000 ETF (VTHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GNTX achieves a 11.61% return, which is significantly higher than VTHR's 10.18% return. Over the past 10 years, GNTX has underperformed VTHR with an annualized return of 7.15%, while VTHR has yielded a comparatively higher 15.22% annualized return.


GNTX

1D
-0.96%
1M
7.76%
YTD
11.61%
6M
11.09%
1Y
23.42%
3Y*
-0.53%
5Y*
-3.12%
10Y*
7.15%

VTHR

1D
-0.36%
1M
0.57%
YTD
10.18%
6M
9.37%
1Y
26.90%
3Y*
21.03%
5Y*
12.31%
10Y*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNTX vs. VTHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GNTX
Gentex Corporation
11.61%-17.38%-10.71%21.76%-20.42%4.15%19.23%46.29%-1.64%8.44%
VTHR
Vanguard Russell 3000 ETF
10.18%16.99%23.57%25.92%-19.20%25.49%20.93%30.82%-5.65%21.06%

Correlation

The correlation between GNTX and VTHR is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.58

The correlation between GNTX and VTHR shifts across timeframes, from 0.45 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GNTX vs. VTHR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GNTX
GNTX Risk / Return Rank: 6363
Overall Rank
GNTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GNTX Sortino Ratio Rank: 6666
Sortino Ratio Rank
GNTX Omega Ratio Rank: 6464
Omega Ratio Rank
GNTX Calmar Ratio Rank: 6060
Calmar Ratio Rank
GNTX Martin Ratio Rank: 5757
Martin Ratio Rank

VTHR
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.

GNTX vs. VTHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gentex Corporation (GNTX) and Vanguard Russell 3000 ETF (VTHR). 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.

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.


GNTXVTHRDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.18

1.38

-0.20

Calmar ratioReturn relative to maximum drawdown

0.84

3.03

-2.20

Martin ratioReturn relative to average drawdown

1.48

13.55

-12.07

GNTX vs. VTHR - Sharpe Ratio Comparison

The current GNTX Sharpe Ratio is 0.79, which is lower than the VTHR Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of GNTX and VTHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GNTX vs. VTHR - Drawdown Comparison

The maximum GNTX drawdown since its inception was -69.30%, which is greater than VTHR's maximum drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for GNTX and VTHR.


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Drawdown Indicators


GNTXVTHRDifference

Max Drawdown

Largest peak-to-trough decline

-69.30%

-34.61%

-34.69%

Max Drawdown (1Y)

Largest decline over 1 year

-28.09%

-8.91%

-19.18%

Max Drawdown (3Y)

Largest decline over 3 years

-42.98%

-19.36%

-23.62%

Max Drawdown (5Y)

Largest decline over 5 years

-42.98%

-25.06%

-17.92%

Max Drawdown (10Y)

Largest decline over 10 years

-42.98%

-34.61%

-8.37%

Current Drawdown

Current decline from peak

-27.79%

-1.38%

-26.41%

Average Drawdown

Average peak-to-trough decline

-19.92%

-4.03%

-15.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.89%

1.99%

+13.90%

Volatility

GNTX vs. VTHR - Volatility Comparison

Gentex Corporation (GNTX) has a higher volatility of 6.58% compared to Vanguard Russell 3000 ETF (VTHR) at 4.58%. This indicates that GNTX's price experiences larger fluctuations and is considered to be riskier than VTHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNTXVTHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

4.58%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.45%

10.04%

+7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

29.93%

12.82%

+17.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.14%

17.38%

+8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

17.89%

+9.16%

Dividends

GNTX vs. VTHR - Dividend Comparison

GNTX's dividend yield for the trailing twelve months is around 1.87%, more than VTHR's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
GNTX
Gentex Corporation
1.87%2.06%1.67%1.47%1.76%1.38%1.40%1.57%2.13%1.81%1.78%2.06%
VTHR
Vanguard Russell 3000 ETF
1.03%1.08%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%

Frequently Asked Questions


GNTX and VTHR have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNTX has higher volatility (6.58%) compared to VTHR (4.58%). In terms of maximum drawdown, GNTX dropped -69.30% vs VTHR's -34.61%.

VTHR currently has the higher Sharpe Ratio (2.11 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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