PHR vs. VTHR
PHR (Phreesia, Inc.) is a stock, while VTHR (Vanguard Russell 3000 ETF) is Large Cap Blend Equities fund tracking the Russell 3000 Index. Over the past 5 years, PHR returned -30.30%/yr vs 12.05%/yr for VTHR. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
PHR vs. VTHR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PHR achieves a -33.22% return, which is significantly lower than VTHR's 12.07% return.
PHR
- 1D
- 5.31%
- 1M
- 3.29%
- 6M
- -14.46%
- YTD
- -33.22%
- 1Y
- -57.10%
- 3Y*
- -27.71%
- 5Y*
- -30.30%
- 10Y*
- —
- ALL TIME*
- -11.51%
VTHR
- 1D
- 1.55%
- 1M
- 1.35%
- 6M
- 9.69%
- YTD
- 12.07%
- 1Y
- 23.43%
- 3Y*
- 20.32%
- 5Y*
- 12.05%
- 10Y*
- 14.59%
- ALL TIME*
- 14.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.19M | $7.92M | $12.12M | |
| $8.17M | $8.77M | $10.78M |
PHR vs. VTHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PHR Phreesia, Inc. | -33.22% | -32.75% | 8.68% | -28.46% | -22.32% | -23.22% | 103.68% | -0.41% |
VTHR Vanguard Russell 3000 ETF | 12.07% | 16.99% | 23.57% | 25.92% | -19.20% | 25.49% | 20.93% | 8.62% |
Correlation
The correlation between PHR and VTHR is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2019 | 0.47 |
Over the past year, the correlation between PHR and VTHR has dropped to 0.24 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PHR vs. VTHR — Risk / Return Rank
PHR
VTHR
PHR vs. VTHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phreesia, Inc. (PHR) 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.
| PHR | VTHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.32 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.64 | -3.40 |
| Martin ratioReturn relative to average drawdown | -1.05 | 11.44 | -12.49 |
Loading charts...
Drawdowns
PHR vs. VTHR - Drawdown Comparison
The maximum PHR drawdown since its inception was -90.00%, which is greater than VTHR's maximum drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for PHR and VTHR.
Loading charts...
Drawdown Indicators
| PHR | VTHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -34.61% | -55.39% |
Max Drawdown (1Y)Largest decline over 1 year | -75.24% | -8.91% | -66.33% |
Max Drawdown (3Y)Largest decline over 3 years | -75.24% | -19.36% | -55.88% |
Max Drawdown (5Y)Largest decline over 5 years | -89.24% | -25.06% | -64.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.61% | — |
Current DrawdownCurrent decline from peak | -85.98% | 0.00% | -85.98% |
Average DrawdownAverage peak-to-trough decline | -51.63% | -4.01% | -47.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.17% | 2.05% | +52.12% |
Volatility
PHR vs. VTHR - Volatility Comparison
Phreesia, Inc. (PHR) has a higher volatility of 13.25% compared to Vanguard Russell 3000 ETF (VTHR) at 3.73%. This indicates that PHR'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.
Loading charts...
Volatility by Period
| PHR | VTHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.25% | 3.73% | +9.52% |
Volatility (6M)Calculated over the trailing 6-month period | 48.14% | 10.36% | +37.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.41% | 13.10% | +45.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.69% | 17.41% | +43.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.48% | 17.85% | +41.63% |
Dividends
PHR vs. VTHR - Dividend Comparison
PHR has not paid dividends to shareholders, while VTHR's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHR Phreesia, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTHR Vanguard Russell 3000 ETF | 1.02% | 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
PHR and VTHR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHR has higher volatility (13.25%) compared to VTHR (3.73%). In terms of maximum drawdown, PHR dropped -90.00% vs VTHR's -34.61%.
VTHR currently has the higher Sharpe Ratio (1.80 vs -0.98), 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.
Find the right allocation for PHR and VTHR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer