VTHR vs. AVUS
Compare and contrast key facts about Vanguard Russell 3000 ETF (VTHR) and Avantis U.S. Equity ETF (AVUS).
VTHR and AVUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTHR is a passively managed fund by Vanguard that tracks the performance of the Russell 3000 Index. It was launched on Sep 20, 2010. AVUS is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTHR or AVUS.
Key characteristics
| VTHR | AVUS | |
|---|---|---|
| YTD Return | 26.57% | 24.56% |
| 1Y Return | 38.83% | 37.84% |
| 3Y Return (Ann) | 8.99% | 9.42% |
| 5Y Return (Ann) | 15.44% | 15.67% |
| Sharpe Ratio | 3.21 | 3.07 |
| Sortino Ratio | 4.26 | 4.13 |
| Omega Ratio | 1.60 | 1.57 |
| Calmar Ratio | 4.73 | 4.60 |
| Martin Ratio | 21.12 | 19.06 |
| Ulcer Index | 1.93% | 2.09% |
| Daily Std Dev | 12.66% | 12.98% |
| Max Drawdown | -34.61% | -37.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VTHR and AVUS is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VTHR vs. AVUS - Performance Comparison
In the year-to-date period, VTHR achieves a 26.57% return, which is significantly higher than AVUS's 24.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTHR vs. AVUS - Expense Ratio Comparison
VTHR has a 0.10% expense ratio, which is lower than AVUS's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VTHR vs. AVUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Avantis U.S. Equity ETF (AVUS). 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.
Dividends
VTHR vs. AVUS - Dividend Comparison
VTHR's dividend yield for the trailing twelve months is around 1.18%, less than AVUS's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHR Vanguard Russell 3000 ETF | 1.18% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% | 1.66% | 1.57% |
AVUS Avantis U.S. Equity ETF | 1.22% | 1.41% | 1.60% | 1.08% | 1.19% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTHR vs. AVUS - Drawdown Comparison
The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for VTHR and AVUS. For additional features, visit the drawdowns tool.
Volatility
VTHR vs. AVUS - Volatility Comparison
The current volatility for Vanguard Russell 3000 ETF (VTHR) is 4.08%, while Avantis U.S. Equity ETF (AVUS) has a volatility of 4.46%. This indicates that VTHR experiences smaller price fluctuations and is considered to be less risky than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.