VTHR vs. BKD
VTHR (Vanguard Russell 3000 ETF) is Large Cap Blend Equities fund tracking the Russell 3000 Index, while BKD (Brookdale Senior Living Inc.) is a stock. Over the past 10 years, VTHR returned 14.55%/yr vs -1.92%/yr for BKD. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
VTHR vs. BKD - Performance Comparison
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Returns By Period
In the year-to-date period, VTHR achieves a 10.36% return, which is significantly lower than BKD's 35.31% return. Over the past 10 years, VTHR has outperformed BKD with an annualized return of 14.55%, while BKD has yielded a comparatively lower -1.92% annualized return.
VTHR
- 1D
- 0.59%
- 1M
- -0.19%
- 6M
- 8.65%
- YTD
- 10.36%
- 1Y
- 21.54%
- 3Y*
- 18.81%
- 5Y*
- 11.74%
- 10Y*
- 14.55%
- ALL TIME*
- 14.17%
BKD
- 1D
- -0.14%
- 1M
- -8.00%
- 6M
- -2.67%
- YTD
- 35.31%
- 1Y
- 91.85%
- 3Y*
- 57.32%
- 5Y*
- 14.19%
- 10Y*
- -1.92%
- ALL TIME*
- -1.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $68.46M | $74.60M | $65.88M | |
| $9.26M | $9.46M | $10.85M |
VTHR vs. BKD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTHR Vanguard Russell 3000 ETF | 10.36% | 16.99% | 23.57% | 25.92% | -19.20% | 25.49% | 20.93% | 30.82% | -5.65% | 21.06% |
BKD Brookdale Senior Living Inc. | 35.31% | 114.51% | -13.57% | 113.19% | -47.09% | 16.48% | -39.06% | 8.51% | -30.93% | -21.90% |
Correlation
The correlation between VTHR and BKD is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.43 |
Over the past year, the correlation between VTHR and BKD has dropped to 0.18 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
VTHR vs. BKD — Risk / Return Rank
VTHR
BKD
VTHR vs. BKD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Brookdale Senior Living Inc. (BKD). 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.
| VTHR | BKD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.04 | -0.83 |
| Martin ratioReturn relative to average drawdown | 9.57 | 7.63 | +1.94 |
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Drawdowns
VTHR vs. BKD - Drawdown Comparison
The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum BKD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for VTHR and BKD.
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Drawdown Indicators
| VTHR | BKD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.61% | -96.29% | +61.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -29.22% | +20.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -43.55% | +24.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -68.96% | +43.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.61% | -90.44% | +55.83% |
Current DrawdownCurrent decline from peak | -1.21% | -68.91% | +67.70% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -63.72% | +59.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 11.63% | -9.57% |
Volatility
VTHR vs. BKD - Volatility Comparison
The current volatility for Vanguard Russell 3000 ETF (VTHR) is 3.40%, while Brookdale Senior Living Inc. (BKD) has a volatility of 12.56%. This indicates that VTHR experiences smaller price fluctuations and is considered to be less risky than BKD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTHR | BKD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 12.56% | -9.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 29.16% | -18.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 39.71% | -26.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 53.07% | -35.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 60.04% | -42.20% |
Dividends
VTHR vs. BKD - Dividend Comparison
VTHR's dividend yield for the trailing twelve months is around 1.03%, while BKD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKD Brookdale Senior Living 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 | 1.03% | 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
VTHR and BKD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKD has higher volatility (12.56%) compared to VTHR (3.40%). In terms of maximum drawdown, VTHR dropped -34.61% vs BKD's -96.29%.
BKD currently has the higher Sharpe Ratio (2.24 vs 1.50), 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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