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VTHR vs. SCHK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTHR vs. SCHK

Last updated Aug 2, 2026
Documentation

VTHR (Vanguard Russell 3000 ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds - VTHR tracks the Russell 3000 Index while SCHK tracks the Schwab 1000 Index. Both are passively managed. Over the past 5 years, VTHR returned 11.74%/yr vs 12.06%/yr for SCHK. Their 0.98 correlation means they have historically moved very closely together. VTHR charges 0.06%/yr vs 0.03%/yr for SCHK.

Performance

VTHR vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 3000 ETF (VTHR) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VTHR at 10.36% and SCHK at 10.36%.

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%

SCHK

1D
0.61%
1M
0.08%
6M
8.83%
YTD
10.36%
1Y
21.37%
3Y*
19.19%
5Y*
12.06%
10Y*
—
ALL TIME*
14.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SCHK

Schwab 1000 Index ETF
$28.76M$27.18M$27.56M

VTHR

Vanguard Russell 3000 ETF
$9.26M$9.46M$10.85M

VTHR vs. SCHK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTHR
Vanguard Russell 3000 ETF		10.36%16.99%23.57%25.92%-19.20%25.49%20.93%30.82%-5.65%5.33%
SCHK
Schwab 1000 Index ETF		10.36%17.23%24.48%26.63%-19.51%26.17%20.75%31.31%-5.09%5.24%

Correlation

The correlation between VTHR and SCHK is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2017

0.98

The correlation between VTHR and SCHK has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

VTHR vs. SCHK - Sectors Allocation Comparison

Sectors
VTHR
SCHK

Technology

35.7%
36.7%

Financial Services

11.9%
11.8%

Industrials

10.0%
9.5%

Consumer Cyclical

9.6%
9.6%

Healthcare

9.6%
9.2%

Communication Services

9.3%
9.4%

Consumer Defensive

4.3%
4.5%

Energy

3.2%
3.1%

Real Estate

2.3%
2.2%

Utilities

2.2%
2.2%

Basic Materials

2.0%
1.9%

Technology

VTHR
35.7%
SCHK
36.7%

Financial Services

VTHR
11.9%
SCHK
11.8%

Industrials

VTHR
10.0%
SCHK
9.5%

Consumer Cyclical

VTHR
9.6%
SCHK
9.6%

Healthcare

VTHR
9.6%
SCHK
9.2%

Communication Services

VTHR
9.3%
SCHK
9.4%

Consumer Defensive

VTHR
4.3%
SCHK
4.5%

Energy

VTHR
3.2%
SCHK
3.1%

Real Estate

VTHR
2.3%
SCHK
2.2%

Utilities

VTHR
2.2%
SCHK
2.2%

Basic Materials

VTHR
2.0%
SCHK
1.9%

Compare stocks, funds, or ETFs

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

Vanguard Russell 3000 ETF

Schwab 1000 Index ETF

Often compared with VTHR:
VTHR vs. VTIVTHR vs. VOOVTHR vs. IWVVTHR vs. VTHRXVTHR vs. VONEVTHR vs. VONGVTHR vs. AVUS
Often compared with SCHK:
SCHK vs. SCHBSCHK vs. SCHXSCHK vs. VOOSCHK vs. SCHGSCHK vs. VTISCHK vs. VONGSCHK vs. SCHD

Return for Risk

VTHR vs. SCHK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VTHR
VTHR Risk / Return Rank: 6666
Overall Rank
VTHR Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VTHR Sortino Ratio Rank: 6464
Sortino Ratio Rank
VTHR Omega Ratio Rank: 6363
Omega Ratio Rank
VTHR Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTHR Martin Ratio Rank: 7676
Martin Ratio Rank
SCHK
SCHK Risk / Return Rank: 6565
Overall Rank
SCHK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHK Omega Ratio Rank: 6262
Omega Ratio Rank
SCHK Calmar Ratio Rank: 6363
Calmar Ratio Rank
SCHK Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VTHR vs. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Schwab 1000 Index ETF (SCHK). 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.

VTHRSCHKDifference
Sharpe ratioReturn per unit of total volatility
1.50
1.48

+0.02

Sortino ratioReturn per unit of downside risk
2.11
2.06

+0.05

Omega ratioGain probability vs. loss probability

1.27

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.21

2.17

+0.04

Martin ratioReturn relative to average drawdown

9.57

9.29

+0.28

VTHR vs. SCHK - Sharpe Ratio Comparison

The current VTHR Sharpe Ratio is 1.50, which is comparable to the SCHK Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of VTHR and SCHK, 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

VTHR vs. SCHK - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, roughly equal to the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for VTHR and SCHK.

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Drawdown Indicators

VTHRSCHKDifference

Max Drawdown

Largest peak-to-trough decline

-34.61%

-34.80%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-8.97%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-19.21%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-25.44%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.61%

—

—

Current Drawdown

Current decline from peak

-1.21%

-1.35%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.02%

-5.12%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.09%

-0.03%

Volatility

VTHR vs. SCHK - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) and Schwab 1000 Index ETF (SCHK) have volatilities of 3.40% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTHRSCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

3.51%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

10.29%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.11%

13.13%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

17.34%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

19.04%

-1.20%

VTHR vs. SCHK - Expense Ratio Comparison

VTHR has a 0.06% expense ratio, which is higher than SCHK's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VTHR vs. SCHK - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 1.03%, which matches SCHK's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHK
Schwab 1000 Index ETF		1.04%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%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

With a correlation of 1.00, VTHR and SCHK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCHK has higher volatility (3.51%) compared to VTHR (3.40%). In terms of maximum drawdown, VTHR dropped -34.61% vs SCHK's -34.80%.

On 5-year performance, SCHK leads with 12.06% vs 11.74% for VTHR. On fees, SCHK is cheaper at 0.03% per year. On volatility, VTHR has been the lower-risk option at 3.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHK has performed better with a 12.06% return vs 11.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHK is cheaper with a 0.03% expense ratio, compared with 0.06% for VTHR.

VTHR and SCHK have nearly identical dividend yields, around 1.03%.

VTHR tracks Russell 3000 Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.06% for VTHR and 0.03% for SCHK.

VTHR currently has the higher Sharpe Ratio (1.50 vs 1.48), 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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