VTHR vs. SPY
Compare and contrast key facts about Vanguard Russell 3000 ETF (VTHR) and SPDR S&P 500 ETF (SPY).
VTHR and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both VTHR and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTHR or SPY.
Performance
VTHR vs. SPY - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VTHR having a 25.45% return and SPY slightly higher at 26.08%. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 12.60% annualized return and SPY not far ahead at 13.10%.
VTHR
25.45%
2.47%
14.23%
32.88%
15.09%
12.60%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| VTHR | SPY | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.70 |
| Sortino Ratio | 3.53 | 3.60 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.87 | 3.90 |
| Martin Ratio | 17.11 | 17.52 |
| Ulcer Index | 1.95% | 1.87% |
| Daily Std Dev | 12.58% | 12.14% |
| Max Drawdown | -34.61% | -55.19% |
| Current Drawdown | -0.89% | -0.85% |
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VTHR vs. SPY - Expense Ratio Comparison
VTHR has a 0.10% expense ratio, which is higher than SPY's 0.09% 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%.
Correlation
The correlation between VTHR and SPY is 0.94, 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.
Risk-Adjusted Performance
VTHR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VTHR's dividend yield for the trailing twelve months is around 1.19%, which matches SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHR Vanguard Russell 3000 ETF | 1.19% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% | 1.66% | 1.57% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VTHR vs. SPY - Drawdown Comparison
The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VTHR and SPY. For additional features, visit the drawdowns tool.
Volatility
VTHR vs. SPY - Volatility Comparison
Vanguard Russell 3000 ETF (VTHR) and SPDR S&P 500 ETF (SPY) have volatilities of 4.15% and 3.98%, 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.