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VTHR vs. VONE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTHR vs. VONE - Performance Comparison

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

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VTHR vs. VONE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTHR
Vanguard Russell 3000 ETF
-3.23%16.99%23.57%25.92%-19.20%25.49%20.93%30.82%-5.65%21.06%
VONE
Vanguard Russell 1000 ETF
-3.54%17.21%24.51%26.41%-19.14%26.49%20.95%31.12%-4.84%21.55%

Returns By Period

In the year-to-date period, VTHR achieves a -3.23% return, which is significantly higher than VONE's -3.54% return. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 13.60% annualized return and VONE not far ahead at 13.89%.


VTHR

1D
0.76%
1M
-4.46%
YTD
-3.23%
6M
-1.34%
1Y
18.30%
3Y*
18.03%
5Y*
10.66%
10Y*
13.60%

VONE

1D
0.71%
1M
-4.36%
YTD
-3.54%
6M
-1.55%
1Y
17.92%
3Y*
18.36%
5Y*
11.15%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTHR vs. VONE - Expense Ratio Comparison

VTHR has a 0.10% expense ratio, which is higher than VONE's 0.08% 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%.


Return for Risk

VTHR vs. VONE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTHR
VTHR Risk / Return Rank: 5858
Overall Rank
VTHR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTHR Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTHR Omega Ratio Rank: 5858
Omega Ratio Rank
VTHR Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTHR Martin Ratio Rank: 6868
Martin Ratio Rank

VONE
VONE Risk / Return Rank: 5959
Overall Rank
VONE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONE Omega Ratio Rank: 5858
Omega Ratio Rank
VONE Calmar Ratio Rank: 5757
Calmar Ratio Rank
VONE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTHR vs. VONE - Risk-Adjusted Trends Comparison

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


VTHRVONEDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.99

0.00

Sortino ratio

Return per unit of downside risk

1.51

1.50

+0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.53

1.52

0.00

Martin ratio

Return relative to average drawdown

7.22

7.16

+0.06

VTHR vs. VONE - Sharpe Ratio Comparison

The current VTHR Sharpe Ratio is 0.99, which is comparable to the VONE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VTHR and VONE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTHRVONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.99

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.66

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.76

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.80

0.00

Correlation

The correlation between VTHR and VONE 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.


Dividends

VTHR vs. VONE - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 1.15%, which matches VONE's 1.14% yield.


TTM20252024202320222021202020192018201720162015
VTHR
Vanguard Russell 3000 ETF
1.15%1.08%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%
VONE
Vanguard Russell 1000 ETF
1.14%1.07%1.20%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%

Drawdowns

VTHR vs. VONE - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, roughly equal to the maximum VONE drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for VTHR and VONE.


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Drawdown Indicators


VTHRVONEDifference

Max Drawdown

Largest peak-to-trough decline

-34.61%

-34.66%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-12.11%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-25.12%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.61%

-34.66%

+0.05%

Current Drawdown

Current decline from peak

-5.50%

-5.50%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.08%

-3.94%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.57%

+0.03%

Volatility

VTHR vs. VONE - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) and Vanguard Russell 1000 ETF (VONE) have volatilities of 5.53% and 5.39%, 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


VTHRVONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.39%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

9.61%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

18.21%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

17.09%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

18.23%

-0.41%