VTHR vs. VONE
Compare and contrast key facts about Vanguard Russell 3000 ETF (VTHR) and Vanguard Russell 1000 ETF (VONE).
VTHR and VONE 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. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. Both VTHR and VONE 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 VONE.
Key characteristics
| VTHR | VONE | |
|---|---|---|
| YTD Return | 26.57% | 27.05% |
| 1Y Return | 38.83% | 38.58% |
| 3Y Return (Ann) | 8.99% | 9.49% |
| 5Y Return (Ann) | 15.44% | 15.82% |
| 10Y Return (Ann) | 12.89% | 13.18% |
| Sharpe Ratio | 3.21 | 3.27 |
| Sortino Ratio | 4.26 | 4.33 |
| Omega Ratio | 1.60 | 1.62 |
| Calmar Ratio | 4.73 | 4.76 |
| Martin Ratio | 21.12 | 21.62 |
| Ulcer Index | 1.93% | 1.88% |
| Daily Std Dev | 12.66% | 12.38% |
| Max Drawdown | -34.61% | -34.67% |
| Current Drawdown | 0.00% | 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.
Performance
VTHR vs. VONE - Performance Comparison
The year-to-date returns for both investments are quite close, with VTHR having a 26.57% return and VONE slightly higher at 27.05%. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 12.89% annualized return and VONE not far ahead at 13.18%. 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. 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%.
Risk-Adjusted Performance
VTHR vs. VONE - Risk-Adjusted Performance 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.
Dividends
VTHR vs. VONE - Dividend Comparison
VTHR's dividend yield for the trailing twelve months is around 1.18%, less than VONE's 1.20% 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% |
VONE Vanguard Russell 1000 ETF | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
VTHR vs. VONE - Drawdown Comparison
The maximum VTHR drawdown since its inception was -34.61%, roughly equal to the maximum VONE drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for VTHR and VONE. For additional features, visit the drawdowns tool.
Volatility
VTHR vs. VONE - Volatility Comparison
Vanguard Russell 3000 ETF (VTHR) and Vanguard Russell 1000 ETF (VONE) have volatilities of 4.08% and 3.92%, 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.