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VTHR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VTHR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 3000 ETF (VTHR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.23%
13.62%
VTHR
VOO

Returns By Period

The year-to-date returns for both investments are quite close, with VTHR having a 25.45% return and VOO slightly higher at 26.16%. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 12.60% annualized return and VOO not far ahead at 13.18%.


VTHR

YTD

25.45%

1M

2.47%

6M

14.23%

1Y

32.88%

5Y (annualized)

15.09%

10Y (annualized)

12.60%

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


VTHRVOO
Sharpe Ratio2.652.70
Sortino Ratio3.533.60
Omega Ratio1.491.50
Calmar Ratio3.873.90
Martin Ratio17.1117.65
Ulcer Index1.95%1.86%
Daily Std Dev12.58%12.19%
Max Drawdown-34.61%-33.99%
Current Drawdown-0.89%-0.86%

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VTHR vs. VOO - Expense Ratio Comparison

VTHR has a 0.10% expense ratio, which is higher than VOO'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%.


VTHR
Vanguard Russell 3000 ETF
Expense ratio chart for VTHR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

The correlation between VTHR and VOO 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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for VTHR, currently valued at 2.65, compared to the broader market0.002.004.002.652.70
The chart of Sortino ratio for VTHR, currently valued at 3.53, compared to the broader market-2.000.002.004.006.008.0010.003.533.60
The chart of Omega ratio for VTHR, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.50
The chart of Calmar ratio for VTHR, currently valued at 3.87, compared to the broader market0.005.0010.0015.003.873.90
The chart of Martin ratio for VTHR, currently valued at 17.11, compared to the broader market0.0020.0040.0060.0080.00100.0017.1117.65
VTHR
VOO

The current VTHR Sharpe Ratio is 2.65, which is comparable to the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of VTHR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.65
2.70
VTHR
VOO

Dividends

VTHR vs. VOO - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 1.19%, less than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VTHR vs. VOO - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTHR and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.89%
-0.86%
VTHR
VOO

Volatility

VTHR vs. VOO - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.15% and 3.99%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
3.99%
VTHR
VOO