PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VTHR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTHRVOO
YTD Return26.07%26.94%
1Y Return35.28%35.06%
3Y Return (Ann)8.82%10.23%
5Y Return (Ann)15.16%15.77%
10Y Return (Ann)12.83%13.41%
Sharpe Ratio3.033.08
Sortino Ratio4.044.09
Omega Ratio1.561.58
Calmar Ratio4.454.46
Martin Ratio19.8520.36
Ulcer Index1.93%1.85%
Daily Std Dev12.65%12.23%
Max Drawdown-34.61%-33.99%
Current Drawdown-0.40%-0.25%

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.

Performance

VTHR vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with VTHR having a 26.07% return and VOO slightly higher at 26.94%. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 12.83% annualized return and VOO not far ahead at 13.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.59%
13.51%
VTHR
VOO

Compare stocks, funds, or ETFs

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


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%

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.


VTHR
Sharpe ratio
The chart of Sharpe ratio for VTHR, currently valued at 3.03, compared to the broader market-2.000.002.004.003.03
Sortino ratio
The chart of Sortino ratio for VTHR, currently valued at 4.04, compared to the broader market-2.000.002.004.006.008.0010.0012.004.04
Omega ratio
The chart of Omega ratio for VTHR, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for VTHR, currently valued at 4.45, compared to the broader market0.005.0010.0015.004.45
Martin ratio
The chart of Martin ratio for VTHR, currently valued at 19.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.85
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.08, compared to the broader market-2.000.002.004.003.08
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.09, compared to the broader market-2.000.002.004.006.008.0010.0012.004.09
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.46, compared to the broader market0.005.0010.0015.004.46
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.36

VTHR vs. VOO - Sharpe Ratio Comparison

The current VTHR Sharpe Ratio is 3.03, which is comparable to the VOO Sharpe Ratio of 3.08. 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
3.03
3.08
VTHR
VOO

Dividends

VTHR vs. VOO - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 1.18%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.23%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
-0.40%
-0.25%
VTHR
VOO

Volatility

VTHR vs. VOO - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) has a higher volatility of 3.97% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that VTHR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. 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
3.97%
3.78%
VTHR
VOO