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

Correlation

The correlation between VTHR and VTI 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.


-0.50.00.51.00.9

Performance

VTHR vs. VTI - Performance Comparison

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

460.00%480.00%500.00%520.00%540.00%560.00%580.00%JulyAugustSeptemberOctoberNovemberDecember
545.86%
553.39%
VTHR
VTI

Key characteristics

Sharpe Ratio

VTHR:

2.07

VTI:

2.10

Sortino Ratio

VTHR:

2.76

VTI:

2.80

Omega Ratio

VTHR:

1.38

VTI:

1.39

Calmar Ratio

VTHR:

3.10

VTI:

3.14

Martin Ratio

VTHR:

13.42

VTI:

13.44

Ulcer Index

VTHR:

1.99%

VTI:

2.00%

Daily Std Dev

VTHR:

12.90%

VTI:

12.79%

Max Drawdown

VTHR:

-34.61%

VTI:

-55.45%

Current Drawdown

VTHR:

-3.11%

VTI:

-3.03%

Returns By Period

The year-to-date returns for both investments are quite close, with VTHR having a 24.73% return and VTI slightly higher at 24.89%. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 12.43% annualized return and VTI not far ahead at 12.52%.


VTHR

YTD

24.73%

1M

-0.57%

6M

10.11%

1Y

25.11%

5Y*

14.07%

10Y*

12.43%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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. VTI - Expense Ratio Comparison

VTHR has a 0.10% expense ratio, which is higher than VTI'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 VTI: 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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Vanguard Total Stock Market ETF (VTI). 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 2.07, compared to the broader market0.002.004.002.072.10
The chart of Sortino ratio for VTHR, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.002.762.80
The chart of Omega ratio for VTHR, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.39
The chart of Calmar ratio for VTHR, currently valued at 3.10, compared to the broader market0.005.0010.0015.003.103.14
The chart of Martin ratio for VTHR, currently valued at 13.42, compared to the broader market0.0020.0040.0060.0080.00100.0013.4213.44
VTHR
VTI

The current VTHR Sharpe Ratio is 2.07, which is comparable to the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VTHR and VTI, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.07
2.10
VTHR
VTI

Dividends

VTHR vs. VTI - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 0.85%, less than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
VTHR
Vanguard Russell 3000 ETF
0.85%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%1.66%1.57%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VTHR vs. VTI - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTHR and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.11%
-3.03%
VTHR
VTI

Volatility

VTHR vs. VTI - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.03% and 4.00%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.03%
4.00%
VTHR
VTI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab