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VTHR vs. VTTVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTHR vs. VTTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 3000 ETF (VTHR) and Vanguard Target Retirement 2025 Fund (VTTVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTHR achieves a 9.46% return, which is significantly higher than VTTVX's 5.56% return. Over the past 10 years, VTHR has outperformed VTTVX with an annualized return of 14.94%, while VTTVX has yielded a comparatively lower 7.98% annualized return.


VTHR

1D
0.61%
1M
-0.28%
YTD
9.46%
6M
9.47%
1Y
25.83%
3Y*
20.45%
5Y*
12.17%
10Y*
14.94%

VTTVX

1D
1.40%
1M
0.05%
YTD
5.56%
6M
6.18%
1Y
15.21%
3Y*
12.18%
5Y*
5.66%
10Y*
7.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTHR vs. VTTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTHR
Vanguard Russell 3000 ETF
9.46%16.99%23.57%25.92%-19.20%25.49%20.93%30.82%-5.65%21.06%
VTTVX
Vanguard Target Retirement 2025 Fund
5.56%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%

Correlation

The correlation between VTHR and VTTVX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.90

The correlation between VTHR and VTTVX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

VTHR vs. VTTVX — Risk / Return Rank

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

VTHR
VTHR Risk / Return Rank: 6868
Overall Rank
VTHR Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTHR Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTHR Omega Ratio Rank: 6767
Omega Ratio Rank
VTHR Calmar Ratio Rank: 6363
Calmar Ratio Rank
VTHR Martin Ratio Rank: 7575
Martin Ratio Rank

VTTVX
VTTVX Risk / Return Rank: 7575
Overall Rank
VTTVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7575
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7878
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. VTTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Vanguard Target Retirement 2025 Fund (VTTVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTHRVTTVXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

2.74

2.66

+0.08

Martin ratioReturn relative to average drawdown

12.28

11.38

+0.90

VTHR vs. VTTVX - Sharpe Ratio Comparison

The current VTHR Sharpe Ratio is 1.92, which is comparable to the VTTVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of VTHR and VTTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTHR vs. VTTVX - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum VTTVX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for VTHR and VTTVX.


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Drawdown Indicators


VTHRVTTVXDifference

Max Drawdown

Largest peak-to-trough decline

-34.61%

-46.03%

+11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-5.57%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-7.84%

-11.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-21.52%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.61%

-22.51%

-12.10%

Current Drawdown

Current decline from peak

-2.02%

-1.17%

-0.85%

Average Drawdown

Average peak-to-trough decline

-4.04%

-5.05%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.30%

+0.69%

Volatility

VTHR vs. VTTVX - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) has a higher volatility of 4.33% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 3.03%. This indicates that VTHR's price experiences larger fluctuations and is considered to be riskier than VTTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTHRVTTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.03%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

6.01%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

7.23%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

9.14%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

9.96%

+7.90%

VTHR vs. VTTVX - Expense Ratio Comparison

VTHR has a 0.07% expense ratio, which is lower than VTTVX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VTHR vs. VTTVX - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 1.02%, less than VTTVX's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
VTHR
Vanguard Russell 3000 ETF
1.02%1.08%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%
VTTVX
Vanguard Target Retirement 2025 Fund
7.00%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

Frequently Asked Questions


With a correlation of 0.93, VTHR and VTTVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTHR has higher volatility (4.33%) compared to VTTVX (3.03%). In terms of maximum drawdown, VTHR dropped -34.61% vs VTTVX's -46.03%.

VTTVX currently has the higher Sharpe Ratio (2.05 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VTHR and VTTVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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