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

Correlation

The correlation between VTHR and VXF is 0.88, 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. VXF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VTHR:

0.60

VXF:

0.36

Sortino Ratio

VTHR:

1.02

VXF:

0.71

Omega Ratio

VTHR:

1.15

VXF:

1.09

Calmar Ratio

VTHR:

0.66

VXF:

0.35

Martin Ratio

VTHR:

2.47

VXF:

1.07

Ulcer Index

VTHR:

5.18%

VXF:

8.68%

Daily Std Dev

VTHR:

20.10%

VXF:

24.66%

Max Drawdown

VTHR:

-34.61%

VXF:

-58.04%

Current Drawdown

VTHR:

-4.30%

VXF:

-10.94%

Returns By Period

In the year-to-date period, VTHR achieves a 0.23% return, which is significantly higher than VXF's -3.18% return. Over the past 10 years, VTHR has outperformed VXF with an annualized return of 12.03%, while VXF has yielded a comparatively lower 8.51% annualized return.


VTHR

YTD

0.23%

1M

6.68%

6M

-2.25%

1Y

12.04%

3Y*

13.29%

5Y*

15.22%

10Y*

12.03%

VXF

YTD

-3.18%

1M

7.46%

6M

-9.80%

1Y

8.81%

3Y*

9.11%

5Y*

11.33%

10Y*

8.51%

*Annualized

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Vanguard Russell 3000 ETF

Vanguard Extended Market ETF

VTHR vs. VXF - Expense Ratio Comparison

VTHR has a 0.10% expense ratio, which is higher than VXF's 0.06% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VTHR vs. VXF — Risk-Adjusted Performance Rank

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

VTHR
The Risk-Adjusted Performance Rank of VTHR is 6161
Overall Rank
The Sharpe Ratio Rank of VTHR is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VTHR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VTHR is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTHR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VTHR is 6363
Martin Ratio Rank

VXF
The Risk-Adjusted Performance Rank of VXF is 3939
Overall Rank
The Sharpe Ratio Rank of VXF is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VXF is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VXF is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VXF is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VXF is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTHR vs. VXF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Vanguard Extended Market ETF (VXF). 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.


The current VTHR Sharpe Ratio is 0.60, which is higher than the VXF Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of VTHR and VXF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VTHR vs. VXF - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 1.23%, which matches VXF's 1.22% yield.


TTM20242023202220212020201920182017201620152014
VTHR
Vanguard Russell 3000 ETF
1.23%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%1.66%
VXF
Vanguard Extended Market ETF
1.22%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%

Drawdowns

VTHR vs. VXF - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum VXF drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for VTHR and VXF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VTHR vs. VXF - Volatility Comparison

The current volatility for Vanguard Russell 3000 ETF (VTHR) is 4.71%, while Vanguard Extended Market ETF (VXF) has a volatility of 6.28%. This indicates that VTHR experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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