VTHRX vs. SUSA
VTHRX (Vanguard Target Retirement 2030 Fund) and SUSA (iShares MSCI USA ESG Select ETF) are both funds - VTHRX is a Target Retirement Date fund managed by Vanguard, while SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index. Over the past 10 years, VTHRX returned 8.89%/yr vs 15.02%/yr for SUSA. Their correlation of 0.93 suggests significant overlap in exposure. VTHRX charges 0.08%/yr vs 0.25%/yr for SUSA.
Performance
VTHRX vs. SUSA - Performance Comparison
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Returns By Period
In the year-to-date period, VTHRX achieves a 6.52% return, which is significantly lower than SUSA's 9.38% return. Over the past 10 years, VTHRX has underperformed SUSA with an annualized return of 8.89%, while SUSA has yielded a comparatively higher 15.02% annualized return.
VTHRX
- 1D
- 1.60%
- 1M
- -0.02%
- YTD
- 6.52%
- 6M
- 7.17%
- 1Y
- 17.56%
- 3Y*
- 13.65%
- 5Y*
- 6.55%
- 10Y*
- 8.89%
SUSA
- 1D
- 0.53%
- 1M
- 0.44%
- YTD
- 9.38%
- 6M
- 9.38%
- 1Y
- 25.21%
- 3Y*
- 19.45%
- 5Y*
- 11.37%
- 10Y*
- 15.02%
VTHRX vs. SUSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTHRX Vanguard Target Retirement 2030 Fund | 6.52% | 16.25% | 10.43% | 16.24% | -16.28% | 11.37% | 14.11% | 21.08% | -5.85% | 15.24% |
SUSA iShares MSCI USA ESG Select ETF | 9.38% | 15.72% | 22.43% | 23.88% | -21.38% | 30.45% | 24.66% | 32.10% | -5.67% | 22.52% |
Correlation
The correlation between VTHRX and SUSA 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 | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2006 | 0.93 |
The correlation between VTHRX and SUSA has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
VTHRX vs. SUSA — Risk / Return Rank
VTHRX
SUSA
VTHRX vs. SUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and iShares MSCI USA ESG Select ETF (SUSA). 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.
| VTHRX | SUSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.42 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.15 | 10.46 | +0.69 |
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Drawdowns
VTHRX vs. SUSA - Drawdown Comparison
The maximum VTHRX drawdown since its inception was -49.57%, smaller than the maximum SUSA drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for VTHRX and SUSA.
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Drawdown Indicators
| VTHRX | SUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.57% | -53.93% | +4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.56% | -9.71% | +3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -9.64% | -19.30% | +9.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -28.23% | +5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -24.86% | -32.93% | +8.07% |
Current DrawdownCurrent decline from peak | -1.42% | -2.42% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -7.24% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.25% | -0.72% |
Volatility
VTHRX vs. SUSA - Volatility Comparison
The current volatility for Vanguard Target Retirement 2030 Fund (VTHRX) is 3.52%, while iShares MSCI USA ESG Select ETF (SUSA) has a volatility of 4.67%. This indicates that VTHRX experiences smaller price fluctuations and is considered to be less risky than SUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTHRX | SUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 4.67% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 10.22% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.53% | 12.85% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.43% | 17.40% | -6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.28% | 18.18% | -6.90% |
VTHRX vs. SUSA - Expense Ratio Comparison
VTHRX has a 0.08% expense ratio, which is lower than SUSA's 0.25% 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
VTHRX vs. SUSA - Dividend Comparison
VTHRX's dividend yield for the trailing twelve months is around 3.78%, more than SUSA's 0.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 0.84% | 0.89% | 1.15% | 1.32% | 1.52% | 0.98% | 1.17% | 1.52% | 1.72% | 1.40% | 1.56% | 1.42% |
VTHRX Vanguard Target Retirement 2030 Fund | 3.78% | 4.03% | 3.63% | 2.59% | 2.53% | 17.56% | 2.56% | 2.38% | 2.71% | 0.06% | 2.38% | 3.72% |
Frequently Asked Questions
With a correlation of 0.93, VTHRX and SUSA 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.
SUSA has higher volatility (4.67%) compared to VTHRX (3.52%). In terms of maximum drawdown, VTHRX dropped -49.57% vs SUSA's -53.93%.
VTHRX currently has the higher Sharpe Ratio (2.00 vs 1.83), 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.
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