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VTHRX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTHRX and VOO is 0.95, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VTHRX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2030 Fund (VTHRX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
151.57%
504.39%
VTHRX
VOO

Key characteristics

Sharpe Ratio

VTHRX:

0.08

VOO:

-0.07

Sortino Ratio

VTHRX:

0.16

VOO:

0.01

Omega Ratio

VTHRX:

1.02

VOO:

1.00

Calmar Ratio

VTHRX:

0.04

VOO:

-0.07

Martin Ratio

VTHRX:

0.37

VOO:

-0.36

Ulcer Index

VTHRX:

1.92%

VOO:

3.31%

Daily Std Dev

VTHRX:

9.19%

VOO:

15.79%

Max Drawdown

VTHRX:

-49.57%

VOO:

-33.99%

Current Drawdown

VTHRX:

-12.99%

VOO:

-17.13%

Returns By Period

In the year-to-date period, VTHRX achieves a -4.54% return, which is significantly higher than VOO's -13.30% return. Over the past 10 years, VTHRX has underperformed VOO with an annualized return of 4.12%, while VOO has yielded a comparatively higher 11.35% annualized return.


VTHRX

YTD

-4.54%

1M

-6.54%

6M

-6.58%

1Y

1.24%

5Y*

5.89%

10Y*

4.12%

VOO

YTD

-13.30%

1M

-12.91%

6M

-11.02%

1Y

0.06%

5Y*

17.17%

10Y*

11.35%

*Annualized

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VTHRX vs. VOO - Expense Ratio Comparison

VTHRX has a 0.08% 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%.


Expense ratio chart for VTHRX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTHRX: 0.08%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

VTHRX vs. VOO — Risk-Adjusted Performance Rank

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

VTHRX
The Risk-Adjusted Performance Rank of VTHRX is 3838
Overall Rank
The Sharpe Ratio Rank of VTHRX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VTHRX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VTHRX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VTHRX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VTHRX is 4040
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 2222
Overall Rank
The Sharpe Ratio Rank of VOO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 2121
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.

VTHRX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) 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.


The chart of Sharpe ratio for VTHRX, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.00
VTHRX: 0.08
VOO: -0.07
The chart of Sortino ratio for VTHRX, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.00
VTHRX: 0.16
VOO: 0.01
The chart of Omega ratio for VTHRX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.50
VTHRX: 1.02
VOO: 1.00
The chart of Calmar ratio for VTHRX, currently valued at 0.04, compared to the broader market0.005.0010.0015.00
VTHRX: 0.04
VOO: -0.07
The chart of Martin ratio for VTHRX, currently valued at 0.37, compared to the broader market0.0020.0040.0060.00
VTHRX: 0.37
VOO: -0.36

The current VTHRX Sharpe Ratio is 0.08, which is higher than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VTHRX 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.08
-0.07
VTHRX
VOO

Dividends

VTHRX vs. VOO - Dividend Comparison

VTHRX's dividend yield for the trailing twelve months is around 2.87%, more than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
VTHRX
Vanguard Target Retirement 2030 Fund
2.87%2.73%2.59%2.05%2.14%1.63%2.38%2.49%1.99%1.97%2.15%1.92%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VTHRX vs. VOO - Drawdown Comparison

The maximum VTHRX drawdown since its inception was -49.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTHRX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.99%
-17.13%
VTHRX
VOO

Volatility

VTHRX vs. VOO - Volatility Comparison

The current volatility for Vanguard Target Retirement 2030 Fund (VTHRX) is 4.71%, while Vanguard S&P 500 ETF (VOO) has a volatility of 9.12%. This indicates that VTHRX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
4.71%
9.12%
VTHRX
VOO