VTHRX vs. VOO
Compare and contrast key facts about Vanguard Target Retirement 2030 Fund (VTHRX) and Vanguard S&P 500 ETF (VOO).
VTHRX is managed by Vanguard. It was launched on Jun 7, 2006. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTHRX or VOO.
Performance
VTHRX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VTHRX achieves a 10.50% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VTHRX has underperformed VOO with an annualized return of 6.93%, while VOO has yielded a comparatively higher 13.12% annualized return.
VTHRX
10.50%
-1.48%
4.92%
17.57%
7.01%
6.93%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| VTHRX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.64 |
| Sortino Ratio | 2.99 | 3.53 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 1.91 | 3.81 |
| Martin Ratio | 12.33 | 17.34 |
| Ulcer Index | 1.43% | 1.86% |
| Daily Std Dev | 8.50% | 12.20% |
| Max Drawdown | -49.57% | -33.99% |
| Current Drawdown | -1.78% | -2.16% |
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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%.
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.
Risk-Adjusted Performance
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.
Dividends
VTHRX vs. VOO - Dividend Comparison
VTHRX's dividend yield for the trailing twelve months is around 2.34%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHRX Vanguard Target Retirement 2030 Fund | 2.34% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
VTHRX vs. VOO - Volatility Comparison
The current volatility for Vanguard Target Retirement 2030 Fund (VTHRX) is 2.11%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. 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.