VV vs. RETSX
VV (Vanguard Large-Cap ETF) and RETSX (Russell Investment Tax-Managed U.S. Large Cap Fund) are both Large Cap Blend Equities funds. Over the past 10 years, VV returned 15.14%/yr vs 12.88%/yr for RETSX. Their 0.98 correlation means they have historically moved very closely together. VV charges 0.04%/yr vs 0.92%/yr for RETSX.
Performance
VV vs. RETSX - Performance Comparison
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Returns By Period
In the year-to-date period, VV achieves a 9.78% return, which is significantly higher than RETSX's 8.79% return. Over the past 10 years, VV has outperformed RETSX with an annualized return of 15.14%, while RETSX has yielded a comparatively lower 12.88% annualized return.
VV
- 1D
- 0.68%
- 1M
- 0.19%
- 6M
- 8.54%
- YTD
- 9.78%
- 1Y
- 20.98%
- 3Y*
- 19.53%
- 5Y*
- 12.36%
- 10Y*
- 15.14%
- ALL TIME*
- 10.97%
RETSX
- 1D
- 1.69%
- 1M
- 0.30%
- 6M
- 7.92%
- YTD
- 8.79%
- 1Y
- 18.34%
- 3Y*
- 16.26%
- 5Y*
- 10.12%
- 10Y*
- 12.88%
- ALL TIME*
- 8.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $85.99M | $75.21M | $96.89M |
VV vs. RETSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 9.78% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 8.79% | 14.45% | 20.43% | 24.74% | -18.96% | 24.82% | 17.70% | 28.94% | -6.97% | 21.51% |
Correlation
The correlation between VV and RETSX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.98 |
The correlation between VV and RETSX has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
VV vs. RETSX — Risk / Return Rank
VV
RETSX
VV vs. RETSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX). 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.
| VV | RETSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.73 | +0.34 |
| Martin ratioReturn relative to average drawdown | 8.71 | 7.18 | +1.53 |
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Drawdowns
VV vs. RETSX - Drawdown Comparison
The maximum VV drawdown since its inception was -54.81%, roughly equal to the maximum RETSX drawdown of -57.35%. Use the drawdown chart below to compare losses from any high point for VV and RETSX.
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Drawdown Indicators
| VV | RETSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -57.35% | +2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -9.29% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -18.79% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -25.62% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -33.52% | -0.76% |
Current DrawdownCurrent decline from peak | -1.53% | -1.03% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -10.49% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.23% | -0.05% |
Volatility
VV vs. RETSX - Volatility Comparison
Vanguard Large-Cap ETF (VV) has a higher volatility of 3.64% compared to Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) at 3.26%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than RETSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VV | RETSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.26% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 9.74% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 12.57% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 16.81% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 17.80% | +0.41% |
VV vs. RETSX - Expense Ratio Comparison
VV has a 0.04% expense ratio, which is lower than RETSX's 0.92% expense ratio.
Dividends
VV vs. RETSX - Dividend Comparison
VV's dividend yield for the trailing twelve months is around 1.02%, more than RETSX's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 0.41% | 0.44% | 0.49% | 0.54% | 0.59% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% |
VV Vanguard Large-Cap ETF | 1.02% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Frequently Asked Questions
With a correlation of 0.98, VV and RETSX 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.
VV has higher volatility (3.64%) compared to RETSX (3.26%). In terms of maximum drawdown, VV dropped -54.81% vs RETSX's -57.35%.
VV currently has the higher Sharpe Ratio (1.47 vs 1.28), 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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