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 15.17%/yr vs 13.11%/yr for RETSX. With a 0.98 correlation, they move nearly in lockstep. VV charges 0.04%/yr vs 0.92%/yr for RETSX.
Performance
VV vs. RETSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VV having a 10.23% return and RETSX slightly lower at 9.72%. Over the past 10 years, VV has outperformed RETSX with an annualized return of 15.17%, while RETSX has yielded a comparatively lower 13.11% annualized return.
VV
- 1D
- -0.77%
- 1M
- 1.34%
- 6M
- 8.23%
- YTD
- 10.23%
- 1Y
- 21.28%
- 3Y*
- 20.34%
- 5Y*
- 12.62%
- 10Y*
- 15.17%
RETSX
- 1D
- 0.47%
- 1M
- 2.18%
- 6M
- 7.62%
- YTD
- 9.72%
- 1Y
- 18.46%
- 3Y*
- 17.94%
- 5Y*
- 10.44%
- 10Y*
- 13.11%
VV vs. RETSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 10.23% | 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 | 9.72% | 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 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.94 | +0.38 |
| Martin ratioReturn relative to average drawdown | 10.00 | 8.13 | +1.87 |
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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 | -1.13% | -0.09% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -10.51% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.22% | -0.09% |
Volatility
VV vs. RETSX - Volatility Comparison
Vanguard Large-Cap ETF (VV) and Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) have volatilities of 4.14% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 4.14% | 4.17% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 9.67% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 12.29% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 16.80% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 17.78% | +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 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 0.40% | 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.
RETSX has higher volatility (4.17%) compared to VV (4.14%). In terms of maximum drawdown, VV dropped -54.81% vs RETSX's -57.35%.
VV currently has the higher Sharpe Ratio (1.69 vs 1.47), 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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