Vanguard Russell 3000 Index Fund
ALTAR
Score™
4.9% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
28.2x P/Sales
ratio
2.4x
P/BV
ratio
3.4x Div.
yield
1.6%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
Vanguard Russell 3000 is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Russell 3000 Index.

FUND BASICS
Category US Equities
Fund Sponsor Vanguard Group Inc/The
Website www.vanguard.com
Inception date Sep 20, 2010
Assets (mns) $707
Currency USD
Expense ratio 10 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian Bank of New York Mellon
Weighting Market Cap
Index replication Full
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 2961
Wgt avg mkt cap (mns) $407,697
Large cap (>$10bn) 87.6%
Mid cap ($2-10bn) 9.3%
Small cap (<$2bn) 2.8%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 5.4 %
MICROSOFT CORP 4.7 %
AMAZON.COM INC 4.0 %
FACEBOOK 2.0 %
ALPHABET INC. CLASS C 1.4 %
ALPHABET INC. CLASS A 1.4 %
BERKSHIRE HATHAWAY INC-CL B 1.2 %
JOHNSON & JOHNSON 1.1 %
PROCTER & GAMBLE CO/THE 1.0 %
VISA INC-CLASS A SHARES 1.0 %
Total 23.3 %

TOP COUNTRY EXPOSURE
UNITED STATES 97.7 %
IRELAND 1.5 %
BRITAIN 1.0 %
BERMUDA 0.3 %
SWITZERLAND 0.2 %
LUXEMBOURG 0.1 %
CHINA 0.1 %
NETHERLANDS 0.0 %
BRAZIL 0.0 %
CANADA 0.0 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru September 30)
Year-to-date 1 year 5 years 10 years Since Incep.
5.3% 14.5% 13.6% -- 13.2%

Market Correlations
versus... Beta R-squared
S&P500 1.03 99%
MSCI EAFE 1.05 86%
MSCI Emg. Mkts. 0.76 70%

Technical Indicators
Recent close $155.28
30d moving avg. $154.49
Annualized volatility 18.3%
Short interest (ETF) 0.1%
Short interest (Underlying) 2.9%
Relative strength (RSI) 53

Liquidity measures
Avg. volume (thou.) 9
Turnover 0.2%
Bid/Ask (% of price) 0.07%
ADV underlying (mns) $336,893

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the Vanguard Russell 3000 Index Fund ETF based on the alternatives' overlap in portfolio holdings with VTHR. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: VTHR Expense: 10 bp ALTAR Score™: 4.9%


ALTERNATIVE ETFs BASED ON OVERLAP WITH VTHR
Ticker Fund
Name
Overlap1
vs VTHR
(%)
Expense
ratio
(bp)
Savings
vs VTHR
(bp)
ALTAR
Score™
(%)
ALTAR
vs VTHR
(%)
IWV iShares Russell 3000 ETF 99.3 20 -10 4.8 -0.1
SCHB Schwab U.S. Broad Market ETF 98.2 3 7 5.0 +0.1
ITOT iShares Core S&P Total U.S. Stock Market ETF 97.9 3 7 4.9 +0.0
VONE Vanguard Russell 1000 ETF 95.1 8 2 5.0 +0.1
IYY iShares Dow Jones U.S. ETF 95.1 20 -10 4.9 +0.0
IWB iShares Russell 1000 ETF 95.1 15 -5 4.9 +0.1
VTI Vanguard Total Stock Market Index Fund 95.0 3 7 4.9 +0.0
SCHK Schwab 1000 Index ETF 94.4 5 5 5.1 +0.2
SCHX Schwab U.S. Large-Cap ETF 92.2 3 7 5.0 +0.2
SPTM SPDR Portfolio Total Stock Market ETF 90.7 3 7 5.4 +0.5
PBUS Invesco PureBeta MSCI USA ETF 89.0 4 6 5.1 +0.2
BBUS JP Morgan Betabuilders U.S. Equity ETF 87.8 2 8 5.1 +0.2
VV Vanguard Large-Cap Index Fund 87.2 4 6 5.1 +0.2
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 85.9 7 3 5.1 +0.2
ESGV Vanguard ESG U.S. Stock ETF 84.7 12 -2 4.9 +0.1
IVV iShares Core S&P 500 ETF 83.7 3 7 5.2 +0.4
SPY SPDR S&P 500 ETF Trust 83.7 9 1 5.2 +0.3
PBP Invesco S&P 500 BuyWrite ETF 83.7 49 -39 4.8 -0.0
SPLG SPDR Portfolio Large Cap ETF 83.7 3 7 5.2 +0.4
VOO VANGUARD S&P 500 ETF 83.7 3 7 5.3 +0.4
HSPX Global X S&P 500 Covered Call ETF 83.6 60 -50 4.8 -0.1
XYLG Global X S&P 500 Covered Call & Growth ETF 83.6 60 -50 4.9 0.0
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 82.3 20 -10 5.2 +0.3
SPXE ProShares S&P 500 Ex-Energy ETF 81.4 27 -17 5.1 +0.3
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 77.7 25 -15 6.2 +1.3
SFY SoFi Select 500 ETF 77.4 0 10 5.0 +0.1
JHML John Hancock Multifactor Large Cap ETF 76.9 29 -19 5.4 +0.5
ESGU iShares MSCI USA ESG Optimized ETF 74.5 15 -5 4.9 +0.0
SPXN ProShares S&P 500 Ex-Financials ETF 72.8 27 -17 4.8 -0.1
MGC Vanguard Mega Cap Index Fund 72.8 7 3 5.0 +0.2
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 72.2 20 -10 4.8 -0.1
AVUS Avantis U.S. Equity ETF 71.9 15 -5 5.5 +0.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 71.7 9 1 5.4 +0.5
KOKU Xtrackers MSCI Kokusai Equity ETF 71.5 9 1 5.6 +0.7
CATH Global X S&P 500 Catholic Values Custom ETF 71.5 29 -19 5.0 +0.2
TOK iShares MSCI Kokusai ETF 71.4 25 -15 5.4 +0.6
SPXV ProShares S&P 500 Ex-Health Care ETF 71.3 27 -17 4.9 0.0
IWL iShares Russell Top 200 ETF 70.7 15 -5 4.8 -0.1
MMTM SPDR S&P 1500 Momentum Tilt ETF 70.5 12 -2 4.6 -0.3
BKLC BNY Mellon US Large Cap Core Equity ETF 69.0 0 10 5.0 +0.1
EPS WisdomTree U.S. Earnings 500 Fund 68.5 8 2 6.3 +1.5
FNDB Schwab Fundamental U.S. Broad Market Index ETF 66.8 25 -15 6.7 +1.8
URTH iShares MSCI World ETF 65.9 24 -14 5.5 +0.7
PRF Invesco FTSE RAFI US 1000 ETF 65.5 39 -29 6.7 +1.8
IUSG iShares Core S&P US Growth ETF 64.9 4 6 4.3 -0.6
FNDX Schwab Fundamental U.S. Large Co. Index ETF 63.7 25 -15 6.6 +1.8
EFIV SPDR S&P 500 ESG ETF 62.5 10 0 5.0 +0.1
IQSU IQ Candriam ESG US Equity ETF 62.5 9 1 5.0 +0.1
SNPE Xtrackers S&P 500 ESG ETF 62.4 10 0 4.9 +0.1
QUS SPDR MSCI USA StrategicFactors ETF 62.1 15 -5 5.8 +0.9
VOOG Vanguard S&P 500 Growth ETF 62.0 10 0 4.2 -0.7
SPYG SPDR Portfolio S&P 500 Growth ETF 61.8 4 6 4.3 -0.6
IVW iShares S&P 500 Growth ETF 61.8 18 -8 16.9 +12.1
SPXT ProShares S&P 500 Ex-Technology ETF 60.1 27 -17 5.5 +0.6
VLU SPDR S&P 1500 Value Tilt ETF 59.7 12 -2 7.3 +2.4
IUS Invesco Strategic US ETF 59.3 19 -9 6.4 +1.5
XOUT GraniteShares XOUT U.S. Large Cap ETF 58.0 60 -50 4.0 -0.9
ESG FlexShares STOXX US ESG Impact Index Fund 57.9 32 -22 5.0 +0.1
ACWI iShares MSCI ACWI ETF 57.7 32 -22 5.7 +0.9
DYNF BlackRock U.S. Equity Factor Rotation ETF 57.5 30 -20 6.5 +1.7
IWF iShares Russell 1000 Growth ETF 56.6 19 -9 3.7 -1.2
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 56.5 29 -19 5.9 +1.0
VONG Vanguard Russell 1000 Growth Index Fund 56.4 8 2 3.8 -1.1
CRBN iShares MSCI ACWI Low Carbon Target ETF 56.2 20 -10 6.0 +1.1
DTD WisdomTree U.S.Total Dividend Fund 56.2 28 -18 6.6 +1.8
DIVB iShares U.S. Dividend & Buyback ETF 56.1 25 -15 6.8 +1.9
LOWC SPDR MSCI ACWI Low Carbon Target ETF 56.1 20 -10 6.0 +1.1
VT Vanguard Total World Stock Index Fund 55.7 8 2 6.0 +1.1
OEF iShares S&P 100 ETF 55.5 20 -10 4.7 -0.2
RWL Invesco S&P 500 Revenue ETF 53.2 39 -29 7.1 +2.3
VONV Vanguard Russell 1000 Value Index Fund 52.9 8 2 6.9 +2.1
IWD iShares Russell 1000 Value ETF 52.8 19 -9 6.8 +1.9
DLN WisdomTree U.S. LargeCap Dividend Fund 52.7 28 -18 6.4 +1.5
EXT WisdomTree U.S. Total Earnings Fund 51.8 28 -18 5.4 +0.6
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 51.3 15 -5 6.1 +1.3
VUG Vanguard Growth Index Fund 50.9 4 6 3.8 -1.0
IUSV iShares Core S&P U.S. Value ETF 50.3 4 6 7.4 +2.5
ESGG FlexShares STOXX Global ESG Impact Index Fund 49.6 42 -32 5.2 +0.3
AFLG First Trust Active Factor Large Cap ETF 49.2 55 -45 5.3 +0.4
SCHV Schwab U.S. Large-Cap Value ETF 48.6 4 6 6.8 +1.9
SPGM SPDR Portfolio MSCI Global Stock Market ETF 48.5 9 1 5.8 +0.9
QWLD SPDR MSCI World StrategicFactors ETF 48.0 30 -20 6.1 +1.2
DSI iShares MSCI KLD 400 Social ETF 47.4 25 -15 5.0 +0.1
VOOV Vanguard S&P 500 Value ETF 47.4 10 0 7.2 +2.4
IVE iShares S&P 500 Value ETF 47.2 18 -8 7.1 +2.3
SPYV SPDR Portfolio S&P 500 Value ETF 47.2 4 6 7.3 +2.4
RECS Columbia Research Enhanced Core ETF 47.0 15 -5 5.5 +0.7
IWY iShares Russell Top 200 Growth ETF 47.0 20 -10 3.8 -1.1
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 47.0 9 1 5.9 +1.0
KRMA Global X Conscious Companies ETF 46.8 43 -33 5.1 +0.2
VEGN US Vegan Climate ETF 46.8 60 -50 5.0 +0.1
NACP Impact Shares NAACP Minority Empowerment ETF 46.1 75 -65 4.7 -0.1
EUSA iShares MSCI USA Equal Weighted ETF 46.0 15 -5 6.0 +1.2
XLG Invesco S&P 500 Top 50 ETF 45.9 20 -10 4.4 -0.5
MXDU Nationwide Maximum Diversification US Core Equity ETF 45.5 34 -24 4.6 -0.3
WOMN Impact Shares YWCA Women's Empowerment ETF 45.4 75 -65 4.2 -0.7
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 45.3 75 -65 3.8 -1.1
DGRO iShares Core Dividend Growth ETF 44.8 8 2 6.6 +1.7
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 44.7 19 -9 6.0 +1.1
RSP Invesco S&P 500 Equal Weight ETF 44.3 20 -10 6.4 +1.6

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2015 2016 2017 2018 2019 2020E 2021E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2019 2020E 2021E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
Vanguard Russell 3000 Index Fund
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 15.4 %
Divided by: Fwd. P/BV 3.1 x
Less: Expense ratio 10 bp
Equals: ALTAR Score 4.9 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.45 CATEGORY
AVERAGE
1.51
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.