I'm in the process of shedding the training wheels as well. Except, in my case, I'm going from Betterment to Vanguard. I haven't personally dealt with Wealthfront, so I cannot speak to the ease of transferring accounts from them. However, it's been relatively smooth (so far) transferring from Betterment. I basically had to print a bunch of documents, get a medallion signature on a couple of them, and send them in via U.S. Mail. I imagine it wouldn't be much different transferring from Wealthfront.
In your IRA, you do not have to worry about capital gains tax. You can make any changes you want to that account. Your taxable account, on the other hand, will be tricky. If you stick with an ETF portfolio and keep most of the ETFs you held at Wealthfront, that would minimize your capital gains tax. However, there are some downsides to using ETFs, especially if you are still new. The first one is, you cannot purchase partial shares of ETFs through Vanguard. Thus, you will have "dead money" sitting in your account until you can afford to make a trade which is compatible with your asset allocation. Additionally, ETFs cannot be automated. You will have to log in to your account several times a month to make the trades manually. Mutual funds, on the other hand, can be both purchased in partial shares and automated. You can automate the process even more by purchasing mutual funds such as Target Date (for your retirement) and Lifestrategy (for your taxable). These funds automatically rebalance. Thus, you have to decide whether paying capital gains tax selling your ETFs is worth the benefits you receive from utilizing mutual funds. No matter which option you choose, you will save on fees through Vanguard. Even the completely automated mutual funds are cheaper than Wealthfront's fees.
