Not only do the sampled terrestrial worlds (Earth, Mars and asteroid 4 Vesta) differ in their mass-independent (nucleosynthetic) isotopic compositions for many elements (e.g. ε 48 Ca, ε 50 Ti, ε 54 Cr, ε 92 Mo), the magnitude of some of these isotopic anomalies also appear to correlate with heliocentric distance. While the isotopic differences between the Earth and Mars may be readily accounted for by the accretion of mostly local materials in distinct regions of the protoplanetary disc, it is unclear whether this applies also to asteroid Vesta. Here we analysed available data from our numerical simulation database to determine the formation location of Vesta in the framework of three planet-formation models: classical, Grand Tack, and Depleted Disc. We find that Vesta has a high probability of forming locally in the asteroid belt in models where material mixing in the inner disc is limited; this limited mixing is implied by the isotopic differences between the Earth and Mars. Based on our results, we propose several criteria to explain the apparent correlation between the different nucleosynthetic isotopic compositions of the Earth, Mars and Vesta: (1) these planetary bodies accreted their building blocks in different regions of the disc, (2) the inner disc is characterised by an isotopic gradient, and (3) the isotopic gradient was preserved during the formation of these planetary bodies and was not diluted by material mixing in the disc (e.g. via giant planet migration).