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ISIN
US9220426848
CUSIP
922042684
Issuer
Vanguard
Inception Date
Apr 19, 2011
Category
REIT
Min. Investment
$5,000,000
Distribution Policy
Distributing
Asset Class
Real Estate

Share Price Chart


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Performance

VGRNX Performance Chart

Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) is up 1.7% since the beginning of the year. VGRNX is currently trading at $94 per share. Investors who bought $1,000 worth of VGRNX shares 5 years ago would now be looking at an investment worth $983.


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Benchmark

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Returns By Period

Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) has returned 1.65% so far this year and 7.42% over the past 12 months. Over the last ten years, VGRNX has returned 2.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares

1D
1.57%
1M
3.47%
6M
-2.82%
YTD
1.65%
1Y
7.42%
3Y*
8.11%
5Y*
-0.35%
10Y*
2.30%
ALL TIME*
3.56%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGRNX Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2010, VGRNX's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +12.8%, while the worst month was Mar 2020 at -21.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VGRNX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.60%5.52%-12.65%6.82%-2.43%-2.91%4.20%1.65%
20251.55%0.66%0.37%6.31%2.70%4.29%-1.75%4.19%1.24%-1.15%1.33%0.63%22.02%
2024-4.14%-1.12%4.74%-3.23%2.18%-3.04%5.64%4.66%5.20%-7.20%-0.65%-4.41%-2.40%
20236.12%-5.06%-2.75%3.43%-6.12%1.59%5.41%-3.74%-3.99%-4.54%9.74%7.80%6.35%
2022-2.34%-1.94%0.70%-5.78%-1.66%-8.39%4.28%-5.79%-12.16%-1.55%12.80%-1.18%-22.47%
2021-2.27%3.23%1.73%2.66%2.79%-0.97%0.07%1.77%-4.48%2.30%-3.55%2.61%5.63%

Benchmark Metrics

Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares has an annualized alpha of -3.53%, beta of 0.62, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since November 02, 2010.

  • This fund participated in 97.47% of S&P 500 Index downside but only 61.80% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.53% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.62 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-3.53%
Beta
0.62
0.51
Upside Capture
61.80%
Downside Capture
97.47%

Expense Ratio

VGRNX has an expense ratio of 0.11%, which is considered low.


Return for Risk

Risk / Return Rank

VGRNX ranks 12 for risk / return — above 12% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


VGRNX Risk / Return Rank: 1212
Overall Rank
VGRNX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VGRNX Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGRNX Omega Ratio Rank: 1313
Omega Ratio Rank
VGRNX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VGRNX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) and compare them to S&P 500 Index.

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.


VGRNXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.15

Calmar ratioReturn relative to maximum drawdown

0.50

2.00

-1.50

Martin ratioReturn relative to average drawdown

1.13

8.49

-7.36

Dividends

Dividend History

Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares provided a 4.63% dividend yield over the last twelve months, with an annual payout of $4.36 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.36$4.36$4.15$3.23$0.48$7.07$1.04$9.29$4.90$4.73$5.21$2.97

Dividend yield

4.63%4.71%5.21%3.76%0.58%6.50%0.94%7.81%4.64%3.87%5.19%2.86%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.36$4.36
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.15$4.15
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.23$3.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.22$0.00$0.00$5.85$7.07

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares was 38.77%, occurring on Mar 23, 2020. Recovery took 301 trading sessions.

The current Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares drawdown is 7.90%.


Drawdown

Fall

Recovery

Underwater

Related event

-38.77%Mar 2020
2mo 2d1y 2mo
1y 4moJan 2020 - Jun 2021
COVID crash2020
-35.59%Oct 2022
1y 4mo3y 3mo
4y 8moJun 2021 - Feb 2026
Bear market2022
-23.91%Oct 2011
5mo 3d11mo 10d
1y 4moMay 2011 - Sep 2012
-21.38%Jan 2016
8mo 8d1y 3mo
1y 12moMay 2015 - May 2017
-17.73%Oct 2018
8mo 28d1y 8d
1y 9moJan 2018 - Nov 2019
Rate-hike selloffLate 2018

Drawdown Indicators


VGRNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-56.78%

+18.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-9.10%

-5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-18.90%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-25.43%

-9.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-33.92%

-4.85%

Current Drawdown

Current decline from peak

-7.90%

-1.58%

-6.32%

Average Drawdown

Average peak-to-trough decline

-10.71%

-10.70%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

2.14%

+4.20%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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