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Vanguard Real Estate ETF (VNQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9229085538
CUSIP922908553
IssuerVanguard
Inception DateSep 23, 2004
RegionNorth America (U.S.)
CategoryREIT
Index TrackedMSCI US REIT Index
Home Pageadvisors.vanguard.com
Asset ClassReal Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

VNQ has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Real Estate ETF

Popular comparisons: VNQ vs. SCHH, VNQ vs. XLRE, VNQ vs. FREL, VNQ vs. VOO, VNQ vs. VNQI, VNQ vs. USRT, VNQ vs. IYR, VNQ vs. REET, VNQ vs. VYM, VNQ vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Real Estate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
322.05%
393.81%
VNQ (Vanguard Real Estate ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Real Estate ETF had a return of 2.61% year-to-date (YTD) and 8.04% in the last 12 months. Over the past 10 years, Vanguard Real Estate ETF had an annualized return of 5.69%, while the S&P 500 had an annualized return of 10.77%, indicating that Vanguard Real Estate ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.61%15.41%
1 month7.02%0.33%
6 months6.16%13.74%
1 year8.04%21.39%
5 years (annualized)4.18%13.11%
10 years (annualized)5.69%10.77%

Monthly Returns

The table below presents the monthly returns of VNQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.06%1.98%1.95%-7.94%4.56%1.88%2.61%
202310.40%-5.86%-2.16%0.31%-3.96%5.63%2.03%-3.38%-7.26%-3.62%12.08%9.45%11.85%
2022-8.42%-3.48%6.26%-4.09%-4.69%-7.45%8.62%-6.01%-12.87%3.51%6.15%-5.03%-26.25%
20210.04%3.43%5.15%7.86%0.81%2.64%4.42%2.15%-5.68%7.13%-2.11%9.71%40.54%
20201.23%-7.03%-19.39%8.96%1.73%2.42%3.64%0.44%-2.66%-3.00%9.68%2.73%-4.61%
201911.85%0.70%4.22%-0.16%0.14%1.55%1.70%3.75%1.93%1.13%-1.30%0.77%28.91%
2018-4.25%-7.68%3.89%0.82%3.68%4.20%0.60%2.58%-2.66%-2.93%4.67%-7.95%-6.03%
2017-0.19%3.51%-2.42%0.24%-0.72%2.23%1.24%-0.26%-0.11%-1.07%2.66%-0.15%4.90%
2016-3.44%-0.36%10.47%-2.35%2.25%6.93%4.26%-3.76%-1.83%-5.74%-1.68%4.82%8.57%
20156.85%-3.67%1.73%-5.85%-0.30%-4.67%5.77%-6.29%3.06%5.76%-0.63%1.83%2.43%
20144.28%5.07%0.50%3.29%2.40%1.13%0.08%3.04%-6.04%9.94%2.00%1.90%30.40%
20133.74%1.22%2.87%6.73%-5.98%-1.98%0.90%-6.98%3.48%4.52%-5.25%0.10%2.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VNQ is 23, indicating that it is in the bottom 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VNQ is 2323
VNQ (Vanguard Real Estate ETF)
The Sharpe Ratio Rank of VNQ is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 2424Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 2424Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 2525Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 2222Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VNQ
Sharpe ratio
The chart of Sharpe ratio for VNQ, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Sortino ratio
The chart of Sortino ratio for VNQ, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.74
Omega ratio
The chart of Omega ratio for VNQ, currently valued at 1.09, compared to the broader market1.002.003.001.09
Calmar ratio
The chart of Calmar ratio for VNQ, currently valued at 0.22, compared to the broader market0.005.0010.0015.0020.000.22
Martin ratio
The chart of Martin ratio for VNQ, currently valued at 1.05, compared to the broader market0.0050.00100.00150.001.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current Vanguard Real Estate ETF Sharpe ratio is 0.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Real Estate ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.42
1.82
VNQ (Vanguard Real Estate ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Real Estate ETF granted a 4.01% dividend yield in the last twelve months. The annual payout for that period amounted to $3.56 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.56$3.49$3.23$2.97$3.33$3.14$3.53$3.51$3.98$3.12$2.92$2.79

Dividend yield

4.01%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.73$0.00$0.00$1.03$0.00$1.77
2023$0.00$0.00$0.77$0.00$0.00$0.93$0.00$0.00$0.73$0.00$0.00$1.07$3.49
2022$0.00$0.00$0.58$0.00$0.00$0.57$0.00$0.00$0.92$0.00$0.00$1.16$3.23
2021$0.00$0.00$0.53$0.00$0.00$0.73$0.00$0.00$0.66$0.00$0.00$1.05$2.97
2020$0.00$0.00$0.65$0.00$0.00$0.76$0.00$0.00$0.59$0.00$0.00$1.34$3.33
2019$0.00$0.00$0.62$0.00$0.00$0.83$0.00$0.00$0.74$0.00$0.00$0.96$3.14
2018$0.00$0.00$0.71$0.00$0.00$0.73$0.00$0.00$1.14$0.00$0.00$0.95$3.53
2017$0.00$0.00$0.60$0.00$0.00$0.80$0.00$0.00$0.85$0.00$0.00$1.26$3.51
2016$0.00$0.00$0.92$0.00$0.00$0.76$0.00$0.00$0.60$0.00$0.00$1.70$3.98
2015$0.00$0.00$0.51$0.00$0.00$0.76$0.00$0.00$0.75$0.00$0.00$1.10$3.12
2014$0.00$0.00$0.45$0.00$0.00$0.70$0.00$0.00$0.67$0.00$0.00$1.10$2.92
2013$0.53$0.00$0.00$0.63$0.00$0.00$0.62$0.00$0.00$1.01$2.79

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-15.36%
-2.86%
VNQ (Vanguard Real Estate ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Real Estate ETF. 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 Real Estate ETF was 73.07%, occurring on Mar 6, 2009. Recovery took 885 trading sessions.

The current Vanguard Real Estate ETF drawdown is 15.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.07%Feb 8, 2007523Mar 6, 2009885Sep 7, 20121408
-42.4%Feb 24, 202021Mar 23, 2020268Apr 15, 2021289
-34.48%Jan 3, 2022456Oct 25, 2023
-17.97%May 22, 201362Aug 19, 2013200Jun 5, 2014262
-17.24%Jan 28, 2015154Sep 4, 2015166May 4, 2016320

Volatility

Volatility Chart

The current Vanguard Real Estate ETF volatility is 4.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
4.02%
2.76%
VNQ (Vanguard Real Estate ETF)
Benchmark (^GSPC)