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Vanguard Real Estate II Index Fund (VRTPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220316957

Issuer

Vanguard

Inception Date

Sep 26, 2017

Category

REIT

Min. Investment

$100,000,000

Asset Class

Real Estate

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.


Popular comparisons:
VRTPX vs. VFAIX VRTPX vs. VRTTX VRTPX vs. VFINX VRTPX vs. FPRO VRTPX vs. FSRNX VRTPX vs. VTI VRTPX vs. FFNOX VRTPX vs. FRESX VRTPX vs. FRIFX VRTPX vs. SPY
Popular comparisons:
VRTPX vs. VFAIX VRTPX vs. VRTTX VRTPX vs. VFINX VRTPX vs. FPRO VRTPX vs. FSRNX VRTPX vs. VTI VRTPX vs. FFNOX VRTPX vs. FRESX VRTPX vs. FRIFX VRTPX vs. SPY

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.35%
10.75%
VRTPX (Vanguard Real Estate II Index Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Real Estate II Index Fund had a return of 10.17% year-to-date (YTD) and 24.49% in the last 12 months.


VRTPX

YTD

10.17%

1M

-3.16%

6M

14.35%

1Y

24.49%

5Y (annualized)

4.17%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.91%1.98%1.90%-7.99%4.60%1.99%7.75%5.30%3.29%-3.42%10.17%
202310.40%-5.86%-2.08%0.30%-4.00%5.58%2.09%-3.27%-7.35%-3.58%11.99%9.36%11.80%
2022-8.15%-3.70%6.33%-4.17%-4.63%-7.49%8.66%-6.00%-12.87%3.52%6.20%-5.07%-26.14%
2021-0.00%3.37%5.15%7.94%0.79%2.62%4.48%2.14%-5.67%7.08%-2.17%9.69%40.37%
20201.16%-7.07%-19.29%8.88%1.74%2.41%3.58%0.51%-2.62%-3.09%9.68%2.79%-4.65%
201911.73%0.75%4.20%-0.10%0.10%1.73%1.61%3.77%1.86%1.07%-1.23%0.81%28.96%
2018-4.20%-7.62%3.83%0.82%3.65%4.11%0.71%2.48%-2.62%-2.98%4.77%-7.96%-5.99%
2017-0.05%-1.00%2.68%-0.23%1.37%

Expense Ratio

VRTPX has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for VRTPX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VRTPX is 33, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VRTPX is 3333
Combined Rank
The Sharpe Ratio Rank of VRTPX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTPX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VRTPX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VRTPX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VRTPX is 2525
Martin 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 II Index Fund (VRTPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VRTPX, currently valued at 1.50, compared to the broader market0.002.004.001.502.51
The chart of Sortino ratio for VRTPX, currently valued at 2.11, compared to the broader market0.005.0010.002.113.36
The chart of Omega ratio for VRTPX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.47
The chart of Calmar ratio for VRTPX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.0025.000.903.62
The chart of Martin ratio for VRTPX, currently valued at 5.47, compared to the broader market0.0020.0040.0060.0080.00100.005.4716.12
VRTPX
^GSPC

The current Vanguard Real Estate II Index Fund Sharpe ratio is 1.50. 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 II Index Fund 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.50
2.51
VRTPX (Vanguard Real Estate II Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Real Estate II Index Fund provided a 3.83% dividend yield over the last twelve months, with an annual payout of $0.87 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.802017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.87$0.84$0.79$0.72$0.80$0.78$0.86$0.26

Dividend yield

3.83%3.98%3.99%2.58%3.92%3.49%4.77%1.32%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.18$0.00$0.00$0.25$0.00$0.00$0.19$0.00$0.00$0.61
2023$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.17$0.00$0.00$0.26$0.84
2022$0.00$0.00$0.14$0.00$0.00$0.17$0.00$0.00$0.22$0.00$0.00$0.26$0.79
2021$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.16$0.00$0.00$0.27$0.72
2020$0.00$0.00$0.11$0.00$0.00$0.20$0.00$0.00$0.16$0.00$0.00$0.34$0.80
2019$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.21$0.00$0.00$0.26$0.78
2018$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.27$0.00$0.00$0.23$0.86
2017$0.26$0.26

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.02%
-1.80%
VRTPX (Vanguard Real Estate II Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Real Estate II Index Fund. 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 II Index Fund was 42.33%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.

The current Vanguard Real Estate II Index Fund drawdown is 9.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.33%Feb 18, 202025Mar 23, 2020268Apr 15, 2021293
-34.35%Jan 3, 2022456Oct 25, 2023
-14.26%Dec 19, 201735Feb 8, 2018102Jul 6, 2018137
-12.87%Dec 7, 201812Dec 24, 201824Jan 30, 201936
-8.66%Aug 29, 201832Oct 12, 201837Dec 6, 201869

Volatility

Volatility Chart

The current Vanguard Real Estate II Index Fund volatility is 5.12%, 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%JuneJulyAugustSeptemberOctoberNovember
5.12%
4.06%
VRTPX (Vanguard Real Estate II Index Fund)
Benchmark (^GSPC)