^DWRTFT vs. VWUAX

Last updated Apr 3, 2026

Compare and contrast key facts about Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX).

VWUAX is managed by Vanguard. It was launched on Aug 13, 2001.

Performance

^DWRTFT vs. VWUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). The values are adjusted to include any dividend payments, if applicable.

^DWRTFT vs. VWUAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DWRTFT Dow Jones U.S. Select REIT Total Return Index	6.43%	3.67%	8.10%	13.96%	-25.96%	45.91%	-11.20%	23.10%	-4.22%	3.76%
VWUAX Vanguard U.S. Growth Fund Admiral Shares	-11.11%	15.49%	31.79%	45.32%	-39.58%	2.43%	58.80%	48.42%	0.77%	31.26%

Returns By Period

In the year-to-date period, ^DWRTFT achieves a 6.43% return, which is significantly higher than VWUAX's -11.11% return. Over the past 10 years, ^DWRTFT has underperformed VWUAX with an annualized return of 4.96%, while VWUAX has yielded a comparatively higher 14.49% annualized return.

^DWRTFT

• 1D: 1.01%
• 1M: -3.82%
• YTD: 6.43%
• 6M: 6.05%
• 1Y: 8.38%
• 3Y*: 10.04%
• 5Y*: 5.49%
• 10Y*: 4.96%

VWUAX

• 1D: 0.78%
• 1M: -4.34%
• YTD: -11.11%
• 6M: -11.85%
• 1Y: 12.03%
• 3Y*: 19.29%
• 5Y*: 3.86%
• 10Y*: 14.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^DWRTFT vs. VWUAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWRTFT

^DWRTFT Risk / Return Rank: 31
^DWRTFT Sharpe Ratio Rank: 31
^DWRTFT Sortino Ratio Rank: 28
^DWRTFT Omega Ratio Rank: 30
^DWRTFT Calmar Ratio Rank: 32
^DWRTFT Martin Ratio Rank: 34

VWUAX

VWUAX Risk / Return Rank: 17
VWUAX Sharpe Ratio Rank: 15
VWUAX Sortino Ratio Rank: 19
VWUAX Omega Ratio Rank: 17
VWUAX Calmar Ratio Rank: 17
VWUAX Martin Ratio Rank: 16

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DWRTFT vs. VWUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^DWRTFT	VWUAX	Difference
Sharpe ratio Return per unit of total volatility	0.50	0.57	-0.07
Sortino ratio Return per unit of downside risk	0.78	0.98	-0.19
Omega ratio Gain probability vs. loss probability	1.11	1.14	-0.03
Calmar ratio Return relative to maximum drawdown	0.68	0.75	-0.07
Martin ratio Return relative to average drawdown	2.93	2.39	+0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DWRTFT vs. VWUAX - Sharpe Ratio Comparison

The current ^DWRTFT Sharpe Ratio is 0.50, which is comparable to the VWUAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ^DWRTFT and VWUAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DWRTFT	VWUAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	0.57	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.15	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.61	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.38	+0.01

Correlation

The correlation between ^DWRTFT and VWUAX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^DWRTFT vs. VWUAX - Drawdown Comparison

The maximum ^DWRTFT drawdown since its inception was -75.15%, which is greater than VWUAX's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for ^DWRTFT and VWUAX.

Drawdown Indicators

	^DWRTFT	VWUAX	Difference
Max Drawdown Largest peak-to-trough decline	-75.15%	-50.37%	-24.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.55%	-19.12%	+9.57%
Max Drawdown (5Y) Largest decline over 5 years	-32.35%	-50.17%	+17.82%
Max Drawdown (10Y) Largest decline over 10 years	-44.29%	-50.17%	+5.88%
Current Drawdown Current decline from peak	-4.48%	-15.38%	+10.90%
Average Drawdown Average peak-to-trough decline	-12.08%	-12.87%	+0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	5.98%	-2.90%

Volatility

^DWRTFT vs. VWUAX - Volatility Comparison

The current volatility for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) is 4.68%, while Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a volatility of 7.19%. This indicates that ^DWRTFT experiences smaller price fluctuations and is considered to be less risky than VWUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DWRTFT	VWUAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	7.19%	-2.51%
Volatility (6M) Calculated over the trailing 6-month period	9.28%	13.38%	-4.10%
Volatility (1Y) Calculated over the trailing 1-year period	16.99%	23.66%	-6.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.06%	25.03%	-5.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.54%	23.66%	-2.12%