PortfoliosLab logoPortfoliosLab logo
ASRAX vs. VGSNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASRAX vs. VGSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Real Estate Income Fund (ASRAX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ASRAX vs. VGSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASRAX
Invesco Global Real Estate Income Fund
0.28%7.08%-2.68%11.90%-20.93%19.97%-5.10%15.50%-4.33%8.78%
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
-0.23%3.21%3.72%13.12%-26.19%40.46%-4.76%28.98%-5.97%4.90%

Returns By Period

In the year-to-date period, ASRAX achieves a 0.28% return, which is significantly higher than VGSNX's -0.23% return. Over the past 10 years, ASRAX has underperformed VGSNX with an annualized return of 2.49%, while VGSNX has yielded a comparatively higher 4.49% annualized return.


ASRAX

1D
0.12%
1M
-8.70%
YTD
0.28%
6M
-0.51%
1Y
7.07%
3Y*
4.47%
5Y*
1.17%
10Y*
2.49%

VGSNX

1D
0.37%
1M
-7.74%
YTD
-0.23%
6M
-2.62%
1Y
0.33%
3Y*
5.88%
5Y*
2.88%
10Y*
4.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ASRAX vs. VGSNX - Expense Ratio Comparison

ASRAX has a 1.20% expense ratio, which is higher than VGSNX's 0.10% expense ratio.


Return for Risk

ASRAX vs. VGSNX — Risk / Return Rank

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

ASRAX
ASRAX Risk / Return Rank: 2323
Overall Rank
ASRAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ASRAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ASRAX Omega Ratio Rank: 2020
Omega Ratio Rank
ASRAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
ASRAX Martin Ratio Rank: 2525
Martin Ratio Rank

VGSNX
VGSNX Risk / Return Rank: 77
Overall Rank
VGSNX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSNX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSNX Omega Ratio Rank: 77
Omega Ratio Rank
VGSNX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSNX Martin Ratio Rank: 88
Martin Ratio Rank
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.

ASRAX vs. VGSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Real Estate Income Fund (ASRAX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX). 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.


ASRAXVGSNXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.07

+0.53

Sortino ratio

Return per unit of downside risk

0.88

0.21

+0.67

Omega ratio

Gain probability vs. loss probability

1.12

1.03

+0.09

Calmar ratio

Return relative to maximum drawdown

0.72

0.09

+0.64

Martin ratio

Return relative to average drawdown

2.74

0.35

+2.39

ASRAX vs. VGSNX - Sharpe Ratio Comparison

The current ASRAX Sharpe Ratio is 0.61, which is higher than the VGSNX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of ASRAX and VGSNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ASRAXVGSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.07

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.15

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.22

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.26

-0.08

Correlation

The correlation between ASRAX and VGSNX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ASRAX vs. VGSNX - Dividend Comparison

ASRAX's dividend yield for the trailing twelve months is around 2.61%, less than VGSNX's 4.01% yield.


TTM20252024202320222021202020192018201720162015
ASRAX
Invesco Global Real Estate Income Fund
2.61%2.71%3.58%2.96%2.38%1.89%2.32%5.57%3.51%3.45%4.49%5.79%
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
4.01%3.94%3.87%3.93%3.94%2.57%3.95%3.40%4.75%4.26%4.84%3.94%

Drawdowns

ASRAX vs. VGSNX - Drawdown Comparison

The maximum ASRAX drawdown since its inception was -64.52%, smaller than the maximum VGSNX drawdown of -73.06%. Use the drawdown chart below to compare losses from any high point for ASRAX and VGSNX.


Loading graphics...

Drawdown Indicators


ASRAXVGSNXDifference

Max Drawdown

Largest peak-to-trough decline

-64.52%

-73.06%

+8.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-12.41%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.35%

-34.39%

+8.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.04%

-42.30%

+7.26%

Current Drawdown

Current decline from peak

-8.70%

-10.83%

+2.13%

Average Drawdown

Average peak-to-trough decline

-12.28%

-13.37%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.16%

-0.76%

Volatility

ASRAX vs. VGSNX - Volatility Comparison

The current volatility for Invesco Global Real Estate Income Fund (ASRAX) is 3.95%, while Vanguard Real Estate Index Fund Institutional Shares (VGSNX) has a volatility of 4.16%. This indicates that ASRAX experiences smaller price fluctuations and is considered to be less risky than VGSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ASRAXVGSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.16%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

9.14%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

16.31%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

18.88%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.28%

20.91%

-7.63%