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ASRAX vs. VRTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASRAX vs. VRTPX - 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 II Index Fund (VRTPX). The values are adjusted to include any dividend payments, if applicable.

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ASRAX vs. VRTPX - 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%2.59%
VRTPX
Vanguard Real Estate II Index Fund
-0.21%2.22%3.72%13.17%-26.14%40.37%-4.65%28.96%-5.99%1.37%

Returns By Period

In the year-to-date period, ASRAX achieves a 0.28% return, which is significantly higher than VRTPX's -0.21% 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%

VRTPX

1D
0.38%
1M
-7.71%
YTD
-0.21%
6M
-2.58%
1Y
0.37%
3Y*
5.57%
5Y*
2.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASRAX vs. VRTPX - Expense Ratio Comparison

ASRAX has a 1.20% expense ratio, which is higher than VRTPX's 0.08% expense ratio.


Return for Risk

ASRAX vs. VRTPX — 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

VRTPX
VRTPX Risk / Return Rank: 77
Overall Rank
VRTPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VRTPX Sortino Ratio Rank: 66
Sortino Ratio Rank
VRTPX Omega Ratio Rank: 66
Omega Ratio Rank
VRTPX Calmar Ratio Rank: 88
Calmar Ratio Rank
VRTPX 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. VRTPX - 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 II Index Fund (VRTPX). 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.


ASRAXVRTPXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.08

+0.53

Sortino ratio

Return per unit of downside risk

0.88

0.22

+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

+0.63

Martin ratio

Return relative to average drawdown

2.74

0.37

+2.37

ASRAX vs. VRTPX - Sharpe Ratio Comparison

The current ASRAX Sharpe Ratio is 0.61, which is higher than the VRTPX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of ASRAX and VRTPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASRAXVRTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.08

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.14

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.21

-0.03

Correlation

The correlation between ASRAX and VRTPX is 0.91, 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. VRTPX - Dividend Comparison

ASRAX's dividend yield for the trailing twelve months is around 2.61%, less than VRTPX's 3.91% 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%
VRTPX
Vanguard Real Estate II Index Fund
3.91%2.79%3.80%3.93%4.52%2.58%3.92%3.50%4.77%1.32%0.00%0.00%

Drawdowns

ASRAX vs. VRTPX - Drawdown Comparison

The maximum ASRAX drawdown since its inception was -64.52%, which is greater than VRTPX's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for ASRAX and VRTPX.


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Drawdown Indicators


ASRAXVRTPXDifference

Max Drawdown

Largest peak-to-trough decline

-64.52%

-42.33%

-22.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-12.41%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.35%

-34.35%

+8.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.04%

Current Drawdown

Current decline from peak

-8.70%

-11.56%

+2.86%

Average Drawdown

Average peak-to-trough decline

-12.28%

-11.55%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.15%

-0.75%

Volatility

ASRAX vs. VRTPX - Volatility Comparison

Invesco Global Real Estate Income Fund (ASRAX) and Vanguard Real Estate II Index Fund (VRTPX) have volatilities of 3.95% and 4.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRAXVRTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.15%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

9.12%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

16.32%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

18.89%

-6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.28%

21.92%

-8.64%