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AWP vs. VGRLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AWP vs. VGRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Premier Properties Fund (AWP) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AWP achieves a 3.18% return, which is significantly higher than VGRLX's -1.15% return. Over the past 10 years, AWP has outperformed VGRLX with an annualized return of 6.71%, while VGRLX has yielded a comparatively lower 2.44% annualized return.


AWP

1D
-0.44%
1M
-3.34%
YTD
3.18%
6M
2.11%
1Y
7.44%
3Y*
12.51%
5Y*
-0.49%
10Y*
6.71%

VGRLX

1D
-0.22%
1M
-3.13%
YTD
-1.15%
6M
-0.08%
1Y
7.24%
3Y*
8.63%
5Y*
-1.23%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWP vs. VGRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWP
abrdn Global Premier Properties Fund
3.18%12.43%12.23%12.58%-37.13%40.41%-10.29%42.52%-18.47%44.91%
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
-1.15%22.00%-2.42%6.19%-22.36%5.65%-6.91%21.44%-9.55%26.53%

Correlation

The correlation between AWP and VGRLX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2010

0.59

The correlation between AWP and VGRLX shifts across timeframes, from 0.50 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AWP vs. VGRLX — Risk / Return Rank

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

AWP
AWP Risk / Return Rank: 66
Overall Rank
AWP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
AWP Sortino Ratio Rank: 66
Sortino Ratio Rank
AWP Omega Ratio Rank: 66
Omega Ratio Rank
AWP Calmar Ratio Rank: 66
Calmar Ratio Rank
AWP Martin Ratio Rank: 77
Martin Ratio Rank

VGRLX
VGRLX Risk / Return Rank: 66
Overall Rank
VGRLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGRLX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGRLX Omega Ratio Rank: 77
Omega Ratio Rank
VGRLX Calmar Ratio Rank: 55
Calmar Ratio Rank
VGRLX Martin Ratio Rank: 55
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.

AWP vs. VGRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Premier Properties Fund (AWP) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX). 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.


AWPVGRLXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.55

-0.02

Sortino ratio

Return per unit of downside risk

0.83

0.89

-0.06

Omega ratio

Gain probability vs. loss probability

1.10

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.53

0.46

+0.06

Martin ratio

Return relative to average drawdown

2.15

1.45

+0.71

AWP vs. VGRLX - Sharpe Ratio Comparison

The current AWP Sharpe Ratio is 0.53, which is comparable to the VGRLX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of AWP and VGRLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AWPVGRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.55

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

-0.09

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.17

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.22

-0.16

Drawdowns

AWP vs. VGRLX - Drawdown Comparison

The maximum AWP drawdown since its inception was -85.93%, which is greater than VGRLX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for AWP and VGRLX.


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Drawdown Indicators


AWPVGRLXDifference

Max Drawdown

Largest peak-to-trough decline

-85.93%

-38.77%

-47.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-14.35%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-23.09%

-15.81%

-7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-43.93%

-35.54%

-8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-53.95%

-38.77%

-15.18%

Current Drawdown

Current decline from peak

-7.85%

-10.41%

+2.56%

Average Drawdown

Average peak-to-trough decline

-27.39%

-10.85%

-16.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.60%

-1.14%

Volatility

AWP vs. VGRLX - Volatility Comparison

abrdn Global Premier Properties Fund (AWP) has a higher volatility of 4.42% compared to Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) at 3.81%. This indicates that AWP's price experiences larger fluctuations and is considered to be riskier than VGRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWPVGRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

3.81%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

10.17%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

12.07%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.16%

13.99%

+8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

14.78%

+8.85%

AWP vs. VGRLX - Expense Ratio Comparison

AWP has a 1.19% expense ratio, which is higher than VGRLX's 0.12% expense ratio.


Dividends

AWP vs. VGRLX - Dividend Comparison

AWP's dividend yield for the trailing twelve months is around 12.74%, more than VGRLX's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
AWP
abrdn Global Premier Properties Fund
12.74%12.50%12.44%12.37%12.31%7.02%9.13%8.49%12.05%8.90%11.70%10.40%
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
4.75%4.69%5.17%3.74%0.56%6.49%0.92%7.76%4.62%3.86%5.17%2.84%

Frequently Asked Questions


AWP and VGRLX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AWP has higher volatility (4.42%) compared to VGRLX (3.81%). In terms of maximum drawdown, AWP dropped -85.93% vs VGRLX's -38.77%.

VGRLX currently has the higher Sharpe Ratio (0.55 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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