BLRYX vs. VGT

Last updated Jun 24, 2026

BLRYX (Brookfield Global Listed Real Estate Fund) and VGT (Vanguard Information Technology ETF) are both funds - BLRYX is a REIT fund managed by Brookfield Investment Funds, while VGT is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, BLRYX returned 3.47%/yr vs 25.49%/yr for VGT. A 0.51 correlation means they provide meaningful diversification when combined. BLRYX charges 0.95%/yr vs 0.09%/yr for VGT.

Performance

BLRYX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Global Listed Real Estate Fund (BLRYX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLRYX achieves a 8.78% return, which is significantly lower than VGT's 23.32% return. Over the past 10 years, BLRYX has underperformed VGT with an annualized return of 3.47%, while VGT has yielded a comparatively higher 25.49% annualized return.

BLRYX

• 1D: 0.86%
• 1M: -0.62%
• YTD: 8.78%
• 6M: 8.96%
• 1Y: 12.02%
• 3Y*: 10.37%
• 5Y*: 0.90%
• 10Y*: 3.47%

VGT

• 1D: -3.68%
• 1M: 0.28%
• YTD: 23.32%
• 6M: 21.50%
• 1Y: 46.82%
• 3Y*: 30.13%
• 5Y*: 19.51%
• 10Y*: 25.49%

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

BLRYX vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BLRYX Brookfield Global Listed Real Estate Fund	8.78%	10.99%	1.21%	7.11%	-22.02%	23.74%	-10.36%	20.46%	-8.13%	10.20%
VGT Vanguard Information Technology ETF	23.32%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Correlation

The correlation between BLRYX and VGT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Dec 1, 2011	0.51

Over the past year, the correlation between BLRYX and VGT has dropped to 0.15 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Return for Risk

BLRYX vs. VGT — Risk / Return Rank

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

BLRYX

BLRYX Risk / Return Rank: 17
BLRYX Sharpe Ratio Rank: 17
BLRYX Sortino Ratio Rank: 16
BLRYX Omega Ratio Rank: 16
BLRYX Calmar Ratio Rank: 15
BLRYX Martin Ratio Rank: 20

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 65
VGT Sortino Ratio Rank: 56
VGT Omega Ratio Rank: 58
VGT Calmar Ratio Rank: 60
VGT Martin Ratio Rank: 52

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.

BLRYX vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Global Listed Real Estate Fund (BLRYX) and Vanguard Information Technology ETF (VGT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BLRYX	VGT	Difference
Sharpe ratio: Return per unit of total volatility	1.08	2.07	-0.99
Sortino ratio: Return per unit of downside risk	1.54	2.61	-1.07
Omega ratio: Gain probability vs. loss probability	1.20	1.35	-0.15
Calmar ratio: Return relative to maximum drawdown	1.26	2.87	-1.61
Martin ratio: Return relative to average drawdown	4.70	8.76	-4.06

BLRYX vs. VGT - Sharpe Ratio Comparison

The current BLRYX Sharpe Ratio is 1.08, which is lower than the VGT Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of BLRYX and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLRYX vs. VGT - Drawdown Comparison

The maximum BLRYX drawdown since its inception was -43.17%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BLRYX and VGT.

Drawdown Indicators

	BLRYX	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-43.17%	-54.63%	+11.46%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-16.40%	+5.72%
Max Drawdown (3Y) Largest decline over 3 years	-17.54%	-27.23%	+9.69%
Max Drawdown (5Y) Largest decline over 5 years	-31.85%	-35.07%	+3.22%
Max Drawdown (10Y) Largest decline over 10 years	-43.17%	-35.07%	-8.10%
Current Drawdown Current decline from peak	-2.34%	-7.71%	+5.37%
Average Drawdown Average peak-to-trough decline	-8.27%	-7.95%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	5.36%	-2.51%

Volatility

BLRYX vs. VGT - Volatility Comparison

The current volatility for Brookfield Global Listed Real Estate Fund (BLRYX) is 4.21%, while Vanguard Information Technology ETF (VGT) has a volatility of 11.39%. This indicates that BLRYX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLRYX	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	11.39%	-7.18%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	18.58%	-9.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.45%	22.72%	-10.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.57%	25.55%	-8.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.90%	24.77%	-6.87%

BLRYX vs. VGT - Expense Ratio Comparison

BLRYX has a 0.95% expense ratio, which is higher than VGT's 0.09% expense ratio.

Dividends

BLRYX vs. VGT - Dividend Comparison

BLRYX's dividend yield for the trailing twelve months is around 2.17%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BLRYX Brookfield Global Listed Real Estate Fund	2.17%	2.55%	2.72%	1.86%	2.08%	2.25%	3.59%	4.91%	4.32%	3.92%	6.25%	4.08%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both BLRYX and VGT in my portfolio?

BLRYX and VGT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLRYX or VGT?

VGT has higher volatility (11.39%) compared to BLRYX (4.21%). In terms of maximum drawdown, BLRYX dropped -43.17% vs VGT's -54.63%.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (2.07 vs 1.08), 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.