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CREEX vs. IVRSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CREEX vs. IVRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Real Estate Equity Fund (CREEX) and VY CBRE Real Estate Portfolio (IVRSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with CREEX at 20.10% and IVRSX at 20.10%. Over the past 10 years, CREEX has outperformed IVRSX with an annualized return of 5.76%, while IVRSX has yielded a comparatively lower 5.03% annualized return.


CREEX

1D
-0.55%
1M
0.74%
6M
18.19%
YTD
20.10%
1Y
25.16%
3Y*
11.19%
5Y*
4.76%
10Y*
5.76%
ALL TIME*
9.31%

IVRSX

1D
-0.67%
1M
0.68%
6M
18.07%
YTD
20.10%
1Y
23.39%
3Y*
9.92%
5Y*
3.84%
10Y*
5.03%
ALL TIME*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CREEX vs. IVRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CREEX
Columbia Real Estate Equity Fund
20.10%0.19%7.40%16.20%-25.10%41.91%-3.54%28.40%-7.21%4.56%
IVRSX
VY CBRE Real Estate Portfolio
20.10%-0.01%4.32%14.11%-27.22%51.91%-6.66%28.15%-10.29%5.20%

Correlation

The correlation between CREEX and IVRSX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 31, 1994

0.96

The correlation between CREEX and IVRSX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

CREEX vs. IVRSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CREEX
CREEX Risk / Return Rank: 7474
Overall Rank
CREEX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CREEX Sortino Ratio Rank: 6868
Sortino Ratio Rank
CREEX Omega Ratio Rank: 6464
Omega Ratio Rank
CREEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
CREEX Martin Ratio Rank: 8080
Martin Ratio Rank

IVRSX
IVRSX Risk / Return Rank: 7777
Overall Rank
IVRSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IVRSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
IVRSX Omega Ratio Rank: 6868
Omega Ratio Rank
IVRSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
IVRSX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CREEX vs. IVRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Real Estate Equity Fund (CREEX) and VY CBRE Real Estate Portfolio (IVRSX). 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.


CREEXIVRSXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

3.10

3.30

-0.20

Martin ratioReturn relative to average drawdown

10.26

10.77

-0.52

CREEX vs. IVRSX - Sharpe Ratio Comparison

The current CREEX Sharpe Ratio is 1.75, which is comparable to the IVRSX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of CREEX and IVRSX, 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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Drawdowns

CREEX vs. IVRSX - Drawdown Comparison

The maximum CREEX drawdown since its inception was -70.78%, roughly equal to the maximum IVRSX drawdown of -73.77%. Use the drawdown chart below to compare losses from any high point for CREEX and IVRSX.


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Drawdown Indicators


CREEXIVRSXDifference

Max Drawdown

Largest peak-to-trough decline

-70.78%

-73.77%

+2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

-7.74%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-19.29%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

-34.51%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-41.42%

-45.19%

+3.77%

Current Drawdown

Current decline from peak

-3.01%

-3.17%

+0.16%

Average Drawdown

Average peak-to-trough decline

-10.67%

-11.88%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.36%

+0.03%

Volatility

CREEX vs. IVRSX - Volatility Comparison

Columbia Real Estate Equity Fund (CREEX) and VY CBRE Real Estate Portfolio (IVRSX) have volatilities of 4.86% and 4.85%, 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


CREEXIVRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.85%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

10.97%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.17%

14.11%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

19.69%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

21.60%

-0.88%

CREEX vs. IVRSX - Expense Ratio Comparison

CREEX has a 1.01% expense ratio, which is higher than IVRSX's 0.93% expense ratio.


Dividends

CREEX vs. IVRSX - Dividend Comparison

CREEX's dividend yield for the trailing twelve months is around 5.58%, more than IVRSX's 1.76% yield.


PositionTTM20252024202320222021202020192018201720162015
CREEX
Columbia Real Estate Equity Fund
5.58%6.26%10.13%32.32%5.92%6.41%7.50%12.02%8.22%14.73%4.23%8.59%
IVRSX
VY CBRE Real Estate Portfolio
1.76%2.74%2.50%8.77%26.34%1.46%13.92%2.44%11.42%2.07%1.57%1.31%

Frequently Asked Questions


With a correlation of 0.90, CREEX and IVRSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CREEX has higher volatility (4.86%) compared to IVRSX (4.85%). In terms of maximum drawdown, CREEX dropped -70.78% vs IVRSX's -73.77%.

IVRSX currently has the higher Sharpe Ratio (1.82 vs 1.75), 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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