CREEX vs. IVRSX
CREEX (Columbia Real Estate Equity Fund) and IVRSX (VY CBRE Real Estate Portfolio) are both REIT funds. Over the past 10 years, CREEX returned 5.76%/yr vs 5.03%/yr for IVRSX. Their 0.96 correlation means they have historically moved very closely together. CREEX charges 1.01%/yr vs 0.93%/yr for IVRSX.
Performance
CREEX vs. IVRSX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CREEX
IVRSX
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.
| CREEX | IVRSX | Difference | |
|---|---|---|---|
| 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 |
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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
| CREEX | IVRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.01% | -3.17% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -11.88% | +1.21% |
Ulcer IndexDepth 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
| CREEX | IVRSX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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