PortfoliosLab logoPortfoliosLab logo
CREEX vs. VGRNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CREEX vs. VGRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Real Estate Equity Fund (CREEX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CREEX vs. VGRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CREEX
Columbia Real Estate Equity Fund
2.58%0.19%7.40%16.20%-25.10%41.91%-3.54%28.40%-7.21%4.56%
VGRNX
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares
-5.47%22.02%-2.40%6.35%-22.47%5.63%-6.90%21.50%-9.54%26.55%

Returns By Period

In the year-to-date period, CREEX achieves a 2.58% return, which is significantly higher than VGRNX's -5.47% return. Over the past 10 years, CREEX has outperformed VGRNX with an annualized return of 5.00%, while VGRNX has yielded a comparatively lower 2.24% annualized return.


CREEX

1D
0.21%
1M
-7.21%
YTD
2.58%
6M
1.35%
1Y
2.16%
3Y*
6.95%
5Y*
5.20%
10Y*
5.00%

VGRNX

1D
-0.24%
1M
-14.35%
YTD
-5.47%
6M
-4.72%
1Y
12.43%
3Y*
6.91%
5Y*
-0.91%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CREEX vs. VGRNX - Expense Ratio Comparison

CREEX has a 1.01% expense ratio, which is higher than VGRNX's 0.11% expense ratio.


Return for Risk

CREEX vs. VGRNX — Risk / Return Rank

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

CREEX
CREEX Risk / Return Rank: 1010
Overall Rank
CREEX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CREEX Sortino Ratio Rank: 99
Sortino Ratio Rank
CREEX Omega Ratio Rank: 88
Omega Ratio Rank
CREEX Calmar Ratio Rank: 1010
Calmar Ratio Rank
CREEX Martin Ratio Rank: 1212
Martin Ratio Rank

VGRNX
VGRNX Risk / Return Rank: 3838
Overall Rank
VGRNX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VGRNX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VGRNX Omega Ratio Rank: 3939
Omega Ratio Rank
VGRNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGRNX Martin Ratio Rank: 3333
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.

CREEX vs. VGRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Real Estate Equity Fund (CREEX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX). 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.


CREEXVGRNXDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.96

-0.78

Sortino ratio

Return per unit of downside risk

0.37

1.31

-0.94

Omega ratio

Gain probability vs. loss probability

1.05

1.18

-0.13

Calmar ratio

Return relative to maximum drawdown

0.23

0.77

-0.55

Martin ratio

Return relative to average drawdown

0.92

3.55

-2.63

CREEX vs. VGRNX - Sharpe Ratio Comparison

The current CREEX Sharpe Ratio is 0.18, which is lower than the VGRNX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CREEX and VGRNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CREEXVGRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.96

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.07

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.15

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.21

+0.16

Correlation

The correlation between CREEX and VGRNX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CREEX vs. VGRNX - Dividend Comparison

CREEX's dividend yield for the trailing twelve months is around 6.11%, more than VGRNX's 4.98% yield.


TTM20252024202320222021202020192018201720162015
CREEX
Columbia Real Estate Equity Fund
6.11%6.26%10.13%32.32%5.92%6.41%7.50%12.02%8.22%14.73%4.23%8.59%
VGRNX
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares
4.98%4.71%5.21%3.76%0.58%6.50%0.94%7.81%4.64%3.87%5.19%2.86%

Drawdowns

CREEX vs. VGRNX - Drawdown Comparison

The maximum CREEX drawdown since its inception was -70.78%, which is greater than VGRNX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for CREEX and VGRNX.


Loading graphics...

Drawdown Indicators


CREEXVGRNXDifference

Max Drawdown

Largest peak-to-trough decline

-70.78%

-38.77%

-32.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-14.35%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

-35.59%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-41.42%

-38.77%

-2.65%

Current Drawdown

Current decline from peak

-7.74%

-14.35%

+6.61%

Average Drawdown

Average peak-to-trough decline

-10.77%

-10.74%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.13%

+0.12%

Volatility

CREEX vs. VGRNX - Volatility Comparison

The current volatility for Columbia Real Estate Equity Fund (CREEX) is 4.31%, while Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) has a volatility of 5.00%. This indicates that CREEX experiences smaller price fluctuations and is considered to be less risky than VGRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CREEXVGRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

5.00%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

8.33%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

12.20%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

13.77%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.66%

14.68%

+5.98%