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DHC vs. VNQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHC vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diversified Healthcare Trust (DHC) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

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DHC vs. VNQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHC
Diversified Healthcare Trust
37.15%113.91%-37.64%497.73%-78.60%-24.27%-49.85%-21.84%-32.84%9.35%
VNQ
Vanguard Real Estate ETF
1.31%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%

Returns By Period

In the year-to-date period, DHC achieves a 37.15% return, which is significantly higher than VNQ's 1.31% return. Over the past 10 years, DHC has underperformed VNQ with an annualized return of -5.36%, while VNQ has yielded a comparatively higher 4.65% annualized return.


DHC

1D
0.30%
1M
-1.78%
YTD
37.15%
6M
51.18%
1Y
179.86%
3Y*
72.88%
5Y*
8.93%
10Y*
-5.36%

VNQ

1D
1.57%
1M
-6.31%
YTD
1.31%
6M
-1.04%
1Y
1.86%
3Y*
6.44%
5Y*
2.79%
10Y*
4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DHC vs. VNQ — Risk / Return Rank

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

DHC
DHC Risk / Return Rank: 9898
Overall Rank
DHC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DHC Sortino Ratio Rank: 9898
Sortino Ratio Rank
DHC Omega Ratio Rank: 9696
Omega Ratio Rank
DHC Calmar Ratio Rank: 9999
Calmar Ratio Rank
DHC Martin Ratio Rank: 9898
Martin Ratio Rank

VNQ
VNQ Risk / Return Rank: 1616
Overall Rank
VNQ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 1515
Sortino Ratio Rank
VNQ Omega Ratio Rank: 1515
Omega Ratio Rank
VNQ Calmar Ratio Rank: 1818
Calmar Ratio Rank
VNQ Martin Ratio Rank: 1919
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.

DHC vs. VNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Healthcare Trust (DHC) and Vanguard Real Estate ETF (VNQ). 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.


DHCVNQDifference

Sharpe ratio

Return per unit of total volatility

3.43

0.11

+3.32

Sortino ratio

Return per unit of downside risk

4.33

0.27

+4.06

Omega ratio

Gain probability vs. loss probability

1.55

1.04

+0.51

Calmar ratio

Return relative to maximum drawdown

10.62

0.23

+10.39

Martin ratio

Return relative to average drawdown

26.73

0.88

+25.85

DHC vs. VNQ - Sharpe Ratio Comparison

The current DHC Sharpe Ratio is 3.43, which is higher than the VNQ Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of DHC and VNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DHCVNQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.43

0.11

+3.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.15

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.23

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.26

-0.14

Correlation

The correlation between DHC and VNQ is 0.66, 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

DHC vs. VNQ - Dividend Comparison

DHC's dividend yield for the trailing twelve months is around 0.60%, less than VNQ's 3.93% yield.


TTM20252024202320222021202020192018201720162015
DHC
Diversified Healthcare Trust
0.60%0.82%1.74%1.07%6.18%1.29%4.37%9.95%13.31%8.15%8.24%11.40%
VNQ
Vanguard Real Estate ETF
3.93%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Drawdowns

DHC vs. VNQ - Drawdown Comparison

The maximum DHC drawdown since its inception was -96.32%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for DHC and VNQ.


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Drawdown Indicators


DHCVNQDifference

Max Drawdown

Largest peak-to-trough decline

-96.32%

-73.07%

-23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-12.44%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-86.56%

-34.48%

-52.08%

Max Drawdown (10Y)

Largest decline over 10 years

-96.32%

-42.40%

-53.92%

Current Drawdown

Current decline from peak

-58.58%

-9.57%

-49.01%

Average Drawdown

Average peak-to-trough decline

-30.20%

-13.71%

-16.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

3.18%

+3.25%

Volatility

DHC vs. VNQ - Volatility Comparison

Diversified Healthcare Trust (DHC) has a higher volatility of 12.31% compared to Vanguard Real Estate ETF (VNQ) at 4.52%. This indicates that DHC's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHCVNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.31%

4.52%

+7.79%

Volatility (6M)

Calculated over the trailing 6-month period

28.08%

9.29%

+18.79%

Volatility (1Y)

Calculated over the trailing 1-year period

52.84%

16.33%

+36.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.95%

18.81%

+50.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.83%

20.71%

+43.12%