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EDV vs. VNQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDV and VNQI is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EDV vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
39.66%
50.10%
EDV
VNQI

Key characteristics

Sharpe Ratio

EDV:

0.08

VNQI:

0.61

Sortino Ratio

EDV:

0.25

VNQI:

0.97

Omega Ratio

EDV:

1.03

VNQI:

1.12

Calmar Ratio

EDV:

0.03

VNQI:

0.35

Martin Ratio

EDV:

0.15

VNQI:

1.22

Ulcer Index

EDV:

10.80%

VNQI:

7.78%

Daily Std Dev

EDV:

20.74%

VNQI:

15.62%

Max Drawdown

EDV:

-59.96%

VNQI:

-38.35%

Current Drawdown

EDV:

-53.95%

VNQI:

-18.38%

Returns By Period

In the year-to-date period, EDV achieves a 1.26% return, which is significantly lower than VNQI's 7.08% return. Over the past 10 years, EDV has underperformed VNQI with an annualized return of -2.18%, while VNQI has yielded a comparatively higher 0.72% annualized return.


EDV

YTD

1.26%

1M

-2.13%

6M

-4.44%

1Y

2.92%

5Y*

-14.08%

10Y*

-2.18%

VNQI

YTD

7.08%

1M

4.21%

6M

1.95%

1Y

9.91%

5Y*

2.62%

10Y*

0.72%

*Annualized

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EDV vs. VNQI - Expense Ratio Comparison

EDV has a 0.06% expense ratio, which is lower than VNQI's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VNQI: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQI: 0.12%
Expense ratio chart for EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%

Risk-Adjusted Performance

EDV vs. VNQI — Risk-Adjusted Performance Rank

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

EDV
The Risk-Adjusted Performance Rank of EDV is 2626
Overall Rank
The Sharpe Ratio Rank of EDV is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 2626
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 2525
Martin Ratio Rank

VNQI
The Risk-Adjusted Performance Rank of VNQI is 5858
Overall Rank
The Sharpe Ratio Rank of VNQI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EDV vs. VNQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.


The chart of Sharpe ratio for EDV, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.00
EDV: 0.08
VNQI: 0.61
The chart of Sortino ratio for EDV, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.00
EDV: 0.25
VNQI: 0.97
The chart of Omega ratio for EDV, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
EDV: 1.03
VNQI: 1.12
The chart of Calmar ratio for EDV, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.00
EDV: 0.03
VNQI: 0.35
The chart of Martin ratio for EDV, currently valued at 0.15, compared to the broader market0.0020.0040.0060.00
EDV: 0.15
VNQI: 1.22

The current EDV Sharpe Ratio is 0.08, which is lower than the VNQI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of EDV and VNQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.08
0.61
EDV
VNQI

Dividends

EDV vs. VNQI - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.68%, less than VNQI's 4.82% yield.


TTM20242023202220212020201920182017201620152014
EDV
Vanguard Extended Duration Treasury ETF
4.68%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.82%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%

Drawdowns

EDV vs. VNQI - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for EDV and VNQI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-53.95%
-18.38%
EDV
VNQI

Volatility

EDV vs. VNQI - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 9.21% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 8.62%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.21%
8.62%
EDV
VNQI