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FARCX vs. VGSLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FARCX vs. VGSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Real Estate Securities Fund (FARCX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). The values are adjusted to include any dividend payments, if applicable.

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FARCX vs. VGSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FARCX
Nuveen Real Estate Securities Fund
2.69%2.56%6.04%11.55%-24.57%41.57%-6.14%25.63%-5.57%5.67%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-0.20%3.18%3.67%13.13%-26.20%40.39%-4.75%28.90%-5.99%4.91%

Returns By Period

In the year-to-date period, FARCX achieves a 2.69% return, which is significantly higher than VGSLX's -0.20% return. Over the past 10 years, FARCX has outperformed VGSLX with an annualized return of 4.78%, while VGSLX has yielded a comparatively lower 4.47% annualized return.


FARCX

1D
0.27%
1M
-7.18%
YTD
2.69%
6M
2.07%
1Y
3.76%
3Y*
6.66%
5Y*
4.44%
10Y*
4.78%

VGSLX

1D
0.39%
1M
-7.72%
YTD
-0.20%
6M
-2.60%
1Y
0.30%
3Y*
5.86%
5Y*
2.85%
10Y*
4.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FARCX vs. VGSLX - Expense Ratio Comparison

FARCX has a 0.97% expense ratio, which is higher than VGSLX's 0.12% expense ratio.


Return for Risk

FARCX vs. VGSLX — Risk / Return Rank

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

FARCX
FARCX Risk / Return Rank: 1313
Overall Rank
FARCX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FARCX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FARCX Omega Ratio Rank: 1111
Omega Ratio Rank
FARCX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FARCX Martin Ratio Rank: 1616
Martin Ratio Rank

VGSLX
VGSLX Risk / Return Rank: 77
Overall Rank
VGSLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSLX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSLX Omega Ratio Rank: 77
Omega Ratio Rank
VGSLX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSLX Martin Ratio Rank: 88
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.

FARCX vs. VGSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Securities Fund (FARCX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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.


FARCXVGSLXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.07

+0.22

Sortino ratio

Return per unit of downside risk

0.52

0.21

+0.30

Omega ratio

Gain probability vs. loss probability

1.07

1.03

+0.04

Calmar ratio

Return relative to maximum drawdown

0.36

0.09

+0.27

Martin ratio

Return relative to average drawdown

1.51

0.35

+1.16

FARCX vs. VGSLX - Sharpe Ratio Comparison

The current FARCX Sharpe Ratio is 0.30, which is higher than the VGSLX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FARCX and VGSLX, 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


FARCXVGSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.07

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.15

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.22

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.09

Correlation

The correlation between FARCX and VGSLX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FARCX vs. VGSLX - Dividend Comparison

FARCX's dividend yield for the trailing twelve months is around 4.91%, more than VGSLX's 3.99% yield.


TTM20252024202320222021202020192018201720162015
FARCX
Nuveen Real Estate Securities Fund
4.91%5.77%9.34%3.30%20.25%15.12%2.89%11.46%6.19%13.43%10.99%8.24%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.99%3.92%3.85%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%

Drawdowns

FARCX vs. VGSLX - Drawdown Comparison

The maximum FARCX drawdown since its inception was -70.62%, roughly equal to the maximum VGSLX drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for FARCX and VGSLX.


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Drawdown Indicators


FARCXVGSLXDifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-73.05%

+2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-12.42%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-34.41%

+2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

-42.34%

+1.29%

Current Drawdown

Current decline from peak

-7.58%

-10.88%

+3.30%

Average Drawdown

Average peak-to-trough decline

-10.51%

-12.65%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.15%

-0.22%

Volatility

FARCX vs. VGSLX - Volatility Comparison

Nuveen Real Estate Securities Fund (FARCX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 4.11% and 4.13%, 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


FARCXVGSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.13%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

9.13%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

16.32%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

18.86%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

20.85%

-0.69%