FL vs. VNQ

Last updated Aug 1, 2026

FL (Foot Locker, Inc.) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index.

Performance

FL vs. VNQ - Performance Comparison

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

Returns By Period

FL

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

VNQ

• 1D: -0.54%
• 1M: 0.95%
• 6M: 11.11%
• YTD: 14.01%
• 1Y: 15.59%
• 3Y*: 9.39%
• 5Y*: 2.44%
• 10Y*: 4.90%
• ALL TIME*: 7.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VNQ Vanguard Real Estate ETF	$285.34M	$305.14M	$313.91M

FL vs. VNQ - Yearly Performance Comparison

	2026 (YTD)
FL Foot Locker, Inc.	0.00%
VNQ Vanguard Real Estate ETF	11.09%

Return for Risk

FL vs. VNQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VNQ

VNQ Risk / Return Rank: 47
VNQ Sharpe Ratio Rank: 45
VNQ Sortino Ratio Rank: 45
VNQ Omega Ratio Rank: 43
VNQ Calmar Ratio Rank: 52
VNQ Martin Ratio Rank: 51

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FL vs. VNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) 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.

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.

	FL	VNQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.11	—
Sortino ratio: Return per unit of downside risk	—	1.62	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	1.84	—
Martin ratio: Return relative to average drawdown	—	5.97	—

Drawdowns

Drawdown Indicators

	FL	VNQ	Difference
Max Drawdown Largest peak-to-trough decline	—	-73.07%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.34%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.40%	—
Current Drawdown Current decline from peak	—	-1.98%	—
Average Drawdown Average peak-to-trough decline	—	-13.54%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.57%	—

Volatility

Volatility by Period

	FL	VNQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.86%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.89%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.76%	—

Dividends

FL vs. VNQ - Dividend Comparison

FL has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.51%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FL Foot Locker, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VNQ Vanguard Real Estate ETF	3.51%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%