FREEX vs. VRTPX
FREEX (Franklin Real Estate Securities Fund) and VRTPX (Vanguard Real Estate II Index Fund) are both REIT funds. Over the past 5 years, FREEX returned 3.06%/yr vs 2.39%/yr for VRTPX. Their 0.98 correlation means they have historically moved very closely together. FREEX charges 1.11%/yr vs 0.08%/yr for VRTPX.
Performance
FREEX vs. VRTPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FREEX achieves a 17.03% return, which is significantly higher than VRTPX's 14.67% return.
FREEX
- 1D
- -1.12%
- 1M
- 1.81%
- 6M
- 14.08%
- YTD
- 17.03%
- 1Y
- 18.10%
- 3Y*
- 9.13%
- 5Y*
- 3.06%
- 10Y*
- 6.27%
- ALL TIME*
- 8.44%
VRTPX
- 1D
- -1.20%
- 1M
- 1.48%
- 6M
- 11.73%
- YTD
- 14.67%
- 1Y
- 16.26%
- 3Y*
- 9.21%
- 5Y*
- 2.39%
- 10Y*
- —
- ALL TIME*
- 5.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FREEX vs. VRTPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FREEX Franklin Real Estate Securities Fund | 17.03% | 2.24% | 3.84% | 9.99% | -25.71% | 44.04% | -3.34% | 52.71% | -6.58% | 0.51% |
VRTPX Vanguard Real Estate II Index Fund | 14.67% | 2.22% | 3.72% | 13.17% | -26.14% | 40.37% | -4.65% | 28.96% | -5.99% | 1.37% |
Correlation
The correlation between FREEX and VRTPX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2017 | 0.98 |
The correlation between FREEX and VRTPX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FREEX vs. VRTPX — Risk / Return Rank
FREEX
VRTPX
FREEX vs. VRTPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Real Estate Securities Fund (FREEX) and Vanguard Real Estate II Index Fund (VRTPX). 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.
| FREEX | VRTPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.73 | +0.36 |
| Martin ratioReturn relative to average drawdown | 6.50 | 5.62 | +0.88 |
Loading charts...
Drawdowns
FREEX vs. VRTPX - Drawdown Comparison
The maximum FREEX drawdown since its inception was -76.99%, which is greater than VRTPX's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for FREEX and VRTPX.
Loading charts...
Drawdown Indicators
| FREEX | VRTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.99% | -42.33% | -34.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -8.34% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -16.08% | -18.19% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -33.79% | -34.35% | +0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -40.57% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.40% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -11.21% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.57% | -0.06% |
Volatility
FREEX vs. VRTPX - Volatility Comparison
Franklin Real Estate Securities Fund (FREEX) and Vanguard Real Estate II Index Fund (VRTPX) have volatilities of 4.47% and 4.44%, 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.
Loading charts...
Volatility by Period
| FREEX | VRTPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 4.44% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 10.80% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 13.93% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 18.98% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 21.71% | +0.19% |
FREEX vs. VRTPX - Expense Ratio Comparison
FREEX has a 1.11% expense ratio, which is higher than VRTPX's 0.08% expense ratio.
Dividends
FREEX vs. VRTPX - Dividend Comparison
FREEX's dividend yield for the trailing twelve months is around 5.68%, more than VRTPX's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FREEX Franklin Real Estate Securities Fund | 5.68% | 6.65% | 12.00% | 5.13% | 3.70% | 7.51% | 8.38% | 33.46% | 5.49% | 9.77% | 2.66% | 1.50% |
VRTPX Vanguard Real Estate II Index Fund | 3.50% | 2.79% | 3.80% | 3.93% | 4.52% | 2.58% | 3.92% | 3.50% | 4.77% | 1.32% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, FREEX and VRTPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FREEX has higher volatility (4.47%) compared to VRTPX (4.44%). In terms of maximum drawdown, FREEX dropped -76.99% vs VRTPX's -42.33%.
FREEX currently has the higher Sharpe Ratio (1.19 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FREEX and VRTPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer