GREIX vs. VGSNX
Compare and contrast key facts about Goldman Sachs Real Estate Securities Fund (GREIX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX).
GREIX is managed by Goldman Sachs. It was launched on Jul 27, 1998. VGSNX is managed by Vanguard. It was launched on Dec 2, 2003.
Performance
GREIX vs. VGSNX - Performance Comparison
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GREIX vs. VGSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 1.00% | -0.70% | 11.77% | 17.05% | -28.76% | 44.65% | -7.53% | 25.70% | -5.03% | 2.55% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | -0.23% | 3.21% | 3.72% | 13.12% | -26.19% | 40.46% | -4.76% | 28.98% | -5.97% | 4.90% |
Returns By Period
In the year-to-date period, GREIX achieves a 1.00% return, which is significantly higher than VGSNX's -0.23% return. Both investments have delivered pretty close results over the past 10 years, with GREIX having a 4.37% annualized return and VGSNX not far ahead at 4.49%.
GREIX
- 1D
- 0.43%
- 1M
- -7.45%
- YTD
- 1.00%
- 6M
- -1.01%
- 1Y
- -1.02%
- 3Y*
- 7.97%
- 5Y*
- 4.46%
- 10Y*
- 4.37%
VGSNX
- 1D
- 0.37%
- 1M
- -7.74%
- YTD
- -0.23%
- 6M
- -2.62%
- 1Y
- 0.33%
- 3Y*
- 5.88%
- 5Y*
- 2.88%
- 10Y*
- 4.49%
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GREIX vs. VGSNX - Expense Ratio Comparison
GREIX has a 0.91% expense ratio, which is higher than VGSNX's 0.10% expense ratio.
Return for Risk
GREIX vs. VGSNX — Risk / Return Rank
GREIX
VGSNX
GREIX vs. VGSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Real Estate Securities Fund (GREIX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX). 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.
| GREIX | VGSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.07 | -0.08 |
Sortino ratioReturn per unit of downside risk | 0.10 | 0.21 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.03 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.09 | -0.18 |
Martin ratioReturn relative to average drawdown | -0.35 | 0.35 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GREIX | VGSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.07 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.15 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.22 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.26 | +0.06 |
Correlation
The correlation between GREIX and VGSNX 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
GREIX vs. VGSNX - Dividend Comparison
GREIX's dividend yield for the trailing twelve months is around 36.66%, more than VGSNX's 4.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 36.66% | 35.97% | 12.22% | 4.00% | 3.54% | 6.27% | 10.16% | 18.31% | 17.65% | 20.54% | 12.29% | 4.46% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 4.01% | 3.94% | 3.87% | 3.93% | 3.94% | 2.57% | 3.95% | 3.40% | 4.75% | 4.26% | 4.84% | 3.94% |
Drawdowns
GREIX vs. VGSNX - Drawdown Comparison
The maximum GREIX drawdown since its inception was -74.21%, roughly equal to the maximum VGSNX drawdown of -73.06%. Use the drawdown chart below to compare losses from any high point for GREIX and VGSNX.
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Drawdown Indicators
| GREIX | VGSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.21% | -73.06% | -1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.41% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -34.43% | -34.39% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -42.98% | -42.30% | -0.68% |
Current DrawdownCurrent decline from peak | -7.74% | -10.83% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -12.88% | -13.37% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.16% | +0.18% |
Volatility
GREIX vs. VGSNX - Volatility Comparison
Goldman Sachs Real Estate Securities Fund (GREIX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX) have volatilities of 4.12% and 4.16%, 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
| GREIX | VGSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.16% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 9.14% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 16.31% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.36% | 18.88% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 20.91% | +0.07% |