GREIX vs. VRTPX
Compare and contrast key facts about Goldman Sachs Real Estate Securities Fund (GREIX) and Vanguard Real Estate II Index Fund (VRTPX).
GREIX is managed by Goldman Sachs. It was launched on Jul 27, 1998. VRTPX is managed by Vanguard. It was launched on Sep 26, 2017.
Performance
GREIX vs. VRTPX - Performance Comparison
Loading graphics...
GREIX vs. VRTPX - 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% | 1.41% |
VRTPX Vanguard Real Estate II Index Fund | -0.21% | 2.22% | 3.72% | 13.17% | -26.14% | 40.37% | -4.65% | 28.96% | -5.99% | 1.37% |
Returns By Period
In the year-to-date period, GREIX achieves a 1.00% return, which is significantly higher than VRTPX's -0.21% return.
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%
VRTPX
- 1D
- 0.38%
- 1M
- -7.71%
- YTD
- -0.21%
- 6M
- -2.58%
- 1Y
- 0.37%
- 3Y*
- 5.57%
- 5Y*
- 2.69%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GREIX vs. VRTPX - Expense Ratio Comparison
GREIX has a 0.91% expense ratio, which is higher than VRTPX's 0.08% expense ratio.
Return for Risk
GREIX vs. VRTPX — Risk / Return Rank
GREIX
VRTPX
GREIX vs. VRTPX - 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 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.
| GREIX | VRTPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.08 | -0.08 |
Sortino ratioReturn per unit of downside risk | 0.10 | 0.22 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.03 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.09 | -0.19 |
Martin ratioReturn relative to average drawdown | -0.35 | 0.37 | -0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GREIX | VRTPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.08 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.14 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.21 | +0.12 |
Correlation
The correlation between GREIX and VRTPX is 0.97, 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. VRTPX - Dividend Comparison
GREIX's dividend yield for the trailing twelve months is around 36.66%, more than VRTPX's 3.91% 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% |
VRTPX Vanguard Real Estate II Index Fund | 3.91% | 2.79% | 3.80% | 3.93% | 4.52% | 2.58% | 3.92% | 3.50% | 4.77% | 1.32% | 0.00% | 0.00% |
Drawdowns
GREIX vs. VRTPX - Drawdown Comparison
The maximum GREIX drawdown since its inception was -74.21%, which is greater than VRTPX's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for GREIX and VRTPX.
Loading graphics...
Drawdown Indicators
| GREIX | VRTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.21% | -42.33% | -31.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.41% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -34.43% | -34.35% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.98% | — | — |
Current DrawdownCurrent decline from peak | -7.74% | -11.56% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -12.88% | -11.55% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.15% | +0.19% |
Volatility
GREIX vs. VRTPX - Volatility Comparison
Goldman Sachs Real Estate Securities Fund (GREIX) and Vanguard Real Estate II Index Fund (VRTPX) have volatilities of 4.12% and 4.15%, 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 graphics...
Volatility by Period
| GREIX | VRTPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.15% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 9.12% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 16.32% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.36% | 18.89% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 21.92% | -0.94% |