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IFGL vs. VNQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFGL and VNQI is 0.93, 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.


-0.50.00.51.00.9

Performance

IFGL vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Real Estate ETF (IFGL) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.82%
-1.45%
IFGL
VNQI

Key characteristics

Sharpe Ratio

IFGL:

0.01

VNQI:

0.25

Sortino Ratio

IFGL:

0.12

VNQI:

0.45

Omega Ratio

IFGL:

1.01

VNQI:

1.05

Calmar Ratio

IFGL:

0.01

VNQI:

0.13

Martin Ratio

IFGL:

0.02

VNQI:

0.58

Ulcer Index

IFGL:

7.41%

VNQI:

6.08%

Daily Std Dev

IFGL:

14.69%

VNQI:

13.97%

Max Drawdown

IFGL:

-70.14%

VNQI:

-38.35%

Current Drawdown

IFGL:

-28.34%

VNQI:

-23.16%

Returns By Period

In the year-to-date period, IFGL achieves a 2.44% return, which is significantly higher than VNQI's 0.81% return. Over the past 10 years, IFGL has underperformed VNQI with an annualized return of -0.26%, while VNQI has yielded a comparatively higher 0.86% annualized return.


IFGL

YTD

2.44%

1M

2.17%

6M

-3.82%

1Y

-0.32%

5Y*

-5.35%

10Y*

-0.26%

VNQI

YTD

0.81%

1M

0.23%

6M

-0.82%

1Y

2.64%

5Y*

-4.08%

10Y*

0.86%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IFGL vs. VNQI - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is higher than VNQI's 0.12% expense ratio.


IFGL
iShares International Developed Real Estate ETF
Expense ratio chart for IFGL: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

IFGL vs. VNQI — Risk-Adjusted Performance Rank

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

IFGL
The Risk-Adjusted Performance Rank of IFGL is 88
Overall Rank
The Sharpe Ratio Rank of IFGL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of IFGL is 77
Sortino Ratio Rank
The Omega Ratio Rank of IFGL is 77
Omega Ratio Rank
The Calmar Ratio Rank of IFGL is 88
Calmar Ratio Rank
The Martin Ratio Rank of IFGL is 88
Martin Ratio Rank

VNQI
The Risk-Adjusted Performance Rank of VNQI is 1212
Overall Rank
The Sharpe Ratio Rank of VNQI is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 1212
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 1212
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IFGL vs. VNQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.


Sharpe ratio
The chart of Sharpe ratio for IFGL, currently valued at 0.01, compared to the broader market0.002.004.000.010.24
The chart of Sortino ratio for IFGL, currently valued at 0.12, compared to the broader market0.005.0010.000.120.43
The chart of Omega ratio for IFGL, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.05
The chart of Calmar ratio for IFGL, currently valued at 0.01, compared to the broader market0.005.0010.0015.0020.000.010.12
The chart of Martin ratio for IFGL, currently valued at 0.02, compared to the broader market0.0020.0040.0060.0080.00100.000.020.55
IFGL
VNQI

The current IFGL Sharpe Ratio is 0.01, which is lower than the VNQI Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of IFGL and VNQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.01
0.24
IFGL
VNQI

Dividends

IFGL vs. VNQI - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.71%, less than VNQI's 5.12% yield.


TTM20242023202220212020201920182017201620152014
IFGL
iShares International Developed Real Estate ETF
4.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%3.56%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
5.12%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%

Drawdowns

IFGL vs. VNQI - Drawdown Comparison

The maximum IFGL drawdown since its inception was -70.14%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for IFGL and VNQI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%AugustSeptemberOctoberNovemberDecember2025
-28.34%
-23.16%
IFGL
VNQI

Volatility

IFGL vs. VNQI - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) and Vanguard Global ex-U.S. Real Estate ETF (VNQI) have volatilities of 3.91% and 3.80%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%AugustSeptemberOctoberNovemberDecember2025
3.91%
3.80%
IFGL
VNQI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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