IGR vs. VRTPX
IGR (CBRE Global Real Estate Income Fund) and VRTPX (Vanguard Real Estate II Index Fund) are both REIT funds. Over the past 5 years, IGR returned 0.72%/yr vs 2.26%/yr for VRTPX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. IGR charges 0.04%/yr vs 0.08%/yr for VRTPX.
Performance
IGR vs. VRTPX - Performance Comparison
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Returns By Period
In the year-to-date period, IGR achieves a 16.58% return, which is significantly higher than VRTPX's 13.95% return.
IGR
- 1D
- -0.21%
- 1M
- 2.37%
- 6M
- 5.72%
- YTD
- 16.58%
- 1Y
- 12.99%
- 3Y*
- 10.35%
- 5Y*
- 0.72%
- 10Y*
- 5.38%
- ALL TIME*
- 5.28%
VRTPX
- 1D
- -0.63%
- 1M
- 0.85%
- 6M
- 12.22%
- YTD
- 13.95%
- 1Y
- 15.53%
- 3Y*
- 9.05%
- 5Y*
- 2.26%
- 10Y*
- —
- ALL TIME*
- 5.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.00M | $2.12M | $2.49M | |
| $0.00 | $0.00 | $0.00 |
IGR vs. VRTPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGR CBRE Global Real Estate Income Fund | 16.58% | 5.24% | 1.19% | 15.91% | -35.51% | 52.83% | -5.27% | 41.04% | -15.51% | 1.94% |
VRTPX Vanguard Real Estate II Index Fund | 13.95% | 2.22% | 3.72% | 13.17% | -26.14% | 40.37% | -4.65% | 28.96% | -5.99% | 1.37% |
Correlation
The correlation between IGR and VRTPX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2017 | 0.69 |
The correlation between IGR and VRTPX has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
IGR vs. VRTPX — Risk / Return Rank
IGR
VRTPX
IGR vs. VRTPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CBRE Global Real Estate Income Fund (IGR) 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.
| IGR | VRTPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.84 | -1.03 |
| Martin ratioReturn relative to average drawdown | 2.12 | 5.95 | -3.84 |
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Drawdowns
IGR vs. VRTPX - Drawdown Comparison
The maximum IGR drawdown since its inception was -87.17%, which is greater than VRTPX's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for IGR and VRTPX.
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Drawdown Indicators
| IGR | VRTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.17% | -42.33% | -44.84% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -8.34% | -7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -29.54% | -18.19% | -11.35% |
Max Drawdown (5Y)Largest decline over 5 years | -47.61% | -34.35% | -13.26% |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | — | — |
Current DrawdownCurrent decline from peak | -7.21% | -2.02% | -5.19% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -11.20% | -13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 2.57% | +3.58% |
Volatility
IGR vs. VRTPX - Volatility Comparison
The current volatility for CBRE Global Real Estate Income Fund (IGR) is 4.09%, while Vanguard Real Estate II Index Fund (VRTPX) has a volatility of 4.50%. This indicates that IGR experiences smaller price fluctuations and is considered to be less risky than VRTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGR | VRTPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.50% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 10.74% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 13.87% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.80% | 18.97% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 21.70% | +2.74% |
IGR vs. VRTPX - Expense Ratio Comparison
IGR has a 0.04% expense ratio, which is lower than VRTPX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IGR vs. VRTPX - Dividend Comparison
IGR's dividend yield for the trailing twelve months is around 15.42%, more than VRTPX's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGR CBRE Global Real Estate Income Fund | 15.42% | 16.44% | 14.97% | 15.38% | 12.22% | 6.13% | 8.72% | 7.48% | 9.74% | 7.58% | 8.84% | 7.46% |
VRTPX Vanguard Real Estate II Index Fund | 3.52% | 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
IGR and VRTPX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTPX has higher volatility (4.50%) compared to IGR (4.09%). In terms of maximum drawdown, IGR dropped -87.17% vs VRTPX's -42.33%.
VRTPX currently has the higher Sharpe Ratio (1.11 vs 0.71), 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.
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