Correlation
The correlation between JAREX and VTSAX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
JAREX vs. VTSAX
Compare and contrast key facts about Easterly Global Real Estate Fund (JAREX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
JAREX is managed by James Alpha Advisors. It was launched on Oct 25, 2009. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAREX or VTSAX.
Performance
JAREX vs. VTSAX - Performance Comparison
Loading data...
Key characteristics
JAREX:
0.86
VTSAX:
0.69
JAREX:
1.33
VTSAX:
1.00
JAREX:
1.18
VTSAX:
1.14
JAREX:
0.54
VTSAX:
0.64
JAREX:
2.08
VTSAX:
2.40
JAREX:
6.72%
VTSAX:
5.17%
JAREX:
15.79%
VTSAX:
20.07%
JAREX:
-40.58%
VTSAX:
-55.34%
JAREX:
-12.43%
VTSAX:
-3.91%
Returns By Period
In the year-to-date period, JAREX achieves a 8.95% return, which is significantly higher than VTSAX's 0.53% return. Over the past 10 years, JAREX has underperformed VTSAX with an annualized return of 4.64%, while VTSAX has yielded a comparatively higher 12.12% annualized return.
JAREX
8.95%
2.93%
3.40%
12.26%
-0.86%
5.90%
4.64%
VTSAX
0.53%
5.69%
-2.51%
12.97%
13.71%
15.23%
12.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JAREX vs. VTSAX - Expense Ratio Comparison
JAREX has a 1.36% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
JAREX vs. VTSAX — Risk-Adjusted Performance Rank
JAREX
VTSAX
JAREX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Global Real Estate Fund (JAREX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Loading data...
Dividends
JAREX vs. VTSAX - Dividend Comparison
JAREX's dividend yield for the trailing twelve months is around 2.70%, more than VTSAX's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAREX Easterly Global Real Estate Fund | 2.70% | 2.98% | 2.16% | 5.76% | 10.54% | 6.95% | 11.66% | 9.48% | 10.05% | 9.98% | 10.96% | 10.26% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
JAREX vs. VTSAX - Drawdown Comparison
The maximum JAREX drawdown since its inception was -40.58%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for JAREX and VTSAX.
Loading data...
Volatility
JAREX vs. VTSAX - Volatility Comparison
The current volatility for Easterly Global Real Estate Fund (JAREX) is 3.83%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.97%. This indicates that JAREX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...