JRS vs. VNQI
Compare and contrast key facts about Nuveen Real Estate Income Fund (JRS) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JRS or VNQI.
Key characteristics
| JRS | VNQI | |
|---|---|---|
| YTD Return | 24.75% | 7.00% |
| 1Y Return | 42.92% | 16.57% |
| 3Y Return (Ann) | 1.74% | -4.88% |
| 5Y Return (Ann) | 5.69% | -1.37% |
| 10Y Return (Ann) | 7.30% | 1.66% |
| Sharpe Ratio | 2.08 | 1.19 |
| Daily Std Dev | 21.98% | 15.35% |
| Max Drawdown | -87.88% | -38.35% |
| Current Drawdown | -8.89% | -16.59% |
Correlation
The correlation between JRS and VNQI is 0.49, 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.
Performance
JRS vs. VNQI - Performance Comparison
In the year-to-date period, JRS achieves a 24.75% return, which is significantly higher than VNQI's 7.00% return. Over the past 10 years, JRS has outperformed VNQI with an annualized return of 7.30%, while VNQI has yielded a comparatively lower 1.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JRS vs. VNQI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) 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.
Dividends
JRS vs. VNQI - Dividend Comparison
JRS's dividend yield for the trailing twelve months is around 7.42%, more than VNQI's 3.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 7.42% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% | 7.83% | 9.93% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.49% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
Drawdowns
JRS vs. VNQI - Drawdown Comparison
The maximum JRS drawdown since its inception was -87.88%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for JRS and VNQI. For additional features, visit the drawdowns tool.
Volatility
JRS vs. VNQI - Volatility Comparison
Nuveen Real Estate Income Fund (JRS) has a higher volatility of 4.09% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.51%. This indicates that JRS's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.