KREF vs. VGT
Compare and contrast key facts about KKR Real Estate Finance Trust Inc. (KREF) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KREF or VGT.
Key characteristics
| KREF | VGT | |
|---|---|---|
| YTD Return | -3.32% | 29.70% |
| 1Y Return | 15.26% | 44.81% |
| 3Y Return (Ann) | -8.65% | 12.42% |
| 5Y Return (Ann) | 0.49% | 23.16% |
| Sharpe Ratio | 0.40 | 2.08 |
| Sortino Ratio | 0.79 | 2.66 |
| Omega Ratio | 1.11 | 1.37 |
| Calmar Ratio | 0.28 | 2.89 |
| Martin Ratio | 0.69 | 10.41 |
| Ulcer Index | 19.57% | 4.22% |
| Daily Std Dev | 33.38% | 21.11% |
| Max Drawdown | -55.29% | -54.63% |
| Current Drawdown | -27.24% | -0.18% |
Correlation
The correlation between KREF and VGT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
KREF vs. VGT - Performance Comparison
In the year-to-date period, KREF achieves a -3.32% return, which is significantly lower than VGT's 29.70% 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
KREF vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR Real Estate Finance Trust Inc. (KREF) and Vanguard Information Technology ETF (VGT). 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
KREF vs. VGT - Dividend Comparison
KREF's dividend yield for the trailing twelve months is around 9.92%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | 9.92% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
KREF vs. VGT - Drawdown Comparison
The maximum KREF drawdown since its inception was -55.29%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for KREF and VGT. For additional features, visit the drawdowns tool.
Volatility
KREF vs. VGT - Volatility Comparison
The current volatility for KKR Real Estate Finance Trust Inc. (KREF) is 5.92%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.35%. This indicates that KREF experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.