MRESX vs. VGRLX
Compare and contrast key facts about Cromwell CenterSquare Real Estate Fund (MRESX) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX).
MRESX is managed by AMG. It was launched on Dec 31, 1997. VGRLX is managed by Vanguard. It was launched on Feb 10, 2011.
Performance
MRESX vs. VGRLX - Performance Comparison
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MRESX vs. VGRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRESX Cromwell CenterSquare Real Estate Fund | 4.03% | 0.87% | 7.09% | 11.77% | -24.59% | 57.10% | -2.46% | 28.85% | -5.41% | 2.66% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | -2.01% | 22.00% | -2.42% | 6.19% | -22.36% | 5.65% | -6.91% | 21.44% | -9.55% | 19.10% |
Returns By Period
In the year-to-date period, MRESX achieves a 4.03% return, which is significantly higher than VGRLX's -2.01% return.
MRESX
- 1D
- 1.47%
- 1M
- -6.24%
- YTD
- 4.03%
- 6M
- 2.09%
- 1Y
- 2.82%
- 3Y*
- 7.27%
- 5Y*
- 6.38%
- 10Y*
- —
VGRLX
- 1D
- 1.64%
- 1M
- -7.37%
- YTD
- -2.01%
- 6M
- -0.89%
- 1Y
- 15.68%
- 3Y*
- 8.13%
- 5Y*
- -0.32%
- 10Y*
- 2.60%
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MRESX vs. VGRLX - Expense Ratio Comparison
MRESX has a 1.02% expense ratio, which is higher than VGRLX's 0.12% expense ratio.
Return for Risk
MRESX vs. VGRLX — Risk / Return Rank
MRESX
VGRLX
MRESX vs. VGRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cromwell CenterSquare Real Estate Fund (MRESX) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX). 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.
| MRESX | VGRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 1.28 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.40 | 1.73 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.24 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.15 | -0.98 |
Martin ratioReturn relative to average drawdown | 0.54 | 5.01 | -4.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MRESX | VGRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.28 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | -0.02 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.22 | +0.09 |
Correlation
The correlation between MRESX and VGRLX is 0.52, 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.
Dividends
MRESX vs. VGRLX - Dividend Comparison
MRESX's dividend yield for the trailing twelve months is around 1.54%, less than VGRLX's 4.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRESX Cromwell CenterSquare Real Estate Fund | 1.54% | 1.49% | 2.40% | 2.01% | 6.49% | 14.54% | 2.19% | 10.71% | 3.24% | 10.34% | 0.00% | 0.00% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | 4.79% | 4.69% | 5.17% | 3.74% | 0.56% | 6.49% | 0.92% | 7.76% | 4.62% | 3.86% | 5.17% | 2.84% |
Drawdowns
MRESX vs. VGRLX - Drawdown Comparison
The maximum MRESX drawdown since its inception was -40.84%, which is greater than VGRLX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for MRESX and VGRLX.
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Drawdown Indicators
| MRESX | VGRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.84% | -38.77% | -2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -14.35% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.98% | -35.54% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.77% | — |
Current DrawdownCurrent decline from peak | -6.24% | -11.19% | +4.95% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -10.89% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 3.30% | +1.31% |
Volatility
MRESX vs. VGRLX - Volatility Comparison
The current volatility for Cromwell CenterSquare Real Estate Fund (MRESX) is 4.53%, while Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) has a volatility of 5.54%. This indicates that MRESX experiences smaller price fluctuations and is considered to be less risky than VGRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRESX | VGRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 5.54% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 8.68% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.69% | 12.41% | +6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 13.81% | +6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 14.69% | +7.47% |