NREF vs. VT
NREF (NexPoint Real Estate Finance, Inc.) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 5 years, NREF returned 9.57%/yr vs 10.55%/yr for VT. At a 0.36 correlation, their price movements are largely independent.
Performance
NREF vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, NREF achieves a 25.19% return, which is significantly higher than VT's 11.12% return.
NREF
- 1D
- 1.73%
- 1M
- 7.16%
- 6M
- 24.84%
- YTD
- 25.19%
- 1Y
- 35.52%
- 3Y*
- 16.57%
- 5Y*
- 9.57%
- 10Y*
- —
VT
- 1D
- -1.15%
- 1M
- 0.05%
- 6M
- 7.92%
- YTD
- 11.12%
- 1Y
- 22.67%
- 3Y*
- 18.64%
- 5Y*
- 10.55%
- 10Y*
- 12.39%
NREF vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NREF NexPoint Real Estate Finance, Inc. | 25.19% | 2.28% | 13.51% | 17.36% | -8.90% | 27.81% | -3.83% |
VT Vanguard Total World Stock ETF | 11.12% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 14.47% |
Correlation
The correlation between NREF and VT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2020 | 0.36 |
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Return for Risk
NREF vs. VT — Risk / Return Rank
NREF
VT
NREF vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NexPoint Real Estate Finance, Inc. (NREF) and Vanguard Total World Stock ETF (VT). 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.
| NREF | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.35 | +0.41 |
| Martin ratioReturn relative to average drawdown | 6.99 | 10.04 | -3.04 |
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Drawdowns
NREF vs. VT - Drawdown Comparison
The maximum NREF drawdown since its inception was -66.09%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for NREF and VT.
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Drawdown Indicators
| NREF | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -50.27% | -15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -9.67% | -3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.00% | -16.51% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -44.78% | -26.38% | -18.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.87% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -16.61% | -6.99% | -9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 2.26% | +2.83% |
Volatility
NREF vs. VT - Volatility Comparison
NexPoint Real Estate Finance, Inc. (NREF) has a higher volatility of 6.99% compared to Vanguard Total World Stock ETF (VT) at 4.77%. This indicates that NREF's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NREF | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.77% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.49% | 11.47% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.20% | 13.68% | +10.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.34% | 16.20% | +17.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.49% | 17.16% | +28.33% |
Dividends
NREF vs. VT - Dividend Comparison
NREF's dividend yield for the trailing twelve months is around 12.14%, more than VT's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NREF NexPoint Real Estate Finance, Inc. | 12.14% | 14.20% | 12.75% | 17.40% | 12.59% | 9.87% | 8.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.59% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
NREF and VT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NREF has higher volatility (6.99%) compared to VT (4.77%). In terms of maximum drawdown, NREF dropped -66.09% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.67 vs 1.48), 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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