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PPTY vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PPTY and VNQ is 0.20, 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

PPTY vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Diversified Real Estate ETF (PPTY) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PPTY:

8.74%

VNQ:

18.03%

Max Drawdown

PPTY:

-0.60%

VNQ:

-73.07%

Current Drawdown

PPTY:

0.00%

VNQ:

-12.58%

Returns By Period


PPTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VNQ

YTD

1.12%

1M

6.61%

6M

-5.15%

1Y

12.02%

5Y*

8.91%

10Y*

5.23%

*Annualized

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PPTY vs. VNQ - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is higher than VNQ's 0.12% expense ratio.


Risk-Adjusted Performance

PPTY vs. VNQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PPTY
The Risk-Adjusted Performance Rank of PPTY is 4343
Overall Rank
The Sharpe Ratio Rank of PPTY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of PPTY is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PPTY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of PPTY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PPTY is 4242
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 7272
Overall Rank
The Sharpe Ratio Rank of VNQ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PPTY vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) and Vanguard Real Estate ETF (VNQ). 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.



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Dividends

PPTY vs. VNQ - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 3.69%, less than VNQ's 4.07% yield.


TTM20242023202220212020201920182017201620152014
PPTY
US Diversified Real Estate ETF
3.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.07%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

PPTY vs. VNQ - Drawdown Comparison

The maximum PPTY drawdown since its inception was -0.60%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for PPTY and VNQ. For additional features, visit the drawdowns tool.


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Volatility

PPTY vs. VNQ - Volatility Comparison


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