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

Correlation

The correlation between PPTY and VOOG 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.


-0.50.00.51.00.5

Performance

PPTY vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Diversified Real Estate ETF (PPTY) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
62.29%
189.22%
PPTY
VOOG

Key characteristics

Sharpe Ratio

PPTY:

0.77

VOOG:

2.37

Sortino Ratio

PPTY:

1.11

VOOG:

3.03

Omega Ratio

PPTY:

1.14

VOOG:

1.43

Calmar Ratio

PPTY:

0.52

VOOG:

3.25

Martin Ratio

PPTY:

4.08

VOOG:

12.87

Ulcer Index

PPTY:

2.87%

VOOG:

3.25%

Daily Std Dev

PPTY:

15.24%

VOOG:

17.65%

Max Drawdown

PPTY:

-41.69%

VOOG:

-32.73%

Current Drawdown

PPTY:

-8.33%

VOOG:

-1.85%

Returns By Period

In the year-to-date period, PPTY achieves a 0.44% return, which is significantly lower than VOOG's 1.87% return.


PPTY

YTD

0.44%

1M

-4.58%

6M

9.43%

1Y

11.65%

5Y*

3.76%

10Y*

N/A

VOOG

YTD

1.87%

1M

0.03%

6M

8.25%

1Y

42.58%

5Y*

17.30%

10Y*

15.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PPTY vs. VOOG - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is higher than VOOG's 0.10% expense ratio.


PPTY
US Diversified Real Estate ETF
Expense ratio chart for PPTY: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PPTY vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) and Vanguard S&P 500 Growth ETF (VOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for PPTY, currently valued at 0.77, compared to the broader market0.002.004.000.772.37
The chart of Sortino ratio for PPTY, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.113.03
The chart of Omega ratio for PPTY, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.43
The chart of Calmar ratio for PPTY, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.523.25
The chart of Martin ratio for PPTY, currently valued at 4.08, compared to the broader market0.0020.0040.0060.0080.00100.004.0812.87
PPTY
VOOG

The current PPTY Sharpe Ratio is 0.77, which is lower than the VOOG Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of PPTY and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.77
2.37
PPTY
VOOG

Dividends

PPTY vs. VOOG - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 3.27%, more than VOOG's 0.48% yield.


TTM20242023202220212020201920182017201620152014
PPTY
US Diversified Real Estate ETF
3.27%3.28%4.08%4.29%2.88%3.44%3.30%2.16%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.48%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

PPTY vs. VOOG - Drawdown Comparison

The maximum PPTY drawdown since its inception was -41.69%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for PPTY and VOOG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.33%
-1.85%
PPTY
VOOG

Volatility

PPTY vs. VOOG - Volatility Comparison

US Diversified Real Estate ETF (PPTY) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.35% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.35%
5.56%
PPTY
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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