REMIX vs. VNQI

Last updated Jun 13, 2026

REMIX (Standpoint Multi-Asset Fund Investor Class) and VNQI (Vanguard Global ex-U.S. Real Estate ETF) are both funds - REMIX is a Macro Trading fund managed by Standpoint Asset Management, while VNQI is a REIT fund tracking the S&P Global ex-U.S. Property Index. Over the past 5 years, REMIX returned 8.65%/yr vs -1.50%/yr for VNQI. At a 0.48 correlation, their price movements are largely independent. REMIX charges 1.55%/yr vs 0.12%/yr for VNQI.

Performance

REMIX vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REMIX achieves a 13.77% return, which is significantly higher than VNQI's -0.33% return.

REMIX

• 1D: 0.90%
• 1M: -3.29%
• YTD: 13.77%
• 6M: 15.26%
• 1Y: 27.94%
• 3Y*: 10.31%
• 5Y*: 8.65%
• 10Y*: —

VNQI

• 1D: 0.68%
• 1M: -3.12%
• YTD: -0.33%
• 6M: 0.85%
• 1Y: 5.87%
• 3Y*: 8.59%
• 5Y*: -1.50%
• 10Y*: 2.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REMIX vs. VNQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
REMIX Standpoint Multi-Asset Fund Investor Class	13.77%	3.85%	12.92%	5.53%	3.44%	19.81%	16.06%
VNQI Vanguard Global ex-U.S. Real Estate ETF	-0.33%	21.38%	-2.22%	6.99%	-22.94%	5.93%	-7.22%

Correlation

The correlation between REMIX and VNQI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020	0.48

The correlation between REMIX and VNQI shifts across timeframes, from 0.37 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

Return for Risk

REMIX vs. VNQI — Risk / Return Rank

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

REMIX

REMIX Risk / Return Rank: 84
REMIX Sharpe Ratio Rank: 81
REMIX Sortino Ratio Rank: 75
REMIX Omega Ratio Rank: 74
REMIX Calmar Ratio Rank: 97
REMIX Martin Ratio Rank: 95

VNQI

VNQI Risk / Return Rank: 16
VNQI Sharpe Ratio Rank: 17
VNQI Sortino Ratio Rank: 16
VNQI Omega Ratio Rank: 16
VNQI Calmar Ratio Rank: 15
VNQI Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REMIX vs. VNQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.

	REMIX	VNQI	Difference
Sharpe ratio: Return per unit of total volatility	2.23	0.43	+1.80
Sortino ratio: Return per unit of downside risk	2.92	0.70	+2.22
Omega ratio: Gain probability vs. loss probability	1.39	1.09	+0.30
Calmar ratio: Return relative to maximum drawdown	6.04	0.40	+5.64
Martin ratio: Return relative to average drawdown	18.45	1.13	+17.32

REMIX vs. VNQI - Sharpe Ratio Comparison

The current REMIX Sharpe Ratio is 2.23, which is higher than the VNQI Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of REMIX and VNQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

REMIX vs. VNQI - Drawdown Comparison

The maximum REMIX drawdown since its inception was -17.89%, smaller than the maximum VNQI drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for REMIX and VNQI.

Drawdown Indicators

	REMIX	VNQI	Difference
Max Drawdown Largest peak-to-trough decline	-17.89%	-38.35%	+20.46%
Max Drawdown (1Y) Largest decline over 1 year	-4.78%	-14.78%	+10.00%
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	-16.35%	-1.54%
Max Drawdown (5Y) Largest decline over 5 years	-17.89%	-35.55%	+17.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.35%	—
Current Drawdown Current decline from peak	-3.90%	-9.99%	+6.09%
Average Drawdown Average peak-to-trough decline	-3.29%	-10.89%	+7.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	5.19%	-3.63%

Volatility

REMIX vs. VNQI - Volatility Comparison

The current volatility for Standpoint Multi-Asset Fund Investor Class (REMIX) is 3.54%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 4.62%. This indicates that REMIX experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REMIX	VNQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	4.62%	-1.08%
Volatility (6M) Calculated over the trailing 6-month period	9.87%	11.75%	-1.88%
Volatility (1Y) Calculated over the trailing 1-year period	12.98%	13.73%	-0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.74%	15.54%	-3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.79%	16.07%	-4.28%

REMIX vs. VNQI - Expense Ratio Comparison

REMIX has a 1.55% expense ratio, which is higher than VNQI's 0.12% expense ratio.

Dividends

REMIX vs. VNQI - Dividend Comparison

REMIX's dividend yield for the trailing twelve months is around 0.41%, less than VNQI's 4.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REMIX Standpoint Multi-Asset Fund Investor Class	0.41%	0.47%	5.52%	3.46%	2.48%	6.04%	1.09%	0.00%	0.00%	0.00%	0.00%	0.00%
VNQI Vanguard Global ex-U.S. Real Estate ETF	4.72%	4.70%	5.16%	3.74%	0.57%	6.48%	0.93%	7.58%	4.62%	3.86%	5.18%	2.86%

Frequently Asked Questions

Can I hold both REMIX and VNQI in my portfolio?

REMIX and VNQI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REMIX or VNQI?

VNQI has higher volatility (4.62%) compared to REMIX (3.54%). In terms of maximum drawdown, REMIX dropped -17.89% vs VNQI's -38.35%.

Which has better risk-adjusted returns?

REMIX currently has the higher Sharpe Ratio (2.23 vs 0.43), 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.