RPT vs. VNQ
RPT (RPT Realty) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 10 years, RPT returned -5.67%/yr vs 5.47%/yr for VNQ. At a 0.38 correlation, their price movements are largely independent.
Performance
RPT vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, RPT achieves a -9.90% return, which is significantly lower than VNQ's 9.76% return. Over the past 10 years, RPT has underperformed VNQ with an annualized return of -5.67%, while VNQ has yielded a comparatively higher 5.47% annualized return.
RPT
- 1D
- 1.57%
- 1M
- -3.16%
- YTD
- -9.90%
- 6M
- -4.24%
- 1Y
- -2.27%
- 3Y*
- -15.59%
- 5Y*
- -18.60%
- 10Y*
- -5.67%
VNQ
- 1D
- 1.79%
- 1M
- 0.36%
- YTD
- 9.76%
- 6M
- 8.93%
- 1Y
- 11.63%
- 3Y*
- 10.05%
- 5Y*
- 2.54%
- 10Y*
- 5.47%
RPT vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPT RPT Realty | -9.90% | 1.54% | -39.38% | -9.46% | -35.16% | 36.92% | -18.45% | 43.60% | -4.51% | 12.98% |
VNQ Vanguard Real Estate ETF | 9.76% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between RPT and VNQ is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.38 |
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Return for Risk
RPT vs. VNQ — Risk / Return Rank
RPT
VNQ
RPT vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RPT Realty (RPT) 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.
| RPT | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.16 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.40 | -1.49 |
| Martin ratioReturn relative to average drawdown | -0.19 | 4.41 | -4.60 |
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
| RPT | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 0.88 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.14 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | 0.27 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.27 | -0.37 |
Drawdowns
RPT vs. VNQ - Drawdown Comparison
The maximum RPT drawdown since its inception was -73.10%, roughly equal to the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for RPT and VNQ.
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Drawdown Indicators
| RPT | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.10% | -73.07% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -25.03% | -8.34% | -16.69% |
Max Drawdown (3Y)Largest decline over 3 years | -58.43% | -17.46% | -40.97% |
Max Drawdown (5Y)Largest decline over 5 years | -73.10% | -34.48% | -38.62% |
Max Drawdown (10Y)Largest decline over 10 years | -73.10% | -42.40% | -30.70% |
Current DrawdownCurrent decline from peak | -70.02% | -2.03% | -67.99% |
Average DrawdownAverage peak-to-trough decline | -25.53% | -13.63% | -11.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.69% | 2.64% | +9.05% |
Volatility
RPT vs. VNQ - Volatility Comparison
RPT Realty (RPT) has a higher volatility of 6.42% compared to Vanguard Real Estate ETF (VNQ) at 4.14%. This indicates that RPT's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPT | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 4.14% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 20.10% | 9.41% | +10.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 13.27% | +15.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.08% | 18.82% | +19.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.83% | 20.70% | +23.13% |
Dividends
RPT vs. VNQ - Dividend Comparison
RPT's dividend yield for the trailing twelve months is around 10.09%, more than VNQ's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPT RPT Realty | 10.09% | 8.69% | 9.43% | 23.28% | 21.38% | 8.55% | 10.04% | 14.92% | 10.12% | 8.18% | 7.46% | 5.28% |
VNQ Vanguard Real Estate ETF | 3.63% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
RPT and VNQ have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPT has higher volatility (6.42%) compared to VNQ (4.14%). In terms of maximum drawdown, RPT dropped -73.10% vs VNQ's -73.07%.
VNQ currently has the higher Sharpe Ratio (0.88 vs -0.08), 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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