RRRRX vs. VGRNX
RRRRX (DWS RREEF Real Estate Securities Fund) and VGRNX (Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares) are both REIT funds. Over the past 10 years, RRRRX returned 5.20%/yr vs 2.30%/yr for VGRNX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. RRRRX charges 0.61%/yr vs 0.11%/yr for VGRNX.
Performance
RRRRX vs. VGRNX - Performance Comparison
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Returns By Period
In the year-to-date period, RRRRX achieves a 16.60% return, which is significantly higher than VGRNX's 1.65% return. Over the past 10 years, RRRRX has outperformed VGRNX with an annualized return of 5.20%, while VGRNX has yielded a comparatively lower 2.30% annualized return.
RRRRX
- 1D
- -1.25%
- 1M
- 1.20%
- 6M
- 14.48%
- YTD
- 16.60%
- 1Y
- 17.65%
- 3Y*
- 9.25%
- 5Y*
- 2.42%
- 10Y*
- 5.20%
- ALL TIME*
- 9.27%
VGRNX
- 1D
- 1.57%
- 1M
- 3.47%
- 6M
- -2.82%
- YTD
- 1.65%
- 1Y
- 7.42%
- 3Y*
- 8.11%
- 5Y*
- -0.35%
- 10Y*
- 2.30%
- ALL TIME*
- 3.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RRRRX vs. VGRNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RRRRX DWS RREEF Real Estate Securities Fund | 16.60% | -0.72% | 6.11% | 12.35% | -27.32% | 43.02% | -4.84% | 29.66% | -3.21% | 6.43% |
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | 1.65% | 22.02% | -2.40% | 6.35% | -22.47% | 5.63% | -6.90% | 21.50% | -9.54% | 26.55% |
Correlation
The correlation between RRRRX and VGRNX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2010 | 0.54 |
The correlation between RRRRX and VGRNX shifts across timeframes, from 0.41 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RRRRX vs. VGRNX — Risk / Return Rank
RRRRX
VGRNX
RRRRX vs. VGRNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Estate Securities Fund (RRRRX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX). 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.
| RRRRX | VGRNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 0.50 | +1.45 |
| Martin ratioReturn relative to average drawdown | 6.59 | 1.13 | +5.46 |
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Drawdowns
RRRRX vs. VGRNX - Drawdown Comparison
The maximum RRRRX drawdown since its inception was -74.05%, which is greater than VGRNX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for RRRRX and VGRNX.
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Drawdown Indicators
| RRRRX | VGRNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.05% | -38.77% | -35.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -14.35% | +6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.46% | -15.82% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.31% | -34.80% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -38.77% | -2.37% |
Current DrawdownCurrent decline from peak | -1.89% | -7.90% | +6.01% |
Average DrawdownAverage peak-to-trough decline | -12.49% | -10.71% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 6.34% | -3.81% |
Volatility
RRRRX vs. VGRNX - Volatility Comparison
DWS RREEF Real Estate Securities Fund (RRRRX) has a higher volatility of 4.35% compared to Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) at 3.50%. This indicates that RRRRX's price experiences larger fluctuations and is considered to be riskier than VGRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRRRX | VGRNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 3.50% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 10.94% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 12.62% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 14.06% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 14.66% | +6.04% |
RRRRX vs. VGRNX - Expense Ratio Comparison
RRRRX has a 0.61% expense ratio, which is higher than VGRNX's 0.11% expense ratio.
Dividends
RRRRX vs. VGRNX - Dividend Comparison
RRRRX's dividend yield for the trailing twelve months is around 1.87%, less than VGRNX's 4.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RRRRX DWS RREEF Real Estate Securities Fund | 1.87% | 2.02% | 2.77% | 1.82% | 4.44% | 7.68% | 3.53% | 7.94% | 4.56% | 4.97% | 12.39% | 13.74% |
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | 4.63% | 4.71% | 5.21% | 3.76% | 0.58% | 6.50% | 0.94% | 7.81% | 4.64% | 3.87% | 5.19% | 2.86% |
Frequently Asked Questions
RRRRX and VGRNX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RRRRX has higher volatility (4.35%) compared to VGRNX (3.50%). In terms of maximum drawdown, RRRRX dropped -74.05% vs VGRNX's -38.77%.
RRRRX currently has the higher Sharpe Ratio (1.17 vs 0.57), 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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