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

Correlation

The correlation between RRRRX 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

RRRRX vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Estate Securities Fund (RRRRX) 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

RRRRX:

11.13%

VNQ:

9.91%

Max Drawdown

RRRRX:

-1.33%

VNQ:

-1.05%

Current Drawdown

RRRRX:

-0.46%

VNQ:

-0.39%

Returns By Period


RRRRX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VNQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RRRRX vs. VNQ - Expense Ratio Comparison

RRRRX has a 0.61% expense ratio, which is higher than VNQ's 0.12% expense ratio.


Risk-Adjusted Performance

RRRRX vs. VNQ — Risk-Adjusted Performance Rank

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

RRRRX
The Risk-Adjusted Performance Rank of RRRRX is 6666
Overall Rank
The Sharpe Ratio Rank of RRRRX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of RRRRX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of RRRRX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of RRRRX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of RRRRX is 6363
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6868
Overall Rank
The Sharpe Ratio Rank of VNQ is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6868
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.

RRRRX vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Estate Securities Fund (RRRRX) 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

RRRRX vs. VNQ - Dividend Comparison

RRRRX's dividend yield for the trailing twelve months is around 2.80%, less than VNQ's 4.07% yield.


TTM20242023202220212020201920182017201620152014
RRRRX
DWS RREEF Real Estate Securities Fund
2.80%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%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RRRRX vs. VNQ - Drawdown Comparison

The maximum RRRRX drawdown since its inception was -1.33%, which is greater than VNQ's maximum drawdown of -1.05%. Use the drawdown chart below to compare losses from any high point for RRRRX and VNQ. For additional features, visit the drawdowns tool.


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Volatility

RRRRX vs. VNQ - Volatility Comparison


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