RWR vs. VGSLX
Compare and contrast key facts about SPDR Dow Jones REIT ETF (RWR) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX).
RWR is a passively managed fund by State Street that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Apr 23, 2001. VGSLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWR or VGSLX.
Key characteristics
| RWR | VGSLX | |
|---|---|---|
| YTD Return | -7.76% | -9.10% |
| 1Y Return | 2.29% | 0.34% |
| 3Y Return (Ann) | -1.74% | -3.56% |
| 5Y Return (Ann) | 1.13% | 1.95% |
| 10Y Return (Ann) | 4.44% | 4.93% |
| Sharpe Ratio | 0.08 | -0.02 |
| Daily Std Dev | 18.89% | 18.93% |
| Max Drawdown | -74.92% | -73.05% |
| Current Drawdown | -22.44% | -25.01% |
Correlation
The correlation between RWR and VGSLX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RWR vs. VGSLX - Performance Comparison
In the year-to-date period, RWR achieves a -7.76% return, which is significantly higher than VGSLX's -9.10% return. Over the past 10 years, RWR has underperformed VGSLX with an annualized return of 4.44%, while VGSLX has yielded a comparatively higher 4.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RWR vs. VGSLX - Expense Ratio Comparison
RWR has a 0.25% expense ratio, which is higher than VGSLX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
RWR vs. VGSLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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.
Dividends
RWR vs. VGSLX - Dividend Comparison
RWR's dividend yield for the trailing twelve months is around 4.02%, less than VGSLX's 4.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWR SPDR Dow Jones REIT ETF | 4.02% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% | 3.06% | 3.39% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.34% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
RWR vs. VGSLX - Drawdown Comparison
The maximum RWR drawdown since its inception was -74.92%, roughly equal to the maximum VGSLX drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for RWR and VGSLX. For additional features, visit the drawdowns tool.
Volatility
RWR vs. VGSLX - Volatility Comparison
SPDR Dow Jones REIT ETF (RWR) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 5.73% and 5.94%, 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.