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RWR vs. VGSLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWR vs. VGSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones REIT ETF (RWR) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). The values are adjusted to include any dividend payments, if applicable.

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RWR vs. VGSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWR
SPDR Dow Jones REIT ETF
3.43%3.20%7.74%13.76%-26.09%45.47%-11.40%22.71%-4.47%3.47%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-0.20%3.18%3.67%13.13%-26.20%40.39%-4.75%28.90%-5.99%4.91%

Returns By Period

In the year-to-date period, RWR achieves a 3.43% return, which is significantly higher than VGSLX's -0.20% return. Both investments have delivered pretty close results over the past 10 years, with RWR having a 4.36% annualized return and VGSLX not far ahead at 4.47%.


RWR

1D
1.38%
1M
-6.06%
YTD
3.43%
6M
2.55%
1Y
5.80%
3Y*
8.43%
5Y*
4.58%
10Y*
4.36%

VGSLX

1D
0.39%
1M
-7.72%
YTD
-0.20%
6M
-2.60%
1Y
0.30%
3Y*
5.86%
5Y*
2.85%
10Y*
4.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

RWR vs. VGSLX — Risk / Return Rank

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

RWR
RWR Risk / Return Rank: 2424
Overall Rank
RWR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 2222
Sortino Ratio Rank
RWR Omega Ratio Rank: 2222
Omega Ratio Rank
RWR Calmar Ratio Rank: 2424
Calmar Ratio Rank
RWR Martin Ratio Rank: 2828
Martin Ratio Rank

VGSLX
VGSLX Risk / Return Rank: 77
Overall Rank
VGSLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSLX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSLX Omega Ratio Rank: 77
Omega Ratio Rank
VGSLX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSLX Martin Ratio Rank: 88
Martin Ratio Rank
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.

RWR vs. VGSLX - Risk-Adjusted Trends 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.


RWRVGSLXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.07

+0.27

Sortino ratio

Return per unit of downside risk

0.58

0.21

+0.37

Omega ratio

Gain probability vs. loss probability

1.08

1.03

+0.05

Calmar ratio

Return relative to maximum drawdown

0.50

0.09

+0.41

Martin ratio

Return relative to average drawdown

2.14

0.35

+1.79

RWR vs. VGSLX - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 0.34, which is higher than the VGSLX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of RWR and VGSLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RWRVGSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.07

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.15

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.22

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

0.00

Correlation

The correlation between RWR and VGSLX is 0.97, 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.


Dividends

RWR vs. VGSLX - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.69%, less than VGSLX's 3.99% yield.


TTM20252024202320222021202020192018201720162015
RWR
SPDR Dow Jones REIT ETF
3.69%3.78%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.99%3.92%3.85%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%

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.


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Drawdown Indicators


RWRVGSLXDifference

Max Drawdown

Largest peak-to-trough decline

-74.92%

-73.05%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-12.42%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-34.41%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

-42.34%

-2.05%

Current Drawdown

Current decline from peak

-6.44%

-10.88%

+4.44%

Average Drawdown

Average peak-to-trough decline

-13.19%

-12.65%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.15%

-0.02%

Volatility

RWR vs. VGSLX - Volatility Comparison

SPDR Dow Jones REIT ETF (RWR) has a higher volatility of 4.57% compared to Vanguard Real Estate Index Fund Admiral Shares (VGSLX) at 4.13%. This indicates that RWR's price experiences larger fluctuations and is considered to be riskier than VGSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWRVGSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.13%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

9.13%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

16.32%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

18.86%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%

20.85%

+0.66%