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RWR vs. VGSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RWRVGSLX
YTD Return11.96%9.74%
1Y Return33.20%30.86%
3Y Return (Ann)-0.14%-1.16%
5Y Return (Ann)3.92%4.28%
10Y Return (Ann)5.51%6.00%
Sharpe Ratio1.871.73
Sortino Ratio2.732.50
Omega Ratio1.331.32
Calmar Ratio1.090.96
Martin Ratio8.636.69
Ulcer Index3.69%4.44%
Daily Std Dev17.05%17.12%
Max Drawdown-74.92%-74.07%
Current Drawdown-5.85%-9.47%

Correlation

-0.50.00.51.01.0

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.

Performance

RWR vs. VGSLX - Performance Comparison

In the year-to-date period, RWR achieves a 11.96% return, which is significantly higher than VGSLX's 9.74% return. Over the past 10 years, RWR has underperformed VGSLX with an annualized return of 5.51%, while VGSLX has yielded a comparatively higher 6.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.97%
13.06%
RWR
VGSLX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


RWR
SPDR Dow Jones REIT ETF
Expense ratio chart for RWR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VGSLX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


RWR
Sharpe ratio
The chart of Sharpe ratio for RWR, currently valued at 1.87, compared to the broader market-2.000.002.004.006.001.87
Sortino ratio
The chart of Sortino ratio for RWR, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.0012.002.73
Omega ratio
The chart of Omega ratio for RWR, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for RWR, currently valued at 1.09, compared to the broader market0.005.0010.0015.001.09
Martin ratio
The chart of Martin ratio for RWR, currently valued at 8.63, compared to the broader market0.0020.0040.0060.0080.00100.008.63
VGSLX
Sharpe ratio
The chart of Sharpe ratio for VGSLX, currently valued at 1.73, compared to the broader market-2.000.002.004.006.001.73
Sortino ratio
The chart of Sortino ratio for VGSLX, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.0012.002.50
Omega ratio
The chart of Omega ratio for VGSLX, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for VGSLX, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.96
Martin ratio
The chart of Martin ratio for VGSLX, currently valued at 6.69, compared to the broader market0.0020.0040.0060.0080.00100.006.69

RWR vs. VGSLX - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.87, which is comparable to the VGSLX Sharpe Ratio of 1.73. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.87
1.73
RWR
VGSLX

Dividends

RWR vs. VGSLX - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.40%, less than VGSLX's 3.87% yield.


TTM20232022202120202019201820172016201520142013
RWR
SPDR Dow Jones REIT ETF
3.40%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
3.87%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 -74.07%. Use the drawdown chart below to compare losses from any high point for RWR and VGSLX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-5.85%
-9.47%
RWR
VGSLX

Volatility

RWR vs. VGSLX - Volatility Comparison

SPDR Dow Jones REIT ETF (RWR) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 5.20% and 5.33%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JuneJulyAugustSeptemberOctoberNovember
5.20%
5.33%
RWR
VGSLX