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

Correlation

The correlation between SFREX and VNQ is 0.83, 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.


-0.50.00.51.00.8

Performance

SFREX vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental Global Real Estate Index Fund (SFREX) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.08%
1.34%
SFREX
VNQ

Key characteristics

Sharpe Ratio

SFREX:

0.90

VNQ:

0.93

Sortino Ratio

SFREX:

1.33

VNQ:

1.32

Omega Ratio

SFREX:

1.17

VNQ:

1.17

Calmar Ratio

SFREX:

0.52

VNQ:

0.57

Martin Ratio

SFREX:

2.02

VNQ:

3.21

Ulcer Index

SFREX:

7.06%

VNQ:

4.63%

Daily Std Dev

SFREX:

15.81%

VNQ:

15.83%

Max Drawdown

SFREX:

-41.98%

VNQ:

-73.07%

Current Drawdown

SFREX:

-15.29%

VNQ:

-10.67%

Returns By Period

In the year-to-date period, SFREX achieves a 2.73% return, which is significantly lower than VNQ's 3.32% return. Over the past 10 years, SFREX has underperformed VNQ with an annualized return of 2.06%, while VNQ has yielded a comparatively higher 4.96% annualized return.


SFREX

YTD

2.73%

1M

3.30%

6M

3.74%

1Y

11.66%

5Y*

-1.99%

10Y*

2.06%

VNQ

YTD

3.32%

1M

2.67%

6M

1.88%

1Y

13.42%

5Y*

2.29%

10Y*

4.96%

*Annualized

Compare stocks, funds, or ETFs

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


SFREX vs. VNQ - Expense Ratio Comparison

SFREX has a 0.39% expense ratio, which is higher than VNQ's 0.12% expense ratio.


SFREX
Schwab Fundamental Global Real Estate Index Fund
Expense ratio chart for SFREX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VNQ: 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

SFREX vs. VNQ — Risk-Adjusted Performance Rank

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

SFREX
The Risk-Adjusted Performance Rank of SFREX is 3737
Overall Rank
The Sharpe Ratio Rank of SFREX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SFREX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SFREX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SFREX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SFREX is 2727
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 3131
Overall Rank
The Sharpe Ratio Rank of VNQ is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 3333
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.

SFREX vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) 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.


Sharpe ratio
The chart of Sharpe ratio for SFREX, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.000.900.93
The chart of Sortino ratio for SFREX, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.331.32
The chart of Omega ratio for SFREX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.17
The chart of Calmar ratio for SFREX, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.520.57
The chart of Martin ratio for SFREX, currently valued at 2.02, compared to the broader market0.0020.0040.0060.0080.002.023.21
SFREX
VNQ

The current SFREX Sharpe Ratio is 0.90, which is comparable to the VNQ Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SFREX and VNQ, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.90
0.93
SFREX
VNQ

Dividends

SFREX vs. VNQ - Dividend Comparison

SFREX's dividend yield for the trailing twelve months is around 3.64%, less than VNQ's 3.73% yield.


TTM20242023202220212020201920182017201620152014
SFREX
Schwab Fundamental Global Real Estate Index Fund
3.64%3.74%3.55%2.89%2.92%3.30%3.87%4.24%3.29%4.21%2.73%1.10%
VNQ
Vanguard Real Estate ETF
3.73%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

SFREX vs. VNQ - Drawdown Comparison

The maximum SFREX drawdown since its inception was -41.98%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SFREX and VNQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-15.29%
-10.67%
SFREX
VNQ

Volatility

SFREX vs. VNQ - Volatility Comparison

The current volatility for Schwab Fundamental Global Real Estate Index Fund (SFREX) is 3.30%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.36%. This indicates that SFREX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.30%
4.36%
SFREX
VNQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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