SFREX vs. VNQI
Compare and contrast key facts about Schwab Fundamental Global Real Estate Index Fund (SFREX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
SFREX is managed by Charles Schwab. It was launched on Oct 21, 2014. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010.
Performance
SFREX vs. VNQI - Performance Comparison
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SFREX vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | -2.53% | 11.26% | 3.05% | 4.10% | -21.06% | 18.56% | -11.16% | 22.61% | -8.26% | 20.07% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -3.03% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Returns By Period
In the year-to-date period, SFREX achieves a -2.53% return, which is significantly higher than VNQI's -3.03% return. Over the past 10 years, SFREX has outperformed VNQI with an annualized return of 2.93%, while VNQI has yielded a comparatively lower 2.45% annualized return.
SFREX
- 1D
- 0.21%
- 1M
- -11.77%
- YTD
- -2.53%
- 6M
- -5.00%
- 1Y
- 6.19%
- 3Y*
- 5.99%
- 5Y*
- -0.08%
- 10Y*
- 2.93%
VNQI
- 1D
- 2.58%
- 1M
- -12.34%
- YTD
- -3.03%
- 6M
- -2.47%
- 1Y
- 15.08%
- 3Y*
- 7.86%
- 5Y*
- -0.51%
- 10Y*
- 2.45%
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SFREX vs. VNQI - Expense Ratio Comparison
SFREX has a 0.39% expense ratio, which is higher than VNQI's 0.12% expense ratio.
Return for Risk
SFREX vs. VNQI — Risk / Return Rank
SFREX
VNQI
SFREX vs. VNQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.
| SFREX | VNQI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.06 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.51 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.98 | -0.51 |
Martin ratioReturn relative to average drawdown | 1.76 | 4.38 | -2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFREX | VNQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.06 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | -0.03 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.15 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.20 | -0.05 |
Correlation
The correlation between SFREX and VNQI is 0.84, 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
SFREX vs. VNQI - Dividend Comparison
SFREX's dividend yield for the trailing twelve months is around 3.60%, less than VNQI's 4.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | 3.60% | 3.51% | 3.75% | 3.53% | 2.89% | 2.92% | 3.46% | 4.10% | 5.45% | 2.78% | 5.00% | 1.29% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.85% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Drawdowns
SFREX vs. VNQI - Drawdown Comparison
The maximum SFREX drawdown since its inception was -41.98%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for SFREX and VNQI.
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Drawdown Indicators
| SFREX | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -38.35% | -3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -14.78% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -35.75% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | -38.35% | -3.63% |
Current DrawdownCurrent decline from peak | -11.77% | -12.43% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -10.92% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.32% | -0.13% |
Volatility
SFREX vs. VNQI - Volatility Comparison
The current volatility for Schwab Fundamental Global Real Estate Index Fund (SFREX) is 4.18%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 6.55%. This indicates that SFREX experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFREX | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 6.55% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 9.50% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 14.34% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 15.28% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 15.96% | +1.95% |