T vs. VNQI
T (AT&T Inc.) is a stock, while VNQI (Vanguard Global ex-U.S. Real Estate ETF) is REIT fund tracking the S&P Global ex-U.S. Property Index. Over the past 10 years, T returned 3.33%/yr vs 2.74%/yr for VNQI. At a 0.37 correlation, their price movements are largely independent.
Performance
T vs. VNQI - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than VNQI's -0.33% return. Over the past 10 years, T has outperformed VNQI with an annualized return of 3.33%, while VNQI has yielded a comparatively lower 2.74% annualized return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
VNQI
- 1D
- 0.68%
- 1M
- -3.12%
- YTD
- -0.33%
- 6M
- 0.85%
- 1Y
- 5.87%
- 3Y*
- 8.59%
- 5Y*
- -1.50%
- 10Y*
- 2.74%
T vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -0.33% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Correlation
The correlation between T and VNQI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2010 | 0.37 |
Over the past year, the correlation between T and VNQI has dropped to 0.12 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
T vs. VNQI — Risk / Return Rank
T
VNQI
T vs. VNQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| T | VNQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.09 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.40 | -0.99 |
| Martin ratioReturn relative to average drawdown | -1.22 | 1.13 | -2.35 |
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Drawdowns
T vs. VNQI - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for T and VNQI.
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Drawdown Indicators
| T | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -38.35% | -25.80% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -14.78% | -7.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -16.35% | -5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -35.55% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -38.35% | -4.00% |
Current DrawdownCurrent decline from peak | -18.12% | -9.99% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -10.89% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 5.19% | +5.45% |
Volatility
T vs. VNQI - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 4.62%. This indicates that T's price experiences larger fluctuations and is considered to be riskier 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
| T | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 4.62% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 11.75% | +6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 13.73% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 15.54% | +8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 16.07% | +7.66% |
Dividends
T vs. VNQI - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, which matches VNQI's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.72% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Frequently Asked Questions
T and VNQI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to VNQI (4.62%). In terms of maximum drawdown, T dropped -64.15% vs VNQI's -38.35%.
VNQI currently has the higher Sharpe Ratio (0.43 vs -0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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