TIREX vs. VDIGX
Compare and contrast key facts about TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and Vanguard Dividend Growth Fund (VDIGX).
TIREX is managed by TIAA Investments. It was launched on Oct 1, 2002. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIREX or VDIGX.
Performance
TIREX vs. VDIGX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with TIREX having a 12.18% return and VDIGX slightly higher at 12.52%. Over the past 10 years, TIREX has underperformed VDIGX with an annualized return of 7.25%, while VDIGX has yielded a comparatively higher 10.85% annualized return.
TIREX
12.18%
-0.16%
21.15%
25.18%
5.23%
7.25%
VDIGX
12.52%
-0.80%
7.33%
17.38%
10.90%
10.85%
Key characteristics
| TIREX | VDIGX | |
|---|---|---|
| Sharpe Ratio | 1.57 | 1.98 |
| Sortino Ratio | 2.21 | 2.73 |
| Omega Ratio | 1.27 | 1.35 |
| Calmar Ratio | 0.87 | 3.63 |
| Martin Ratio | 5.43 | 10.23 |
| Ulcer Index | 4.64% | 1.70% |
| Daily Std Dev | 16.05% | 8.76% |
| Max Drawdown | -74.18% | -45.23% |
| Current Drawdown | -10.34% | -2.63% |
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TIREX vs. VDIGX - Expense Ratio Comparison
TIREX has a 0.47% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Correlation
The correlation between TIREX and VDIGX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TIREX vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and Vanguard Dividend Growth Fund (VDIGX). 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.
Dividends
TIREX vs. VDIGX - Dividend Comparison
TIREX's dividend yield for the trailing twelve months is around 2.83%, more than VDIGX's 1.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIREX TIAA-CREF Real Estate Securities Fund Institutional Class | 2.83% | 2.72% | 2.19% | 1.41% | 1.80% | 1.68% | 2.60% | 1.55% | 2.63% | 2.00% | 1.69% | 2.02% |
VDIGX Vanguard Dividend Growth Fund | 1.64% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
TIREX vs. VDIGX - Drawdown Comparison
The maximum TIREX drawdown since its inception was -74.18%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for TIREX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
TIREX vs. VDIGX - Volatility Comparison
TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) has a higher volatility of 4.74% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.52%. This indicates that TIREX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.