PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TIREX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TIREXVDIGX
YTD Return11.65%12.90%
1Y Return31.71%22.44%
3Y Return (Ann)-1.94%6.32%
5Y Return (Ann)5.33%11.15%
10Y Return (Ann)7.25%11.04%
Sharpe Ratio1.752.46
Sortino Ratio2.533.37
Omega Ratio1.311.44
Calmar Ratio0.923.93
Martin Ratio6.4313.70
Ulcer Index4.60%1.58%
Daily Std Dev16.88%8.79%
Max Drawdown-74.18%-45.23%
Current Drawdown-10.76%-2.30%

Correlation

-0.50.00.51.00.7

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.

Performance

TIREX vs. VDIGX - Performance Comparison

In the year-to-date period, TIREX achieves a 11.65% return, which is significantly lower than VDIGX's 12.90% return. Over the past 10 years, TIREX has underperformed VDIGX with an annualized return of 7.25%, while VDIGX has yielded a comparatively higher 11.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.11%
7.47%
TIREX
VDIGX

Compare stocks, funds, or ETFs

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


TIREX vs. VDIGX - Expense Ratio Comparison

TIREX has a 0.47% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
Expense ratio chart for TIREX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

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.


TIREX
Sharpe ratio
The chart of Sharpe ratio for TIREX, currently valued at 1.75, compared to the broader market0.002.004.001.75
Sortino ratio
The chart of Sortino ratio for TIREX, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for TIREX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for TIREX, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.0025.000.92
Martin ratio
The chart of Martin ratio for TIREX, currently valued at 6.43, compared to the broader market0.0020.0040.0060.0080.00100.006.43
VDIGX
Sharpe ratio
The chart of Sharpe ratio for VDIGX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for VDIGX, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for VDIGX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for VDIGX, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for VDIGX, currently valued at 13.70, compared to the broader market0.0020.0040.0060.0080.00100.0013.70

TIREX vs. VDIGX - Sharpe Ratio Comparison

The current TIREX Sharpe Ratio is 1.75, which is comparable to the VDIGX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of TIREX and VDIGX, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.75
2.46
TIREX
VDIGX

Dividends

TIREX vs. VDIGX - Dividend Comparison

TIREX's dividend yield for the trailing twelve months is around 2.84%, more than VDIGX's 1.63% yield.


TTM20232022202120202019201820172016201520142013
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.84%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
1.63%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.76%
-2.30%
TIREX
VDIGX

Volatility

TIREX vs. VDIGX - Volatility Comparison

TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) has a higher volatility of 5.24% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.66%. 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
2.66%
TIREX
VDIGX