TOLIX vs. VENAX
Compare and contrast key facts about DWS RREEF Global Infrastructure Fund (TOLIX) and Vanguard Energy Index Fund Admiral Shares (VENAX).
TOLIX is managed by DWS. It was launched on Jun 23, 2008. VENAX is managed by Vanguard. It was launched on Oct 7, 2004.
Performance
TOLIX vs. VENAX - Performance Comparison
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TOLIX vs. VENAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOLIX DWS RREEF Global Infrastructure Fund | 9.00% | 12.73% | 11.98% | 1.93% | -9.26% | 20.37% | -1.90% | 29.21% | -11.05% | 13.61% |
VENAX Vanguard Energy Index Fund Admiral Shares | 39.76% | 7.29% | 6.57% | 0.05% | 62.94% | 55.57% | -33.27% | 9.36% | -19.90% | -2.39% |
Returns By Period
In the year-to-date period, TOLIX achieves a 9.00% return, which is significantly lower than VENAX's 39.76% return. Over the past 10 years, TOLIX has underperformed VENAX with an annualized return of 7.12%, while VENAX has yielded a comparatively higher 11.29% annualized return.
TOLIX
- 1D
- 0.42%
- 1M
- -4.57%
- YTD
- 9.00%
- 6M
- 8.46%
- 1Y
- 14.76%
- 3Y*
- 11.49%
- 5Y*
- 7.92%
- 10Y*
- 7.12%
VENAX
- 1D
- -1.12%
- 1M
- 11.69%
- YTD
- 39.76%
- 6M
- 41.02%
- 1Y
- 39.10%
- 3Y*
- 18.90%
- 5Y*
- 25.11%
- 10Y*
- 11.29%
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TOLIX vs. VENAX - Expense Ratio Comparison
TOLIX has a 1.03% expense ratio, which is higher than VENAX's 0.10% expense ratio.
Return for Risk
TOLIX vs. VENAX — Risk / Return Rank
TOLIX
VENAX
TOLIX vs. VENAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Infrastructure Fund (TOLIX) and Vanguard Energy Index Fund Admiral Shares (VENAX). 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.
| TOLIX | VENAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.63 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.05 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.09 | -0.28 |
Martin ratioReturn relative to average drawdown | 7.72 | 5.98 | +1.74 |
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
| TOLIX | VENAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.63 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.95 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.38 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.29 | +0.16 |
Correlation
The correlation between TOLIX and VENAX is 0.60, 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.
Dividends
TOLIX vs. VENAX - Dividend Comparison
TOLIX's dividend yield for the trailing twelve months is around 10.04%, more than VENAX's 2.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOLIX DWS RREEF Global Infrastructure Fund | 10.04% | 10.99% | 9.47% | 2.67% | 8.92% | 6.06% | 1.68% | 2.00% | 2.57% | 2.10% | 1.34% | 1.86% |
VENAX Vanguard Energy Index Fund Admiral Shares | 2.25% | 3.10% | 3.24% | 3.34% | 3.65% | 3.80% | 4.76% | 3.41% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
TOLIX vs. VENAX - Drawdown Comparison
The maximum TOLIX drawdown since its inception was -42.68%, smaller than the maximum VENAX drawdown of -74.42%. Use the drawdown chart below to compare losses from any high point for TOLIX and VENAX.
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Drawdown Indicators
| TOLIX | VENAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.68% | -74.42% | +31.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -19.04% | +10.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -26.59% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -69.58% | +34.39% |
Current DrawdownCurrent decline from peak | -4.68% | -1.12% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -20.09% | +12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 6.64% | -4.59% |
Volatility
TOLIX vs. VENAX - Volatility Comparison
The current volatility for DWS RREEF Global Infrastructure Fund (TOLIX) is 3.72%, while Vanguard Energy Index Fund Admiral Shares (VENAX) has a volatility of 5.01%. This indicates that TOLIX experiences smaller price fluctuations and is considered to be less risky than VENAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOLIX | VENAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.01% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 13.94% | -6.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 24.99% | -11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 26.55% | -12.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.87% | 30.17% | -14.30% |