UTF vs. VNQ
Compare and contrast key facts about Cohen & Steers Infrastructure Fund, Inc (UTF) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTF or VNQ.
Key characteristics
| UTF | VNQ | |
|---|---|---|
| YTD Return | 26.64% | 9.63% |
| 1Y Return | 33.96% | 30.83% |
| 3Y Return (Ann) | 3.16% | -1.16% |
| 5Y Return (Ann) | 6.71% | 4.31% |
| 10Y Return (Ann) | 9.31% | 6.03% |
| Sharpe Ratio | 2.22 | 1.74 |
| Sortino Ratio | 3.27 | 2.51 |
| Omega Ratio | 1.39 | 1.32 |
| Calmar Ratio | 1.62 | 0.96 |
| Martin Ratio | 13.54 | 6.66 |
| Ulcer Index | 2.63% | 4.46% |
| Daily Std Dev | 16.02% | 17.11% |
| Max Drawdown | -72.62% | -73.07% |
| Current Drawdown | -3.51% | -9.56% |
Correlation
The correlation between UTF and VNQ is 0.49, 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
UTF vs. VNQ - Performance Comparison
In the year-to-date period, UTF achieves a 26.64% return, which is significantly higher than VNQ's 9.63% return. Over the past 10 years, UTF has outperformed VNQ with an annualized return of 9.31%, while VNQ has yielded a comparatively lower 6.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UTF vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Fund, Inc (UTF) and Vanguard Real Estate ETF (VNQ). 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
UTF vs. VNQ - Dividend Comparison
UTF's dividend yield for the trailing twelve months is around 8.05%, more than VNQ's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTF Cohen & Steers Infrastructure Fund, Inc | 8.05% | 8.76% | 7.75% | 6.53% | 7.20% | 7.10% | 10.12% | 7.37% | 10.51% | 8.39% | 6.51% | 6.99% |
VNQ Vanguard Real Estate ETF | 3.88% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
UTF vs. VNQ - Drawdown Comparison
The maximum UTF drawdown since its inception was -72.62%, roughly equal to the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for UTF and VNQ. For additional features, visit the drawdowns tool.
Volatility
UTF vs. VNQ - Volatility Comparison
The current volatility for Cohen & Steers Infrastructure Fund, Inc (UTF) is 3.84%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.37%. This indicates that UTF experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.