VFAIX vs. VRTPX
Compare and contrast key facts about Vanguard Financials Index Fund Admiral Shares (VFAIX) and Vanguard Real Estate II Index Fund (VRTPX).
VFAIX is managed by Blackrock. It was launched on Feb 4, 2004. VRTPX is managed by Vanguard. It was launched on Sep 26, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFAIX or VRTPX.
Performance
VFAIX vs. VRTPX - Performance Comparison
Returns By Period
In the year-to-date period, VFAIX achieves a 38.21% return, which is significantly higher than VRTPX's 13.82% return.
VFAIX
38.21%
10.89%
25.58%
49.79%
13.40%
12.23%
VRTPX
13.82%
1.82%
21.74%
27.46%
4.78%
N/A
Key characteristics
| VFAIX | VRTPX | |
|---|---|---|
| Sharpe Ratio | 3.39 | 1.69 |
| Sortino Ratio | 4.79 | 2.34 |
| Omega Ratio | 1.62 | 1.30 |
| Calmar Ratio | 3.96 | 1.06 |
| Martin Ratio | 24.33 | 6.14 |
| Ulcer Index | 2.05% | 4.47% |
| Daily Std Dev | 14.70% | 16.27% |
| Max Drawdown | -78.64% | -42.33% |
| Current Drawdown | 0.00% | -6.02% |
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VFAIX vs. VRTPX - Expense Ratio Comparison
VFAIX has a 0.10% expense ratio, which is higher than VRTPX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VFAIX and VRTPX is 0.54, 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
VFAIX vs. VRTPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) and Vanguard Real Estate II Index Fund (VRTPX). 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
VFAIX vs. VRTPX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.56%, less than VRTPX's 3.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.56% | 2.08% | 2.30% | 1.87% | 2.22% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% | 1.86% | 1.82% |
VRTPX Vanguard Real Estate II Index Fund | 3.71% | 3.98% | 3.99% | 2.58% | 3.92% | 3.49% | 4.77% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFAIX vs. VRTPX - Drawdown Comparison
The maximum VFAIX drawdown since its inception was -78.64%, which is greater than VRTPX's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for VFAIX and VRTPX. For additional features, visit the drawdowns tool.
Volatility
VFAIX vs. VRTPX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 7.60% compared to Vanguard Real Estate II Index Fund (VRTPX) at 4.90%. This indicates that VFAIX's price experiences larger fluctuations and is considered to be riskier than VRTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.