VFAIX vs. VRTPX
VFAIX (Vanguard Financials Index Fund Admiral Shares) and VRTPX (Vanguard Real Estate II Index Fund) are both mutual funds - VFAIX is a Financials Equities fund tracking the MSCI US Investable Market Financials 25/50 Index, while VRTPX is a REIT fund managed by Vanguard. Over the past 5 years, VFAIX returned 11.54%/yr vs 2.39%/yr for VRTPX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. VFAIX charges 0.09%/yr vs 0.08%/yr for VRTPX.
Performance
VFAIX vs. VRTPX - Performance Comparison
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Returns By Period
In the year-to-date period, VFAIX achieves a 5.46% return, which is significantly lower than VRTPX's 14.67% return.
VFAIX
- 1D
- 0.50%
- 1M
- 2.34%
- 6M
- 7.49%
- YTD
- 5.46%
- 1Y
- 13.21%
- 3Y*
- 19.66%
- 5Y*
- 11.54%
- 10Y*
- 13.41%
- ALL TIME*
- 6.81%
VRTPX
- 1D
- -1.20%
- 1M
- 1.48%
- 6M
- 11.73%
- YTD
- 14.67%
- 1Y
- 16.26%
- 3Y*
- 9.21%
- 5Y*
- 2.39%
- 10Y*
- —
- ALL TIME*
- 5.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VFAIX vs. VRTPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 5.46% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 9.81% |
VRTPX Vanguard Real Estate II Index Fund | 14.67% | 2.22% | 3.72% | 13.17% | -26.14% | 40.37% | -4.65% | 28.96% | -5.99% | 1.37% |
Correlation
The correlation between VFAIX and VRTPX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2017 | 0.54 |
The correlation between VFAIX and VRTPX shifts across timeframes, from 0.49 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VFAIX vs. VRTPX — Risk / Return Rank
VFAIX
VRTPX
VFAIX vs. VRTPX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VFAIX | VRTPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.73 | -1.02 |
| Martin ratioReturn relative to average drawdown | 1.85 | 5.62 | -3.77 |
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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.
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Drawdown Indicators
| VFAIX | VRTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.64% | -42.33% | -36.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | -8.34% | -6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -17.31% | -18.19% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -34.35% | +8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -44.37% | — | — |
Current DrawdownCurrent decline from peak | -1.08% | -1.40% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -18.49% | -11.21% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | 2.57% | +3.09% |
Volatility
VFAIX vs. VRTPX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) and Vanguard Real Estate II Index Fund (VRTPX) have volatilities of 4.48% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFAIX | VRTPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 4.44% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 10.80% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 13.93% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 18.98% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 21.71% | +0.83% |
VFAIX vs. VRTPX - Expense Ratio Comparison
VFAIX has a 0.09% 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%.
Dividends
VFAIX vs. VRTPX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.67%, less than VRTPX's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.67% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
VRTPX Vanguard Real Estate II Index Fund | 3.50% | 2.79% | 3.80% | 3.93% | 4.52% | 2.58% | 3.92% | 3.50% | 4.77% | 1.32% | 0.00% | 0.00% |
Frequently Asked Questions
VFAIX and VRTPX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFAIX has higher volatility (4.48%) compared to VRTPX (4.44%). In terms of maximum drawdown, VFAIX dropped -78.64% vs VRTPX's -42.33%.
VRTPX currently has the higher Sharpe Ratio (1.04 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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