VFINX vs. VNQ
Compare and contrast key facts about Vanguard 500 Index Fund Investor Shares (VFINX) and Vanguard Real Estate ETF (VNQ).
VFINX is managed by Vanguard. 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: VFINX or VNQ.
Key characteristics
| VFINX | VNQ | |
|---|---|---|
| YTD Return | 27.01% | 11.73% |
| 1Y Return | 39.71% | 33.45% |
| 3Y Return (Ann) | 10.16% | -0.66% |
| 5Y Return (Ann) | 15.99% | 4.94% |
| 10Y Return (Ann) | 13.37% | 6.12% |
| Sharpe Ratio | 3.12 | 1.83 |
| Sortino Ratio | 4.15 | 2.62 |
| Omega Ratio | 1.58 | 1.33 |
| Calmar Ratio | 4.57 | 1.01 |
| Martin Ratio | 20.65 | 7.04 |
| Ulcer Index | 1.87% | 4.45% |
| Daily Std Dev | 12.39% | 17.13% |
| Max Drawdown | -55.25% | -73.07% |
| Current Drawdown | 0.00% | -7.83% |
Correlation
The correlation between VFINX and VNQ 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
VFINX vs. VNQ - Performance Comparison
In the year-to-date period, VFINX achieves a 27.01% return, which is significantly higher than VNQ's 11.73% return. Over the past 10 years, VFINX has outperformed VNQ with an annualized return of 13.37%, while VNQ has yielded a comparatively lower 6.12% 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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VFINX vs. VNQ - Expense Ratio Comparison
VFINX has a 0.14% expense ratio, which is higher than VNQ's 0.12% 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%.
Risk-Adjusted Performance
VFINX vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) 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
VFINX vs. VNQ - Dividend Comparison
VFINX's dividend yield for the trailing twelve months is around 1.14%, less than VNQ's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 1.14% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
VFINX vs. VNQ - Drawdown Comparison
The maximum VFINX drawdown since its inception was -55.25%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VFINX and VNQ. For additional features, visit the drawdowns tool.
Volatility
VFINX vs. VNQ - Volatility Comparison
The current volatility for Vanguard 500 Index Fund Investor Shares (VFINX) is 3.91%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.30%. This indicates that VFINX 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.