VFTAX vs. VGRLX
Compare and contrast key facts about Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX).
VFTAX is managed by Vanguard. It was launched on Feb 7, 2019. VGRLX is managed by Vanguard. It was launched on Feb 10, 2011.
Performance
VFTAX vs. VGRLX - Performance Comparison
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VFTAX vs. VGRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | -7.52% | 17.25% | 25.97% | 31.78% | -24.22% | 27.70% | 22.63% | 23.59% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | -3.59% | 22.00% | -2.42% | 6.19% | -22.36% | 5.65% | -6.91% | 11.96% |
Returns By Period
In the year-to-date period, VFTAX achieves a -7.52% return, which is significantly lower than VGRLX's -3.59% return.
VFTAX
- 1D
- 3.30%
- 1M
- -5.55%
- YTD
- -7.52%
- 6M
- -5.72%
- 1Y
- 15.05%
- 3Y*
- 17.90%
- 5Y*
- 10.43%
- 10Y*
- —
VGRLX
- 1D
- 2.01%
- 1M
- -11.36%
- YTD
- -3.59%
- 6M
- -2.86%
- 1Y
- 13.95%
- 3Y*
- 7.55%
- 5Y*
- -0.64%
- 10Y*
- 2.43%
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VFTAX vs. VGRLX - Expense Ratio Comparison
VFTAX has a 0.14% expense ratio, which is higher than VGRLX'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%.
Return for Risk
VFTAX vs. VGRLX — Risk / Return Rank
VFTAX
VGRLX
VFTAX vs. VGRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX). 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.
| VFTAX | VGRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.20 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.62 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.96 | +0.36 |
Martin ratioReturn relative to average drawdown | 5.15 | 4.29 | +0.87 |
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
| VFTAX | VGRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.20 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | -0.05 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.21 | +0.49 |
Correlation
The correlation between VFTAX and VGRLX 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
VFTAX vs. VGRLX - Dividend Comparison
VFTAX's dividend yield for the trailing twelve months is around 0.96%, less than VGRLX's 4.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.96% | 0.85% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | 4.87% | 4.69% | 5.17% | 3.74% | 0.56% | 6.49% | 0.92% | 7.76% | 4.62% | 3.86% | 5.17% | 2.84% |
Drawdowns
VFTAX vs. VGRLX - Drawdown Comparison
The maximum VFTAX drawdown since its inception was -34.20%, smaller than the maximum VGRLX drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for VFTAX and VGRLX.
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Drawdown Indicators
| VFTAX | VGRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -38.77% | +4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -14.35% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -35.54% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.77% | — |
Current DrawdownCurrent decline from peak | -8.93% | -12.63% | +3.70% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -10.89% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.22% | -0.10% |
Volatility
VFTAX vs. VGRLX - Volatility Comparison
Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a higher volatility of 5.93% compared to Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) at 5.63%. This indicates that VFTAX's price experiences larger fluctuations and is considered to be riskier than VGRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFTAX | VGRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 5.63% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 8.54% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 12.33% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 13.79% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 14.69% | +6.23% |