VGREX vs. VNQI
Compare and contrast key facts about VALIC Company I Global Real Estate Fund (VGREX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
VGREX is managed by VALIC. It was launched on Mar 9, 2008. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010.
Performance
VGREX vs. VNQI - Performance Comparison
Loading graphics...
VGREX vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGREX VALIC Company I Global Real Estate Fund | -1.24% | 5.83% | 1.41% | 9.90% | -25.89% | 22.67% | -6.03% | 24.50% | -7.18% | 13.82% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -3.03% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Returns By Period
In the year-to-date period, VGREX achieves a -1.24% return, which is significantly higher than VNQI's -3.03% return. Over the past 10 years, VGREX has outperformed VNQI with an annualized return of 2.62%, while VNQI has yielded a comparatively lower 2.45% annualized return.
VGREX
- 1D
- 0.44%
- 1M
- -9.78%
- YTD
- -1.24%
- 6M
- -2.21%
- 1Y
- 5.46%
- 3Y*
- 4.76%
- 5Y*
- 0.26%
- 10Y*
- 2.62%
VNQI
- 1D
- 2.58%
- 1M
- -12.34%
- YTD
- -3.03%
- 6M
- -2.47%
- 1Y
- 15.08%
- 3Y*
- 7.86%
- 5Y*
- -0.51%
- 10Y*
- 2.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGREX vs. VNQI - Expense Ratio Comparison
VGREX has a 0.86% expense ratio, which is higher than VNQI's 0.12% expense ratio.
Return for Risk
VGREX vs. VNQI — Risk / Return Rank
VGREX
VNQI
VGREX vs. VNQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Global Real Estate Fund (VGREX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.
| VGREX | VNQI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.06 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.51 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 0.98 | -0.44 |
Martin ratioReturn relative to average drawdown | 2.08 | 4.38 | -2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VGREX | VNQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.06 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.03 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.15 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.20 | -0.22 |
Correlation
The correlation between VGREX and VNQI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VGREX vs. VNQI - Dividend Comparison
VGREX's dividend yield for the trailing twelve months is around 3.25%, less than VNQI's 4.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGREX VALIC Company I Global Real Estate Fund | 3.25% | 0.00% | 2.68% | 4.62% | 1.92% | 6.64% | 4.61% | 3.34% | 4.34% | 9.31% | 0.00% | 0.00% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.85% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Drawdowns
VGREX vs. VNQI - Drawdown Comparison
The maximum VGREX drawdown since its inception was -63.57%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for VGREX and VNQI.
Loading graphics...
Drawdown Indicators
| VGREX | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.57% | -38.35% | -25.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -14.78% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -34.17% | -35.75% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -39.92% | -38.35% | -1.57% |
Current DrawdownCurrent decline from peak | -13.66% | -12.43% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -23.97% | -10.92% | -13.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.32% | -0.54% |
Volatility
VGREX vs. VNQI - Volatility Comparison
The current volatility for VALIC Company I Global Real Estate Fund (VGREX) is 4.33%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 6.55%. This indicates that VGREX experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VGREX | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 6.55% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 9.50% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.14% | 14.34% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 15.28% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 15.96% | +0.99% |