VGRLX vs. VFTAX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX).
VGRLX is managed by Vanguard. It was launched on Feb 10, 2011. VFTAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGRLX or VFTAX.
Key characteristics
| VGRLX | VFTAX | |
|---|---|---|
| YTD Return | 7.33% | 18.88% |
| 1Y Return | 16.61% | 28.11% |
| 3Y Return (Ann) | -4.86% | 8.31% |
| 5Y Return (Ann) | -1.40% | 15.34% |
| Sharpe Ratio | 1.18 | 2.09 |
| Daily Std Dev | 15.23% | 13.95% |
| Max Drawdown | -38.77% | -34.20% |
| Current Drawdown | -16.52% | -0.98% |
Correlation
The correlation between VGRLX and VFTAX is 0.64, 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
VGRLX vs. VFTAX - Performance Comparison
In the year-to-date period, VGRLX achieves a 7.33% return, which is significantly lower than VFTAX's 18.88% 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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VGRLX vs. VFTAX - Expense Ratio Comparison
VGRLX has a 0.12% expense ratio, which is lower than VFTAX's 0.14% expense ratio. Despite the difference, 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
VGRLX vs. VFTAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX). 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
VGRLX vs. VFTAX - Dividend Comparison
VGRLX's dividend yield for the trailing twelve months is around 3.48%, more than VFTAX's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | 3.48% | 3.74% | 0.56% | 6.49% | 0.92% | 7.76% | 4.62% | 3.86% | 5.17% | 2.84% | 4.08% | 3.27% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.81% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGRLX vs. VFTAX - Drawdown Comparison
The maximum VGRLX drawdown since its inception was -38.77%, which is greater than VFTAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for VGRLX and VFTAX. For additional features, visit the drawdowns tool.
Volatility
VGRLX vs. VFTAX - Volatility Comparison
The current volatility for Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) is 3.40%, while Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a volatility of 4.70%. This indicates that VGRLX experiences smaller price fluctuations and is considered to be less risky than VFTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.