PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VGRLX vs. VGSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VGRLXVGSLX
YTD Return7.33%14.04%
1Y Return16.61%25.29%
3Y Return (Ann)-4.86%1.21%
5Y Return (Ann)-1.40%5.37%
10Y Return (Ann)1.71%7.10%
Sharpe Ratio1.181.48
Daily Std Dev15.23%18.66%
Max Drawdown-38.77%-73.05%
Current Drawdown-16.52%-5.92%

Correlation

-0.50.00.51.00.6

The correlation between VGRLX and VGSLX is 0.57, 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. VGSLX - Performance Comparison

In the year-to-date period, VGRLX achieves a 7.33% return, which is significantly lower than VGSLX's 14.04% return. Over the past 10 years, VGRLX has underperformed VGSLX with an annualized return of 1.71%, while VGSLX has yielded a comparatively higher 7.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%AprilMayJuneJulyAugustSeptember
54.79%
207.78%
VGRLX
VGSLX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGRLX vs. VGSLX - Expense Ratio Comparison

Both VGRLX and VGSLX have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
Expense ratio chart for VGRLX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VGSLX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VGRLX vs. VGSLX - 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 Real Estate Index Fund Admiral Shares (VGSLX). 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.


VGRLX
Sharpe ratio
The chart of Sharpe ratio for VGRLX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.005.001.18
Sortino ratio
The chart of Sortino ratio for VGRLX, currently valued at 1.81, compared to the broader market0.005.0010.001.81
Omega ratio
The chart of Omega ratio for VGRLX, currently valued at 1.20, compared to the broader market1.002.003.004.001.20
Calmar ratio
The chart of Calmar ratio for VGRLX, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.000.51
Martin ratio
The chart of Martin ratio for VGRLX, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.84
VGSLX
Sharpe ratio
The chart of Sharpe ratio for VGSLX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.005.001.48
Sortino ratio
The chart of Sortino ratio for VGSLX, currently valued at 2.13, compared to the broader market0.005.0010.002.13
Omega ratio
The chart of Omega ratio for VGSLX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for VGSLX, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.80
Martin ratio
The chart of Martin ratio for VGSLX, currently valued at 5.06, compared to the broader market0.0020.0040.0060.0080.00100.005.06

VGRLX vs. VGSLX - Sharpe Ratio Comparison

The current VGRLX Sharpe Ratio is 1.18, which roughly equals the VGSLX Sharpe Ratio of 1.48. The chart below compares the 12-month rolling Sharpe Ratio of VGRLX and VGSLX.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.18
1.48
VGRLX
VGSLX

Dividends

VGRLX vs. VGSLX - Dividend Comparison

VGRLX's dividend yield for the trailing twelve months is around 3.48%, less than VGSLX's 3.61% yield.


TTM20232022202120202019201820172016201520142013
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%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.61%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%4.32%

Drawdowns

VGRLX vs. VGSLX - Drawdown Comparison

The maximum VGRLX drawdown since its inception was -38.77%, smaller than the maximum VGSLX drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for VGRLX and VGSLX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-16.52%
-5.92%
VGRLX
VGSLX

Volatility

VGRLX vs. VGSLX - Volatility Comparison

Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) has a higher volatility of 3.40% compared to Vanguard Real Estate Index Fund Admiral Shares (VGSLX) at 2.98%. This indicates that VGRLX's price experiences larger fluctuations and is considered to be riskier than VGSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.40%
2.98%
VGRLX
VGSLX