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VGRLX vs. VGSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.00.6

Performance

VGRLX vs. VGSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
2.27%
4.19%
VGRLX
VGSLX

Key characteristics

Sharpe Ratio

VGRLX:

0.28

VGSLX:

0.68

Sortino Ratio

VGRLX:

0.48

VGSLX:

1.01

Omega Ratio

VGRLX:

1.06

VGSLX:

1.13

Calmar Ratio

VGRLX:

0.13

VGSLX:

0.43

Martin Ratio

VGRLX:

0.55

VGSLX:

2.52

Ulcer Index

VGRLX:

6.25%

VGSLX:

4.43%

Daily Std Dev

VGRLX:

12.61%

VGSLX:

16.37%

Max Drawdown

VGRLX:

-38.77%

VGSLX:

-74.07%

Current Drawdown

VGRLX:

-22.92%

VGSLX:

-12.00%

Returns By Period

In the year-to-date period, VGRLX achieves a 1.55% return, which is significantly lower than VGSLX's 1.66% return. Over the past 10 years, VGRLX has underperformed VGSLX with an annualized return of 0.62%, while VGSLX has yielded a comparatively higher 4.38% annualized return.


VGRLX

YTD

1.55%

1M

1.21%

6M

0.22%

1Y

3.93%

5Y*

-4.01%

10Y*

0.62%

VGSLX

YTD

1.66%

1M

1.29%

6M

1.11%

1Y

11.70%

5Y*

2.80%

10Y*

4.38%

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGRLX
The Risk-Adjusted Performance Rank of VGRLX is 1212
Overall Rank
The Sharpe Ratio Rank of VGRLX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of VGRLX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VGRLX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of VGRLX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of VGRLX is 1010
Martin Ratio Rank

VGSLX
The Risk-Adjusted Performance Rank of VGSLX is 3535
Overall Rank
The Sharpe Ratio Rank of VGSLX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSLX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VGSLX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VGSLX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VGSLX is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for VGRLX, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.280.68
The chart of Sortino ratio for VGRLX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.000.481.01
The chart of Omega ratio for VGRLX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.13
The chart of Calmar ratio for VGRLX, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.130.43
The chart of Martin ratio for VGRLX, currently valued at 0.55, compared to the broader market0.0020.0040.0060.0080.000.552.52
VGRLX
VGSLX

The current VGRLX Sharpe Ratio is 0.28, which is lower than the VGSLX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of VGRLX and VGSLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025
0.28
0.68
VGRLX
VGSLX

Dividends

VGRLX vs. VGSLX - Dividend Comparison

VGRLX's dividend yield for the trailing twelve months is around 5.09%, more than VGSLX's 3.79% yield.


TTM20242023202220212020201920182017201620152014
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
5.09%5.17%3.74%0.56%6.49%0.92%7.76%4.62%3.86%5.17%2.84%4.08%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.79%3.85%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%4.96%

Drawdowns

VGRLX vs. VGSLX - Drawdown Comparison

The maximum VGRLX drawdown since its inception was -38.77%, smaller than the maximum VGSLX drawdown of -74.07%. 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%SeptemberOctoberNovemberDecember2025
-22.92%
-12.00%
VGRLX
VGSLX

Volatility

VGRLX vs. VGSLX - Volatility Comparison

The current volatility for Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) is 3.55%, while Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a volatility of 5.78%. This indicates that VGRLX experiences smaller price fluctuations and is considered to be less risky 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%SeptemberOctoberNovemberDecember2025
3.55%
5.78%
VGRLX
VGSLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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