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VGRLX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGRLX vs. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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VGRLX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
-5.49%22.00%-2.42%6.19%-22.36%5.65%-6.91%21.44%-9.55%26.53%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, VGRLX achieves a -5.49% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, VGRLX has underperformed VIGAX with an annualized return of 2.23%, while VIGAX has yielded a comparatively higher 15.56% annualized return.


VGRLX

1D
-0.27%
1M
-14.35%
YTD
-5.49%
6M
-4.74%
1Y
12.39%
3Y*
6.84%
5Y*
-0.92%
10Y*
2.23%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGRLX vs. VIGAX - Expense Ratio Comparison

VGRLX has a 0.12% expense ratio, which is higher than VIGAX's 0.05% 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

VGRLX vs. VIGAX — Risk / Return Rank

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

VGRLX
VGRLX Risk / Return Rank: 3939
Overall Rank
VGRLX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VGRLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VGRLX Omega Ratio Rank: 4141
Omega Ratio Rank
VGRLX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VGRLX Martin Ratio Rank: 3333
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGRLX vs. VIGAX - Risk-Adjusted Trends 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 Growth Index Fund Admiral Shares (VIGAX). 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.


VGRLXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.61

+0.34

Sortino ratio

Return per unit of downside risk

1.31

1.04

+0.26

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

0.77

0.66

+0.12

Martin ratio

Return relative to average drawdown

3.54

2.37

+1.17

VGRLX vs. VIGAX - Sharpe Ratio Comparison

The current VGRLX Sharpe Ratio is 0.95, which is higher than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VGRLX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGRLXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.61

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.49

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.73

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.43

-0.23

Correlation

The correlation between VGRLX and VIGAX is 0.61, 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

VGRLX vs. VIGAX - Dividend Comparison

VGRLX's dividend yield for the trailing twelve months is around 4.97%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
4.97%4.69%5.17%3.74%0.56%6.49%0.92%7.76%4.62%3.86%5.17%2.84%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

VGRLX vs. VIGAX - Drawdown Comparison

The maximum VGRLX drawdown since its inception was -38.77%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VGRLX and VIGAX.


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Drawdown Indicators


VGRLXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-50.66%

+11.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-16.51%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-35.54%

-35.63%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-35.63%

-3.14%

Current Drawdown

Current decline from peak

-14.35%

-16.51%

+2.16%

Average Drawdown

Average peak-to-trough decline

-10.89%

-12.02%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

4.57%

-1.45%

Volatility

VGRLX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) is 5.00%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.52%. This indicates that VGRLX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGRLXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

5.52%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

12.10%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

22.69%

-10.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

22.30%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

21.49%

-6.82%