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VGRLX vs. VRTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGRLX vs. VRTPX - 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 II Index Fund (VRTPX). The values are adjusted to include any dividend payments, if applicable.

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VGRLX vs. VRTPX - 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%5.98%
VRTPX
Vanguard Real Estate II Index Fund
-0.21%2.22%3.72%13.17%-26.14%40.37%-4.65%28.96%-5.99%1.37%

Returns By Period

In the year-to-date period, VGRLX achieves a -5.49% return, which is significantly lower than VRTPX's -0.21% 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%

VRTPX

1D
0.38%
1M
-7.71%
YTD
-0.21%
6M
-2.58%
1Y
0.37%
3Y*
5.57%
5Y*
2.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGRLX vs. VRTPX - Expense Ratio Comparison

VGRLX has a 0.12% expense ratio, which is higher than VRTPX's 0.08% 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. VRTPX — 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

VRTPX
VRTPX Risk / Return Rank: 77
Overall Rank
VRTPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VRTPX Sortino Ratio Rank: 66
Sortino Ratio Rank
VRTPX Omega Ratio Rank: 66
Omega Ratio Rank
VRTPX Calmar Ratio Rank: 88
Calmar Ratio Rank
VRTPX Martin Ratio Rank: 88
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. VRTPX - 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 Real Estate II Index Fund (VRTPX). 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.


VGRLXVRTPXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.08

+0.88

Sortino ratio

Return per unit of downside risk

1.31

0.22

+1.09

Omega ratio

Gain probability vs. loss probability

1.18

1.03

+0.15

Calmar ratio

Return relative to maximum drawdown

0.77

0.09

+0.68

Martin ratio

Return relative to average drawdown

3.54

0.37

+3.18

VGRLX vs. VRTPX - Sharpe Ratio Comparison

The current VGRLX Sharpe Ratio is 0.95, which is higher than the VRTPX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of VGRLX and VRTPX, 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


VGRLXVRTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.08

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.14

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.21

-0.01

Correlation

The correlation between VGRLX and VRTPX is 0.56, 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. VRTPX - Dividend Comparison

VGRLX's dividend yield for the trailing twelve months is around 4.97%, more than VRTPX's 3.91% 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%
VRTPX
Vanguard Real Estate II Index Fund
3.91%2.79%3.80%3.93%4.52%2.58%3.92%3.50%4.77%1.32%0.00%0.00%

Drawdowns

VGRLX vs. VRTPX - Drawdown Comparison

The maximum VGRLX drawdown since its inception was -38.77%, smaller than the maximum VRTPX drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for VGRLX and VRTPX.


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Drawdown Indicators


VGRLXVRTPXDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-42.33%

+3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-12.41%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-35.54%

-34.35%

-1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-14.35%

-11.56%

-2.79%

Average Drawdown

Average peak-to-trough decline

-10.89%

-11.55%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.15%

-0.03%

Volatility

VGRLX vs. VRTPX - Volatility Comparison

Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) has a higher volatility of 5.00% compared to Vanguard Real Estate II Index Fund (VRTPX) at 4.15%. This indicates that VGRLX's price experiences larger fluctuations and is considered to be riskier than VRTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGRLXVRTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.15%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

9.12%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

16.32%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

18.89%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

21.92%

-7.25%