VGRLX vs. VTIAX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VGRLX is managed by Vanguard. It was launched on Feb 10, 2011. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGRLX or VTIAX.
Key characteristics
| VGRLX | VTIAX | |
|---|---|---|
| YTD Return | 7.33% | 9.15% |
| 1Y Return | 16.61% | 15.70% |
| 3Y Return (Ann) | -4.86% | 1.28% |
| 5Y Return (Ann) | -1.40% | 6.58% |
| 10Y Return (Ann) | 1.71% | 4.62% |
| Sharpe Ratio | 1.18 | 1.40 |
| Daily Std Dev | 15.23% | 12.09% |
| Max Drawdown | -38.77% | -35.83% |
| Current Drawdown | -16.52% | -1.44% |
Correlation
The correlation between VGRLX and VTIAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGRLX vs. VTIAX - Performance Comparison
In the year-to-date period, VGRLX achieves a 7.33% return, which is significantly lower than VTIAX's 9.15% return. Over the past 10 years, VGRLX has underperformed VTIAX with an annualized return of 1.71%, while VTIAX has yielded a comparatively higher 4.62% annualized 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. VTIAX - Expense Ratio Comparison
VGRLX has a 0.12% expense ratio, which is higher than VTIAX's 0.11% 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%.
Risk-Adjusted Performance
VGRLX vs. VTIAX - 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 Total International Stock Index Fund Admiral Shares (VTIAX). 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. VTIAX - Dividend Comparison
VGRLX's dividend yield for the trailing twelve months is around 3.48%, more than VTIAX's 2.92% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.46% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
VGRLX vs. VTIAX - Drawdown Comparison
The maximum VGRLX drawdown since its inception was -38.77%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VGRLX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
VGRLX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) is 3.40%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.07%. This indicates that VGRLX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.