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VGSIX vs. IVRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSIX vs. IVRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate Index Fund (VGSIX) and VY CBRE Real Estate Portfolio (IVRSX). The values are adjusted to include any dividend payments, if applicable.

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VGSIX vs. IVRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSIX
Vanguard Real Estate Index Fund
-0.24%2.04%2.67%12.97%-26.29%40.18%-4.87%28.74%-6.14%4.80%
IVRSX
VY CBRE Real Estate Portfolio
3.08%-0.01%4.32%14.11%-27.22%51.91%-6.66%28.15%-10.29%5.20%

Returns By Period

In the year-to-date period, VGSIX achieves a -0.24% return, which is significantly lower than IVRSX's 3.08% return. Both investments have delivered pretty close results over the past 10 years, with VGSIX having a 4.14% annualized return and IVRSX not far ahead at 4.28%.


VGSIX

1D
0.38%
1M
-7.74%
YTD
-0.24%
6M
-2.68%
1Y
0.17%
3Y*
5.09%
5Y*
2.35%
10Y*
4.14%

IVRSX

1D
0.25%
1M
-7.06%
YTD
3.08%
6M
1.83%
1Y
3.14%
3Y*
5.79%
5Y*
4.24%
10Y*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSIX vs. IVRSX - Expense Ratio Comparison

VGSIX has a 0.26% expense ratio, which is lower than IVRSX's 0.93% expense ratio.


Return for Risk

VGSIX vs. IVRSX — Risk / Return Rank

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

VGSIX
VGSIX Risk / Return Rank: 77
Overall Rank
VGSIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSIX Omega Ratio Rank: 66
Omega Ratio Rank
VGSIX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSIX Martin Ratio Rank: 88
Martin Ratio Rank

IVRSX
IVRSX Risk / Return Rank: 99
Overall Rank
IVRSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IVRSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
IVRSX Omega Ratio Rank: 1111
Omega Ratio Rank
IVRSX Calmar Ratio Rank: 66
Calmar Ratio Rank
IVRSX Martin Ratio Rank: 66
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.

VGSIX vs. IVRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund (VGSIX) and VY CBRE Real Estate Portfolio (IVRSX). 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.


VGSIXIVRSXDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.29

-0.22

Sortino ratio

Return per unit of downside risk

0.20

0.53

-0.33

Omega ratio

Gain probability vs. loss probability

1.03

1.07

-0.04

Calmar ratio

Return relative to maximum drawdown

0.08

-0.01

+0.09

Martin ratio

Return relative to average drawdown

0.31

-0.02

+0.33

VGSIX vs. IVRSX - Sharpe Ratio Comparison

The current VGSIX Sharpe Ratio is 0.06, which is lower than the IVRSX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VGSIX and IVRSX, 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


VGSIXIVRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.29

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.22

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.20

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.34

-0.01

Correlation

The correlation between VGSIX and IVRSX is 0.97, 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.


Dividends

VGSIX vs. IVRSX - Dividend Comparison

VGSIX's dividend yield for the trailing twelve months is around 3.84%, less than IVRSX's 4.77% yield.


TTM20252024202320222021202020192018201720162015
VGSIX
Vanguard Real Estate Index Fund
3.84%2.76%2.83%3.77%3.75%2.43%3.78%3.24%4.59%4.09%4.67%3.78%
IVRSX
VY CBRE Real Estate Portfolio
4.77%2.74%2.50%8.77%26.34%1.46%13.92%2.44%11.42%2.07%1.57%1.31%

Drawdowns

VGSIX vs. IVRSX - Drawdown Comparison

The maximum VGSIX drawdown since its inception was -73.13%, roughly equal to the maximum IVRSX drawdown of -73.77%. Use the drawdown chart below to compare losses from any high point for VGSIX and IVRSX.


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Drawdown Indicators


VGSIXIVRSXDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-73.77%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-12.85%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-34.58%

-34.51%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-45.19%

+2.84%

Current Drawdown

Current decline from peak

-12.98%

-10.69%

-2.29%

Average Drawdown

Average peak-to-trough decline

-11.91%

-11.97%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

4.70%

-1.54%

Volatility

VGSIX vs. IVRSX - Volatility Comparison

Vanguard Real Estate Index Fund (VGSIX) and VY CBRE Real Estate Portfolio (IVRSX) have volatilities of 4.12% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSIXIVRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.23%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

9.13%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

17.98%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

19.65%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

21.53%

-0.68%