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VGSIX vs. SWASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSIX vs. SWASX - Performance Comparison

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

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VGSIX vs. SWASX - 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%
SWASX
Schwab Global Real Estate Fund™
-0.59%11.33%1.42%8.49%-25.10%25.32%-12.10%27.81%-7.66%14.38%

Returns By Period

In the year-to-date period, VGSIX achieves a -0.24% return, which is significantly higher than SWASX's -0.59% return. Over the past 10 years, VGSIX has outperformed SWASX with an annualized return of 4.14%, while SWASX has yielded a comparatively lower 3.10% annualized return.


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%

SWASX

1D
0.15%
1M
-10.76%
YTD
-0.59%
6M
-0.14%
1Y
9.61%
3Y*
6.09%
5Y*
1.58%
10Y*
3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSIX vs. SWASX - Expense Ratio Comparison

VGSIX has a 0.26% expense ratio, which is lower than SWASX's 1.05% expense ratio.


Return for Risk

VGSIX vs. SWASX — 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

SWASX
SWASX Risk / Return Rank: 3333
Overall Rank
SWASX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SWASX Sortino Ratio Rank: 3131
Sortino Ratio Rank
SWASX Omega Ratio Rank: 3030
Omega Ratio Rank
SWASX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SWASX Martin Ratio Rank: 3636
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. SWASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund (VGSIX) and Schwab Global Real Estate Fund™ (SWASX). 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.


VGSIXSWASXDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.74

-0.68

Sortino ratio

Return per unit of downside risk

0.20

1.07

-0.87

Omega ratio

Gain probability vs. loss probability

1.03

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

0.08

0.90

-0.82

Martin ratio

Return relative to average drawdown

0.31

3.80

-3.49

VGSIX vs. SWASX - Sharpe Ratio Comparison

The current VGSIX Sharpe Ratio is 0.06, which is lower than the SWASX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VGSIX and SWASX, 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


VGSIXSWASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.74

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.10

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.18

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.09

+0.24

Correlation

The correlation between VGSIX and SWASX is 0.88, 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. SWASX - Dividend Comparison

VGSIX's dividend yield for the trailing twelve months is around 3.84%, more than SWASX's 2.23% 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%
SWASX
Schwab Global Real Estate Fund™
2.23%3.11%3.32%3.29%3.00%3.71%2.94%7.38%4.24%3.32%4.67%3.00%

Drawdowns

VGSIX vs. SWASX - Drawdown Comparison

The maximum VGSIX drawdown since its inception was -73.13%, which is greater than SWASX's maximum drawdown of -69.47%. Use the drawdown chart below to compare losses from any high point for VGSIX and SWASX.


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Drawdown Indicators


VGSIXSWASXDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-69.47%

-3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-10.89%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-34.58%

-32.31%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-44.19%

+1.84%

Current Drawdown

Current decline from peak

-12.98%

-10.76%

-2.22%

Average Drawdown

Average peak-to-trough decline

-11.91%

-15.62%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.58%

+0.58%

Volatility

VGSIX vs. SWASX - Volatility Comparison

Vanguard Real Estate Index Fund (VGSIX) and Schwab Global Real Estate Fund™ (SWASX) have volatilities of 4.12% and 4.05%, 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


VGSIXSWASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.05%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

7.68%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

13.29%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

15.39%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

17.04%

+3.81%