PortfoliosLab logo
VGSIX vs. VGSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGSIX and VGSLX is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VGSIX vs. VGSLX - Performance Comparison

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

500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
570.53%
519.51%
VGSIX
VGSLX

Key characteristics

Sharpe Ratio

VGSIX:

0.78

VGSLX:

0.79

Sortino Ratio

VGSIX:

1.16

VGSLX:

1.17

Omega Ratio

VGSIX:

1.15

VGSLX:

1.16

Calmar Ratio

VGSIX:

0.56

VGSLX:

0.58

Martin Ratio

VGSIX:

2.65

VGSLX:

2.69

Ulcer Index

VGSIX:

5.36%

VGSLX:

5.35%

Daily Std Dev

VGSIX:

18.20%

VGSLX:

18.18%

Max Drawdown

VGSIX:

-73.13%

VGSLX:

-74.07%

Current Drawdown

VGSIX:

-14.08%

VGSLX:

-13.66%

Returns By Period

In the year-to-date period, VGSIX achieves a -0.30% return, which is significantly lower than VGSLX's -0.25% return. Both investments have delivered pretty close results over the past 10 years, with VGSIX having a 4.95% annualized return and VGSLX not far ahead at 5.10%.


VGSIX

YTD

-0.30%

1M

-2.01%

6M

-5.89%

1Y

12.95%

5Y*

6.81%

10Y*

4.95%

VGSLX

YTD

-0.25%

1M

-1.97%

6M

-5.81%

1Y

13.12%

5Y*

6.98%

10Y*

5.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGSIX vs. VGSLX - Expense Ratio Comparison

VGSIX has a 0.26% expense ratio, which is higher than VGSLX's 0.12% 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%.


Expense ratio chart for VGSIX: current value is 0.26%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGSIX: 0.26%
Expense ratio chart for VGSLX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGSLX: 0.12%

Risk-Adjusted Performance

VGSIX vs. VGSLX — Risk-Adjusted Performance Rank

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

VGSIX
The Risk-Adjusted Performance Rank of VGSIX is 6868
Overall Rank
The Sharpe Ratio Rank of VGSIX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VGSIX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VGSIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VGSIX is 6666
Martin Ratio Rank

VGSLX
The Risk-Adjusted Performance Rank of VGSLX is 6969
Overall Rank
The Sharpe Ratio Rank of VGSLX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSLX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VGSLX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VGSLX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VGSLX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGSIX vs. VGSLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund (VGSIX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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.


The chart of Sharpe ratio for VGSIX, currently valued at 0.78, compared to the broader market-1.000.001.002.003.00
VGSIX: 0.78
VGSLX: 0.79
The chart of Sortino ratio for VGSIX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
VGSIX: 1.16
VGSLX: 1.17
The chart of Omega ratio for VGSIX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
VGSIX: 1.15
VGSLX: 1.16
The chart of Calmar ratio for VGSIX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
VGSIX: 0.56
VGSLX: 0.58
The chart of Martin ratio for VGSIX, currently valued at 2.65, compared to the broader market0.0010.0020.0030.0040.00
VGSIX: 2.65
VGSLX: 2.69

The current VGSIX Sharpe Ratio is 0.78, which is comparable to the VGSLX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VGSIX and VGSLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.78
0.79
VGSIX
VGSLX

Dividends

VGSIX vs. VGSLX - Dividend Comparison

VGSIX's dividend yield for the trailing twelve months is around 3.98%, less than VGSLX's 4.13% yield.


TTM20242023202220212020201920182017201620152014
VGSIX
Vanguard Real Estate Index Fund
3.98%3.70%3.82%3.75%2.44%3.78%3.24%4.58%4.09%4.67%3.78%3.47%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.13%3.85%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%

Drawdowns

VGSIX vs. VGSLX - Drawdown Comparison

The maximum VGSIX drawdown since its inception was -73.13%, roughly equal to the maximum VGSLX drawdown of -74.07%. Use the drawdown chart below to compare losses from any high point for VGSIX and VGSLX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-14.08%
-13.66%
VGSIX
VGSLX

Volatility

VGSIX vs. VGSLX - Volatility Comparison

Vanguard Real Estate Index Fund (VGSIX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 10.45% and 10.44%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.45%
10.44%
VGSIX
VGSLX