PortfoliosLab logoPortfoliosLab logo
VGSIX vs. VGSLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with VGSIX having a 9.10% return and VGSLX slightly higher at 9.18%. Over the past 10 years, VGSIX has underperformed VGSLX with an annualized return of 4.83%, while VGSLX has yielded a comparatively higher 5.16% annualized return.


VGSIX

1D
-0.03%
1M
-1.24%
YTD
9.10%
6M
9.36%
1Y
10.43%
3Y*
7.92%
5Y*
2.05%
10Y*
4.83%

VGSLX

1D
-0.03%
1M
-1.24%
YTD
9.18%
6M
9.43%
1Y
10.58%
3Y*
8.72%
5Y*
2.56%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGSIX vs. VGSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSIX
Vanguard Real Estate Index Fund
9.10%2.04%2.67%12.97%-26.29%40.18%-4.87%28.74%-6.14%4.80%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
9.18%3.18%3.67%13.13%-26.20%40.39%-4.75%28.90%-5.99%4.91%

Correlation

The correlation between VGSIX and VGSLX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2001

1.00

The correlation between VGSIX and VGSLX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

VGSIX vs. VGSLX — Risk / Return Rank

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

VGSIX
VGSIX Risk / Return Rank: 1212
Overall Rank
VGSIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VGSIX Sortino Ratio Rank: 99
Sortino Ratio Rank
VGSIX Omega Ratio Rank: 99
Omega Ratio Rank
VGSIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
VGSIX Martin Ratio Rank: 1515
Martin Ratio Rank

VGSLX
VGSLX Risk / Return Rank: 1212
Overall Rank
VGSLX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VGSLX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VGSLX Omega Ratio Rank: 1010
Omega Ratio Rank
VGSLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VGSLX Martin Ratio Rank: 1616
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. VGSLX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGSIXVGSLXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

1.25

1.27

-0.02

Martin ratioReturn relative to average drawdown

3.90

3.98

-0.07

VGSIX vs. VGSLX - Sharpe Ratio Comparison

The current VGSIX Sharpe Ratio is 0.76, which is comparable to the VGSLX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VGSIX and VGSLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VGSIX vs. VGSLX - Drawdown Comparison

The maximum VGSIX drawdown since its inception was -73.13%, roughly equal to the maximum VGSLX drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for VGSIX and VGSLX.


Loading charts...

Drawdown Indicators


VGSIXVGSLXDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-73.05%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-8.33%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-17.41%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-34.58%

-34.41%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-42.34%

-0.01%

Current Drawdown

Current decline from peak

-4.83%

-3.02%

-1.81%

Average Drawdown

Average peak-to-trough decline

-11.86%

-12.56%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.65%

+0.01%

Volatility

VGSIX vs. VGSLX - Volatility Comparison

Vanguard Real Estate Index Fund (VGSIX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 5.12% and 5.10%, 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.


Loading charts...

Volatility by Period


VGSIXVGSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

5.10%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

10.12%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.74%

13.76%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

18.93%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

20.88%

0.00%

VGSIX vs. VGSLX - Expense Ratio Comparison

VGSIX has a 0.26% expense ratio, which is higher than VGSLX's 0.13% 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%.


Dividends

VGSIX vs. VGSLX - Dividend Comparison

VGSIX's dividend yield for the trailing twelve months is around 3.51%, less than VGSLX's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
VGSIX
Vanguard Real Estate Index Fund
3.51%2.76%2.83%3.77%3.75%2.43%3.78%3.24%4.59%4.09%4.67%3.78%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.65%3.92%3.85%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%

Frequently Asked Questions


With a correlation of 1.00, VGSIX and VGSLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VGSIX has higher volatility (5.12%) compared to VGSLX (5.10%). In terms of maximum drawdown, VGSIX dropped -73.13% vs VGSLX's -73.05%.

VGSLX currently has the higher Sharpe Ratio (0.77 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VGSIX and VGSLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer