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VGSIX vs. VSMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSIX vs. VSMGX - Performance Comparison

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

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VGSIX vs. VSMGX - 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%
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
-1.04%16.26%15.03%15.70%-16.01%10.08%13.59%19.37%-4.91%13.66%

Returns By Period

In the year-to-date period, VGSIX achieves a -0.24% return, which is significantly higher than VSMGX's -1.04% return. Over the past 10 years, VGSIX has underperformed VSMGX with an annualized return of 4.14%, while VSMGX has yielded a comparatively higher 8.13% 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%

VSMGX

1D
1.81%
1M
-4.25%
YTD
-1.04%
6M
0.93%
1Y
14.43%
3Y*
13.22%
5Y*
6.60%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSIX vs. VSMGX - Expense Ratio Comparison

VGSIX has a 0.26% expense ratio, which is higher than VSMGX'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%.


Return for Risk

VGSIX vs. VSMGX — 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

VSMGX
VSMGX Risk / Return Rank: 8181
Overall Rank
VSMGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VSMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VSMGX Omega Ratio Rank: 7777
Omega Ratio Rank
VSMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VSMGX Martin Ratio Rank: 8585
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. VSMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund (VGSIX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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.


VGSIXVSMGXDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.45

-1.39

Sortino ratio

Return per unit of downside risk

0.20

2.08

-1.88

Omega ratio

Gain probability vs. loss probability

1.03

1.30

-0.27

Calmar ratio

Return relative to maximum drawdown

0.08

2.05

-1.97

Martin ratio

Return relative to average drawdown

0.31

8.78

-8.47

VGSIX vs. VSMGX - Sharpe Ratio Comparison

The current VGSIX Sharpe Ratio is 0.06, which is lower than the VSMGX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VGSIX and VSMGX, 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


VGSIXVSMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.45

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.66

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.79

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.67

-0.34

Correlation

The correlation between VGSIX and VSMGX is 0.60, 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.


Dividends

VGSIX vs. VSMGX - Dividend Comparison

VGSIX's dividend yield for the trailing twelve months is around 3.84%, less than VSMGX's 5.30% 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%
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
5.30%5.25%11.49%4.01%2.66%3.86%3.46%2.52%4.11%1.09%2.26%3.89%

Drawdowns

VGSIX vs. VSMGX - Drawdown Comparison

The maximum VGSIX drawdown since its inception was -73.13%, which is greater than VSMGX's maximum drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for VGSIX and VSMGX.


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Drawdown Indicators


VGSIXVSMGXDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-41.13%

-32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-7.24%

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-34.58%

-22.29%

-12.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-22.43%

-19.92%

Current Drawdown

Current decline from peak

-12.98%

-4.94%

-8.04%

Average Drawdown

Average peak-to-trough decline

-11.91%

-4.86%

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.69%

+1.47%

Volatility

VGSIX vs. VSMGX - Volatility Comparison

Vanguard Real Estate Index Fund (VGSIX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX) have volatilities of 4.12% and 4.14%, 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


VGSIXVSMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.14%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

6.30%

+2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

10.24%

+6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

10.12%

+8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

10.32%

+10.53%