VGSLX vs. RWR
Compare and contrast key facts about Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and SPDR Dow Jones REIT ETF (RWR).
VGSLX is managed by Vanguard. It was launched on Nov 12, 2001. RWR is a passively managed fund by State Street that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Apr 23, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGSLX or RWR.
Performance
VGSLX vs. RWR - Performance Comparison
Returns By Period
In the year-to-date period, VGSLX achieves a 9.38% return, which is significantly lower than RWR's 11.65% return. Over the past 10 years, VGSLX has outperformed RWR with an annualized return of 5.88%, while RWR has yielded a comparatively lower 5.38% annualized return.
VGSLX
9.38%
-3.81%
12.82%
23.48%
4.09%
5.88%
RWR
11.65%
-2.76%
13.63%
26.47%
3.77%
5.38%
Key characteristics
| VGSLX | RWR | |
|---|---|---|
| Sharpe Ratio | 1.43 | 1.60 |
| Sortino Ratio | 2.02 | 2.28 |
| Omega Ratio | 1.25 | 1.28 |
| Calmar Ratio | 0.86 | 1.00 |
| Martin Ratio | 5.21 | 6.98 |
| Ulcer Index | 4.46% | 3.71% |
| Daily Std Dev | 16.23% | 16.23% |
| Max Drawdown | -74.07% | -74.92% |
| Current Drawdown | -9.77% | -6.10% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGSLX vs. RWR - Expense Ratio Comparison
VGSLX has a 0.12% expense ratio, which is lower than RWR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VGSLX and RWR 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.
Risk-Adjusted Performance
VGSLX vs. RWR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and SPDR Dow Jones REIT ETF (RWR). 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.
Dividends
VGSLX vs. RWR - Dividend Comparison
VGSLX's dividend yield for the trailing twelve months is around 3.89%, more than RWR's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.89% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
RWR SPDR Dow Jones REIT ETF | 3.41% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% | 3.06% | 3.39% |
Drawdowns
VGSLX vs. RWR - Drawdown Comparison
The maximum VGSLX drawdown since its inception was -74.07%, roughly equal to the maximum RWR drawdown of -74.92%. Use the drawdown chart below to compare losses from any high point for VGSLX and RWR. For additional features, visit the drawdowns tool.
Volatility
VGSLX vs. RWR - Volatility Comparison
Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and SPDR Dow Jones REIT ETF (RWR) have volatilities of 5.11% and 5.02%, 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.