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VGSLX vs. SAREX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGSLX vs. SAREX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGSLX achieves a 3.08% return, which is significantly lower than SAREX's 5.20% return. Both investments have delivered pretty close results over the past 10 years, with VGSLX having a 4.83% annualized return and SAREX not far behind at 4.59%.


VGSLX

1D
1.36%
1M
-3.66%
YTD
3.08%
6M
0.66%
1Y
11.41%
3Y*
7.30%
5Y*
3.13%
10Y*
4.83%

SAREX

1D
1.41%
1M
-3.60%
YTD
5.20%
6M
2.94%
1Y
8.88%
3Y*
6.75%
5Y*
3.18%
10Y*
4.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGSLX vs. SAREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.08%3.18%3.67%13.13%-26.20%40.39%-4.75%28.90%-5.99%4.91%
SAREX
SA Real Estate Securities Fund
5.20%0.73%4.61%10.60%-25.42%40.94%-6.22%26.91%-4.00%4.61%

Correlation

The correlation between VGSLX and SAREX is 0.98 — 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. Consider pairing with a less correlated asset class instead.


VGSLX vs. SAREX - Expense Ratio Comparison

VGSLX has a 0.12% expense ratio, which is lower than SAREX's 0.75% expense ratio.


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Return for Risk

VGSLX vs. SAREX — Risk / Return Rank

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

VGSLX
VGSLX Risk / Return Rank: 77
Overall Rank
VGSLX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VGSLX Sortino Ratio Rank: 66
Sortino Ratio Rank
VGSLX Omega Ratio Rank: 66
Omega Ratio Rank
VGSLX Calmar Ratio Rank: 77
Calmar Ratio Rank
VGSLX Martin Ratio Rank: 88
Martin Ratio Rank

SAREX
SAREX Risk / Return Rank: 66
Overall Rank
SAREX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SAREX Sortino Ratio Rank: 66
Sortino Ratio Rank
SAREX Omega Ratio Rank: 88
Omega Ratio Rank
SAREX Calmar Ratio Rank: 55
Calmar Ratio Rank
SAREX Martin Ratio Rank: 55
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.

VGSLX vs. SAREX - Risk-Adjusted Trends Comparison

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


VGSLXSAREXDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.12

+0.06

Sortino ratio

Return per unit of downside risk

0.36

0.39

-0.02

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratio

Return relative to maximum drawdown

0.28

0.16

+0.12

Martin ratio

Return relative to average drawdown

1.09

0.52

+0.57

VGSLX vs. SAREX - Sharpe Ratio Comparison

The current VGSLX Sharpe Ratio is 0.18, which is higher than the SAREX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of VGSLX and SAREX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGSLXSAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.12

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.15

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.21

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.19

+0.12

Drawdowns

VGSLX vs. SAREX - Drawdown Comparison

The maximum VGSLX drawdown since its inception was -73.05%, which is greater than SAREX's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for VGSLX and SAREX.


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Drawdown Indicators


VGSLXSAREXDifference

Max Drawdown

Largest peak-to-trough decline

-73.05%

-68.50%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-13.63%

+5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-33.87%

-0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-41.56%

-0.78%

Current Drawdown

Current decline from peak

-7.95%

-10.69%

+2.74%

Average Drawdown

Average peak-to-trough decline

-12.64%

-12.63%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

4.46%

-1.24%

Volatility

VGSLX vs. SAREX - Volatility Comparison

The current volatility for Vanguard Real Estate Index Fund Admiral Shares (VGSLX) is 4.81%, while SA Real Estate Securities Fund (SAREX) has a volatility of 21.49%. This indicates that VGSLX experiences smaller price fluctuations and is considered to be less risky than SAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSLXSAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

21.49%

-16.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

22.61%

-13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

27.99%

-11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

21.35%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

21.79%

-0.94%

Dividends

VGSLX vs. SAREX - Dividend Comparison

VGSLX's dividend yield for the trailing twelve months is around 3.86%, more than SAREX's 3.06% yield.


TTM20252024202320222021202020192018201720162015
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.86%3.92%3.85%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%
SAREX
SA Real Estate Securities Fund
3.06%3.22%3.22%3.04%7.62%8.33%3.87%4.29%3.98%2.90%3.67%1.80%