VGSLX vs. SPY
Compare and contrast key facts about Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and SPDR S&P 500 ETF (SPY).
VGSLX is managed by Vanguard. It was launched on Nov 12, 2001. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGSLX or SPY.
Performance
VGSLX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VGSLX achieves a 9.38% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, VGSLX has underperformed SPY with an annualized return of 5.88%, while SPY has yielded a comparatively higher 13.04% annualized return.
VGSLX
9.38%
-3.81%
12.82%
23.48%
4.09%
5.88%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| VGSLX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.43 | 2.64 |
| Sortino Ratio | 2.02 | 3.53 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 0.86 | 3.81 |
| Martin Ratio | 5.21 | 17.21 |
| Ulcer Index | 4.46% | 1.86% |
| Daily Std Dev | 16.23% | 12.15% |
| Max Drawdown | -74.07% | -55.19% |
| Current Drawdown | -9.77% | -2.17% |
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VGSLX vs. SPY - Expense Ratio Comparison
VGSLX has a 0.12% expense ratio, which is higher than SPY's 0.09% 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%.
Correlation
The correlation between VGSLX and SPY is 0.64, 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.
Risk-Adjusted Performance
VGSLX vs. SPY - 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 S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VGSLX's dividend yield for the trailing twelve months is around 3.89%, more than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VGSLX vs. SPY - Drawdown Comparison
The maximum VGSLX drawdown since its inception was -74.07%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VGSLX and SPY. For additional features, visit the drawdowns tool.
Volatility
VGSLX vs. SPY - Volatility Comparison
Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a higher volatility of 5.11% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that VGSLX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.