VGSLX vs. USD=X
VGSLX (Vanguard Real Estate Index Fund Admiral Shares) is REIT fund managed by Vanguard, while USD=X (USD Cash) is a currency. Over the past 10 years, VGSLX returned 5.18%/yr vs 0.00%/yr for USD=X.
Performance
VGSLX vs. USD=X - Performance Comparison
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Returns By Period
VGSLX
- 1D
- -0.16%
- 1M
- -1.43%
- YTD
- 7.80%
- 6M
- 6.96%
- 1Y
- 9.66%
- 3Y*
- 9.13%
- 5Y*
- 2.17%
- 10Y*
- 5.18%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
VGSLX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 7.80% | 3.18% | 3.67% | 13.13% | -26.20% | 40.39% | -4.75% | 28.90% | -5.99% | 4.91% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
VGSLX vs. USD=X — Risk / Return Rank
VGSLX
USD=X
VGSLX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and USD Cash (USD=X). 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.
| VGSLX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | — | — |
| Martin ratioReturn relative to average drawdown | 3.78 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGSLX | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | — | — |
Drawdowns
VGSLX vs. USD=X - Drawdown Comparison
The maximum VGSLX drawdown since its inception was -73.05%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VGSLX and USD=X.
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Drawdown Indicators
| VGSLX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.05% | 0.00% | -73.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | 0.00% | -8.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.41% | 0.00% | -17.41% |
Max Drawdown (5Y)Largest decline over 5 years | -34.41% | 0.00% | -34.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | 0.00% | -42.34% |
Current DrawdownCurrent decline from peak | -3.73% | 0.00% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -12.58% | 0.00% | -12.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 0.00% | +2.64% |
Volatility
VGSLX vs. USD=X - Volatility Comparison
Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a higher volatility of 3.74% compared to USD Cash (USD=X) at 0.00%. This indicates that VGSLX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSLX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 0.00% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 0.00% | +9.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 0.00% | +13.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 0.00% | +18.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 0.00% | +20.84% |
Frequently Asked Questions
VGSLX has higher volatility (3.74%) compared to USD=X (0.00%). In terms of maximum drawdown, VGSLX dropped -73.05% vs USD=X's 0.00%.
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