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VGSLX vs. VGHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGSLX and VGHCX is 0.53, 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.


-0.50.00.51.00.5

Performance

VGSLX vs. VGHCX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.73%
-8.03%
VGSLX
VGHCX

Key characteristics

Sharpe Ratio

VGSLX:

0.20

VGHCX:

-0.45

Sortino Ratio

VGSLX:

0.37

VGHCX:

-0.53

Omega Ratio

VGSLX:

1.05

VGHCX:

0.94

Calmar Ratio

VGSLX:

0.12

VGHCX:

-0.32

Martin Ratio

VGSLX:

0.69

VGHCX:

-1.01

Ulcer Index

VGSLX:

4.64%

VGHCX:

5.40%

Daily Std Dev

VGSLX:

16.09%

VGHCX:

12.02%

Max Drawdown

VGSLX:

-74.07%

VGHCX:

-45.86%

Current Drawdown

VGSLX:

-15.49%

VGHCX:

-17.02%

Returns By Period

In the year-to-date period, VGSLX achieves a 2.44% return, which is significantly higher than VGHCX's -4.33% return. Over the past 10 years, VGSLX has outperformed VGHCX with an annualized return of 4.63%, while VGHCX has yielded a comparatively lower 0.19% annualized return.


VGSLX

YTD

2.44%

1M

-7.49%

6M

7.05%

1Y

4.52%

5Y*

2.74%

10Y*

4.63%

VGHCX

YTD

-4.33%

1M

-1.84%

6M

-7.46%

1Y

-3.56%

5Y*

-0.17%

10Y*

0.19%

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. VGHCX - Expense Ratio Comparison

VGSLX has a 0.12% expense ratio, which is lower than VGHCX's 0.30% expense ratio.


VGHCX
Vanguard Health Care Fund Investor Shares
Expense ratio chart for VGHCX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VGSLX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VGSLX vs. VGHCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and Vanguard Health Care Fund Investor Shares (VGHCX). 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.


Sharpe ratio
The chart of Sharpe ratio for VGSLX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.20-0.45
The chart of Sortino ratio for VGSLX, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.0010.000.37-0.53
The chart of Omega ratio for VGSLX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.050.94
The chart of Calmar ratio for VGSLX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.000.12-0.32
The chart of Martin ratio for VGSLX, currently valued at 0.69, compared to the broader market0.0020.0040.0060.000.69-1.01
VGSLX
VGHCX

The current VGSLX Sharpe Ratio is 0.20, which is higher than the VGHCX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of VGSLX and VGHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.20
-0.45
VGSLX
VGHCX

Dividends

VGSLX vs. VGHCX - Dividend Comparison

VGSLX's dividend yield for the trailing twelve months is around 2.93%, more than VGHCX's 0.90% yield.


TTM20232022202120202019201820172016201520142013
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
2.93%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%4.32%
VGHCX
Vanguard Health Care Fund Investor Shares
0.90%0.84%0.78%0.86%0.87%1.17%1.22%1.00%1.00%1.18%1.00%1.26%

Drawdowns

VGSLX vs. VGHCX - Drawdown Comparison

The maximum VGSLX drawdown since its inception was -74.07%, which is greater than VGHCX's maximum drawdown of -45.86%. Use the drawdown chart below to compare losses from any high point for VGSLX and VGHCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.49%
-17.02%
VGSLX
VGHCX

Volatility

VGSLX vs. VGHCX - Volatility Comparison

Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a higher volatility of 5.20% compared to Vanguard Health Care Fund Investor Shares (VGHCX) at 3.67%. This indicates that VGSLX's price experiences larger fluctuations and is considered to be riskier than VGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.20%
3.67%
VGSLX
VGHCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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