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

Correlation

The correlation between VGSLX and VTSAX is 0.67, 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.


-0.50.00.51.00.7

Performance

VGSLX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.75%
8.77%
VGSLX
VTSAX

Key characteristics

Sharpe Ratio

VGSLX:

0.35

VTSAX:

1.90

Sortino Ratio

VGSLX:

0.57

VTSAX:

2.54

Omega Ratio

VGSLX:

1.07

VTSAX:

1.35

Calmar Ratio

VGSLX:

0.22

VTSAX:

2.87

Martin Ratio

VGSLX:

1.23

VTSAX:

12.36

Ulcer Index

VGSLX:

4.59%

VTSAX:

1.99%

Daily Std Dev

VGSLX:

16.03%

VTSAX:

12.93%

Max Drawdown

VGSLX:

-74.07%

VTSAX:

-55.34%

Current Drawdown

VGSLX:

-14.15%

VTSAX:

-4.05%

Returns By Period

In the year-to-date period, VGSLX achieves a 4.07% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, VGSLX has underperformed VTSAX with an annualized return of 4.96%, while VTSAX has yielded a comparatively higher 12.46% annualized return.


VGSLX

YTD

4.07%

1M

-5.49%

6M

8.48%

1Y

4.85%

5Y*

3.07%

10Y*

4.96%

VTSAX

YTD

23.58%

1M

-0.42%

6M

8.49%

1Y

23.68%

5Y*

13.88%

10Y*

12.46%

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. VTSAX - Expense Ratio Comparison

VGSLX has a 0.12% expense ratio, which is higher than VTSAX's 0.04% 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%.


VGSLX
Vanguard Real Estate Index Fund Admiral Shares
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%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VGSLX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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 0.35, compared to the broader market-1.000.001.002.003.004.000.351.90
The chart of Sortino ratio for VGSLX, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.0010.000.572.54
The chart of Omega ratio for VGSLX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.35
The chart of Calmar ratio for VGSLX, currently valued at 0.22, compared to the broader market0.005.0010.000.222.87
The chart of Martin ratio for VGSLX, currently valued at 1.23, compared to the broader market0.0020.0040.0060.001.2312.36
VGSLX
VTSAX

The current VGSLX Sharpe Ratio is 0.35, which is lower than the VTSAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VGSLX and VTSAX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.35
1.90
VGSLX
VTSAX

Dividends

VGSLX vs. VTSAX - Dividend Comparison

VGSLX's dividend yield for the trailing twelve months is around 4.08%, more than VTSAX's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
2.89%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%4.32%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VGSLX vs. VTSAX - Drawdown Comparison

The maximum VGSLX drawdown since its inception was -74.07%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VGSLX and VTSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.15%
-4.05%
VGSLX
VTSAX

Volatility

VGSLX vs. VTSAX - Volatility Comparison

Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a higher volatility of 5.11% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.93%. This indicates that VGSLX's price experiences larger fluctuations and is considered to be riskier than VTSAX 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
5.11%
3.93%
VGSLX
VTSAX
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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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