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

Correlation

The correlation between VGSLX and VTSAX is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

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.

550.00%600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
612.98%
713.87%
VGSLX
VTSAX

Key characteristics

Sharpe Ratio

VGSLX:

0.70

VTSAX:

0.48

Sortino Ratio

VGSLX:

1.05

VTSAX:

0.80

Omega Ratio

VGSLX:

1.14

VTSAX:

1.12

Calmar Ratio

VGSLX:

0.51

VTSAX:

0.49

Martin Ratio

VGSLX:

2.39

VTSAX:

1.99

Ulcer Index

VGSLX:

5.29%

VTSAX:

4.76%

Daily Std Dev

VGSLX:

18.18%

VTSAX:

19.72%

Max Drawdown

VGSLX:

-73.05%

VTSAX:

-55.34%

Current Drawdown

VGSLX:

-14.63%

VTSAX:

-10.35%

Returns By Period

In the year-to-date period, VGSLX achieves a -1.37% return, which is significantly higher than VTSAX's -6.21% return. Over the past 10 years, VGSLX has underperformed VTSAX with an annualized return of 4.67%, while VTSAX has yielded a comparatively higher 11.38% annualized return.


VGSLX

YTD

-1.37%

1M

-3.46%

6M

-7.35%

1Y

13.13%

5Y*

7.71%

10Y*

4.67%

VTSAX

YTD

-6.21%

1M

-3.37%

6M

-4.52%

1Y

10.02%

5Y*

15.58%

10Y*

11.38%

*Annualized

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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%.


Expense ratio chart for VGSLX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGSLX: 0.12%
Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%

Risk-Adjusted Performance

VGSLX vs. VTSAX — Risk-Adjusted Performance Rank

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

VGSLX
The Risk-Adjusted Performance Rank of VGSLX is 6565
Overall Rank
The Sharpe Ratio Rank of VGSLX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSLX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VGSLX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VGSLX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VGSLX is 6464
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5757
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VGSLX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.00
VGSLX: 0.70
VTSAX: 0.48
The chart of Sortino ratio for VGSLX, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
VGSLX: 1.05
VTSAX: 0.80
The chart of Omega ratio for VGSLX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
VGSLX: 1.14
VTSAX: 1.12
The chart of Calmar ratio for VGSLX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
VGSLX: 0.51
VTSAX: 0.49
The chart of Martin ratio for VGSLX, currently valued at 2.39, compared to the broader market0.0010.0020.0030.0040.0050.00
VGSLX: 2.39
VTSAX: 1.99

The current VGSLX Sharpe Ratio is 0.70, which is higher than the VTSAX Sharpe Ratio of 0.48. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.70
0.48
VGSLX
VTSAX

Dividends

VGSLX vs. VTSAX - Dividend Comparison

VGSLX's dividend yield for the trailing twelve months is around 4.18%, more than VTSAX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.18%3.85%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.37%1.26%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%

Drawdowns

VGSLX vs. VTSAX - Drawdown Comparison

The maximum VGSLX drawdown since its inception was -73.05%, 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%NovemberDecember2025FebruaryMarchApril
-14.63%
-10.35%
VGSLX
VTSAX

Volatility

VGSLX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Real Estate Index Fund Admiral Shares (VGSLX) is 10.40%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 14.32%. This indicates that VGSLX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.40%
14.32%
VGSLX
VTSAX