VGSNX vs. VTIFX
VGSNX (Vanguard Real Estate Index Fund Institutional Shares) and VTIFX (Vanguard Total International Bond Index Fund Institutional Shares) are both mutual funds - VGSNX is a REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index, while VTIFX is a Total Bond Market fund managed by Vanguard. Over the past 10 years, VGSNX returned 4.78%/yr vs 1.53%/yr for VTIFX. Their 0.17 correlation means their historical movements had little consistent relationship. VGSNX charges 0.11%/yr vs 0.07%/yr for VTIFX.
Performance
VGSNX vs. VTIFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VGSNX achieves a 14.63% return, which is significantly higher than VTIFX's 0.28% return. Over the past 10 years, VGSNX has outperformed VTIFX with an annualized return of 4.78%, while VTIFX has yielded a comparatively lower 1.53% annualized return.
VGSNX
- 1D
- -1.22%
- 1M
- 1.44%
- 6M
- 11.70%
- YTD
- 14.63%
- 1Y
- 16.19%
- 3Y*
- 9.54%
- 5Y*
- 2.56%
- 10Y*
- 4.78%
- ALL TIME*
- 8.13%
VTIFX
- 1D
- 0.07%
- 1M
- -0.79%
- 6M
- -0.13%
- YTD
- 0.28%
- 1Y
- 1.34%
- 3Y*
- 4.03%
- 5Y*
- 0.06%
- 10Y*
- 1.53%
- ALL TIME*
- 2.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VGSNX vs. VTIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 14.63% | 3.21% | 3.72% | 13.12% | -26.19% | 40.46% | -4.76% | 28.98% | -5.97% | 4.90% |
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 0.28% | 3.02% | 3.91% | 9.04% | -12.89% | -2.20% | 4.59% | 7.89% | 2.99% | 2.43% |
Correlation
The correlation between VGSNX and VTIFX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.18 |
The correlation between VGSNX and VTIFX shifts across timeframes, from 0.17 (all time) to 0.32 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VGSNX vs. VTIFX — Risk / Return Rank
VGSNX
VTIFX
VGSNX vs. VTIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Institutional Shares (VGSNX) and Vanguard Total International Bond Index Fund Institutional Shares (VTIFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGSNX | VTIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.08 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.52 | +1.21 |
| Martin ratioReturn relative to average drawdown | 5.58 | 1.32 | +4.26 |
Loading charts...
Drawdowns
VGSNX vs. VTIFX - Drawdown Comparison
The maximum VGSNX drawdown since its inception was -73.06%, which is greater than VTIFX's maximum drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for VGSNX and VTIFX.
Loading charts...
Drawdown Indicators
| VGSNX | VTIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.06% | -16.07% | -56.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -2.88% | -5.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.38% | -2.88% | -14.50% |
Max Drawdown (5Y)Largest decline over 5 years | -34.39% | -15.75% | -18.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.30% | -16.07% | -26.23% |
Current DrawdownCurrent decline from peak | -1.40% | -1.58% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -13.20% | -2.95% | -10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.13% | +1.45% |
Volatility
VGSNX vs. VTIFX - Volatility Comparison
Vanguard Real Estate Index Fund Institutional Shares (VGSNX) has a higher volatility of 4.45% compared to Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) at 0.86%. This indicates that VGSNX's price experiences larger fluctuations and is considered to be riskier than VTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VGSNX | VTIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 0.86% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 2.70% | +8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 3.13% | +10.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 4.46% | +14.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.96% | 3.60% | +17.36% |
VGSNX vs. VTIFX - Expense Ratio Comparison
VGSNX has a 0.11% expense ratio, which is higher than VTIFX's 0.07% 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%.
Dividends
VGSNX vs. VTIFX - Dividend Comparison
VGSNX's dividend yield for the trailing twelve months is around 3.51%, less than VTIFX's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 3.51% | 3.94% | 3.87% | 3.93% | 3.94% | 2.57% | 3.95% | 3.40% | 4.75% | 4.26% | 4.84% | 3.94% |
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 4.33% | 4.40% | 4.38% | 4.60% | 1.52% | 3.73% | 1.12% | 3.42% | 3.03% | 2.29% | 1.84% | 1.68% |
Frequently Asked Questions
VGSNX and VTIFX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGSNX has higher volatility (4.45%) compared to VTIFX (0.86%). In terms of maximum drawdown, VGSNX dropped -73.06% vs VTIFX's -16.07%.
VGSNX currently has the higher Sharpe Ratio (1.04 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VGSNX and VTIFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer