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VGSNX vs. VTIFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGSNX and VTIFX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VGSNX vs. VTIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate Index Fund Institutional Shares (VGSNX) and Vanguard Total International Bond Index Fund Institutional Shares (VTIFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VGSNX:

0.52

VTIFX:

1.35

Sortino Ratio

VGSNX:

0.99

VTIFX:

2.19

Omega Ratio

VGSNX:

1.13

VTIFX:

1.27

Calmar Ratio

VGSNX:

0.48

VTIFX:

0.57

Martin Ratio

VGSNX:

2.08

VTIFX:

6.51

Ulcer Index

VGSNX:

5.62%

VTIFX:

0.81%

Daily Std Dev

VGSNX:

18.01%

VTIFX:

3.58%

Max Drawdown

VGSNX:

-74.08%

VTIFX:

-16.74%

Current Drawdown

VGSNX:

-12.47%

VTIFX:

-3.88%

Returns By Period

In the year-to-date period, VGSNX achieves a 1.09% return, which is significantly higher than VTIFX's 0.84% return. Over the past 10 years, VGSNX has outperformed VTIFX with an annualized return of 5.14%, while VTIFX has yielded a comparatively lower 1.94% annualized return.


VGSNX

YTD

1.09%

1M

4.10%

6M

-2.90%

1Y

9.30%

5Y*

9.46%

10Y*

5.14%

VTIFX

YTD

0.84%

1M

0.28%

6M

1.37%

1Y

4.75%

5Y*

-0.14%

10Y*

1.94%

*Annualized

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VGSNX vs. VTIFX - Expense Ratio Comparison

VGSNX has a 0.10% 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%.


Risk-Adjusted Performance

VGSNX vs. VTIFX — Risk-Adjusted Performance Rank

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

VGSNX
The Risk-Adjusted Performance Rank of VGSNX is 5858
Overall Rank
The Sharpe Ratio Rank of VGSNX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSNX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VGSNX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VGSNX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VGSNX is 5858
Martin Ratio Rank

VTIFX
The Risk-Adjusted Performance Rank of VTIFX is 8484
Overall Rank
The Sharpe Ratio Rank of VTIFX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIFX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VTIFX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VTIFX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VTIFX is 9090
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.

VGSNX vs. VTIFX - Risk-Adjusted Performance 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.


The current VGSNX Sharpe Ratio is 0.52, which is lower than the VTIFX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VGSNX and VTIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VGSNX vs. VTIFX - Dividend Comparison

VGSNX's dividend yield for the trailing twelve months is around 4.10%, less than VTIFX's 4.30% yield.


TTM20242023202220212020201920182017201620152014
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
4.10%3.87%3.97%3.94%2.57%3.94%3.41%4.76%4.26%4.84%3.94%3.62%
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
4.30%4.18%4.44%1.52%3.07%0.97%3.41%3.04%2.29%1.95%1.68%1.60%

Drawdowns

VGSNX vs. VTIFX - Drawdown Comparison

The maximum VGSNX drawdown since its inception was -74.08%, which is greater than VTIFX's maximum drawdown of -16.74%. Use the drawdown chart below to compare losses from any high point for VGSNX and VTIFX. For additional features, visit the drawdowns tool.


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Volatility

VGSNX vs. VTIFX - Volatility Comparison

Vanguard Real Estate Index Fund Institutional Shares (VGSNX) has a higher volatility of 4.52% compared to Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) at 0.94%. 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.


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