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VIDI vs. PPTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIDI vs. PPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and US Diversified Real Estate ETF (PPTY). The values are adjusted to include any dividend payments, if applicable.

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VIDI vs. PPTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VIDI
Vident International Equity Fund
7.34%41.83%6.03%18.92%-13.83%11.93%1.18%15.84%-17.01%
PPTY
US Diversified Real Estate ETF
0.01%-3.47%9.85%12.66%-26.10%40.36%-7.25%30.19%4.07%

Returns By Period

In the year-to-date period, VIDI achieves a 7.34% return, which is significantly higher than PPTY's 0.01% return.


VIDI

1D
2.93%
1M
-6.29%
YTD
7.34%
6M
15.06%
1Y
45.34%
3Y*
21.90%
5Y*
10.72%
10Y*
9.46%

PPTY

1D
1.25%
1M
-5.37%
YTD
0.01%
6M
-1.88%
1Y
-1.68%
3Y*
5.95%
5Y*
2.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIDI vs. PPTY - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than PPTY's 0.49% expense ratio.


Return for Risk

VIDI vs. PPTY — Risk / Return Rank

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

VIDI
VIDI Risk / Return Rank: 9696
Overall Rank
VIDI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9696
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9797
Omega Ratio Rank
VIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIDI Martin Ratio Rank: 9595
Martin Ratio Rank

PPTY
PPTY Risk / Return Rank: 1010
Overall Rank
PPTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 99
Sortino Ratio Rank
PPTY Omega Ratio Rank: 1010
Omega Ratio Rank
PPTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
PPTY Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIDI vs. PPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and US Diversified Real Estate ETF (PPTY). 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.


VIDIPPTYDifference

Sharpe ratio

Return per unit of total volatility

2.64

-0.10

+2.74

Sortino ratio

Return per unit of downside risk

3.37

-0.01

+3.38

Omega ratio

Gain probability vs. loss probability

1.53

1.00

+0.53

Calmar ratio

Return relative to maximum drawdown

3.56

-0.08

+3.63

Martin ratio

Return relative to average drawdown

15.72

-0.29

+16.00

VIDI vs. PPTY - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 2.64, which is higher than the PPTY Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of VIDI and PPTY, 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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Sharpe Ratios by Period


VIDIPPTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

-0.10

+2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.12

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.26

+0.11

Correlation

The correlation between VIDI and PPTY is 0.48, 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.


Dividends

VIDI vs. PPTY - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 4.14%, more than PPTY's 3.04% yield.


TTM20252024202320222021202020192018201720162015
VIDI
Vident International Equity Fund
4.14%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%
PPTY
US Diversified Real Estate ETF
3.04%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%0.00%0.00%0.00%

Drawdowns

VIDI vs. PPTY - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, which is greater than PPTY's maximum drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for VIDI and PPTY.


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Drawdown Indicators


VIDIPPTYDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-41.69%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-13.54%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

-32.37%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-6.95%

-11.89%

+4.94%

Average Drawdown

Average peak-to-trough decline

-10.51%

-11.48%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.71%

-0.89%

Volatility

VIDI vs. PPTY - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 7.81% compared to US Diversified Real Estate ETF (PPTY) at 4.39%. This indicates that VIDI's price experiences larger fluctuations and is considered to be riskier than PPTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIDIPPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

4.39%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

9.43%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

17.62%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

18.59%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

22.06%

-4.07%