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VIGI vs. RLTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGI vs. RLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIGI achieves a 3.17% return, which is significantly lower than RLTY's 9.57% return.


VIGI

1D
-0.18%
1M
-0.15%
YTD
3.17%
6M
3.29%
1Y
8.98%
3Y*
9.31%
5Y*
4.66%
10Y*
8.04%

RLTY

1D
0.19%
1M
-1.27%
YTD
9.57%
6M
11.78%
1Y
11.76%
3Y*
14.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. RLTY - Yearly Performance Comparison


2026 (YTD)2025202420232022
VIGI
Vanguard International Dividend Appreciation ETF
3.17%16.88%2.73%16.30%-8.48%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
9.57%8.56%15.40%14.05%-28.45%

Correlation

The correlation between VIGI and RLTY is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.50

The correlation between VIGI and RLTY has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.

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Return for Risk

VIGI vs. RLTY — Risk / Return Rank

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

VIGI
VIGI Risk / Return Rank: 1818
Overall Rank
VIGI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1717
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIGI Martin Ratio Rank: 2222
Martin Ratio Rank

RLTY
RLTY Risk / Return Rank: 6666
Overall Rank
RLTY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RLTY Sortino Ratio Rank: 6363
Sortino Ratio Rank
RLTY Omega Ratio Rank: 6161
Omega Ratio Rank
RLTY Calmar Ratio Rank: 6464
Calmar Ratio Rank
RLTY Martin Ratio Rank: 7070
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.

VIGI vs. RLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). 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.


VIGIRLTYDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.11

1.16

-0.05

Calmar ratioReturn relative to maximum drawdown

0.74

1.05

-0.31

Martin ratioReturn relative to average drawdown

2.61

3.48

-0.87

VIGI vs. RLTY - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.60, which is lower than the RLTY Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VIGI and RLTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VIGI vs. RLTY - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum RLTY drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for VIGI and RLTY.


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Drawdown Indicators


VIGIRLTYDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-35.44%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-11.40%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-20.81%

+6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-1.97%

-1.97%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.16%

-13.62%

+7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.43%

-0.42%

Volatility

VIGI vs. RLTY - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.22%, while Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a volatility of 3.99%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than RLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIRLTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.99%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

10.30%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

13.32%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

22.67%

-8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

22.67%

-6.80%

Dividends

VIGI vs. RLTY - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.72%, less than RLTY's 8.55% yield.


PositionTTM2025202420232022202120202019201820172016
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
8.55%8.98%8.93%9.18%6.94%0.00%0.00%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.14%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

Frequently Asked Questions


VIGI and RLTY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLTY has higher volatility (3.99%) compared to VIGI (3.22%). In terms of maximum drawdown, VIGI dropped -31.01% vs RLTY's -35.44%.

RLTY currently has the higher Sharpe Ratio (0.90 vs 0.60), 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.

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