VNO vs. SWRSX
VNO (Vornado Realty Trust) is a stock, while SWRSX (Schwab Treasury Inflation Protected Securities Index Fund) is Inflation-Protected Bonds fund managed by Charles Schwab. Over the past 10 years, VNO returned -3.48%/yr vs 2.45%/yr for SWRSX. At a correlation of -0.01, they often move in opposite directions.
Performance
VNO vs. SWRSX - Performance Comparison
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Returns By Period
In the year-to-date period, VNO achieves a 19.41% return, which is significantly higher than SWRSX's 1.20% return. Over the past 10 years, VNO has underperformed SWRSX with an annualized return of -3.48%, while SWRSX has yielded a comparatively higher 2.45% annualized return.
VNO
- 1D
- -1.49%
- 1M
- 5.10%
- 6M
- 18.10%
- YTD
- 19.41%
- 1Y
- 5.89%
- 3Y*
- 27.13%
- 5Y*
- 0.50%
- 10Y*
- -3.48%
- ALL TIME*
- 9.75%
SWRSX
- 1D
- 0.29%
- 1M
- -0.03%
- 6M
- 1.10%
- YTD
- 1.20%
- 1Y
- 3.24%
- 3Y*
- 3.82%
- 5Y*
- 0.66%
- 10Y*
- 2.45%
- ALL TIME*
- 3.33%
VNO vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNO Vornado Realty Trust | 19.41% | -19.09% | 51.32% | 39.50% | -46.66% | 17.78% | -40.43% | 14.93% | -17.75% | -4.53% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 1.20% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Correlation
The correlation between VNO and SWRSX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2006 | -0.01 |
The correlation between VNO and SWRSX shifts across timeframes, from -0.01 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VNO vs. SWRSX — Risk / Return Rank
VNO
SWRSX
VNO vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vornado Realty Trust (VNO) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
| VNO | SWRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.18 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.76 | -1.62 |
| Martin ratioReturn relative to average drawdown | 0.28 | 5.05 | -4.77 |
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Drawdowns
VNO vs. SWRSX - Drawdown Comparison
The maximum VNO drawdown since its inception was -80.89%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for VNO and SWRSX.
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Drawdown Indicators
| VNO | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.89% | -14.29% | -66.60% |
Max Drawdown (1Y)Largest decline over 1 year | -41.22% | -1.90% | -39.32% |
Max Drawdown (3Y)Largest decline over 3 years | -43.88% | -4.46% | -39.42% |
Max Drawdown (5Y)Largest decline over 5 years | -71.63% | -14.29% | -57.34% |
Max Drawdown (10Y)Largest decline over 10 years | -80.89% | -14.29% | -66.60% |
Current DrawdownCurrent decline from peak | -35.57% | -0.61% | -34.96% |
Average DrawdownAverage peak-to-trough decline | -20.64% | -3.71% | -16.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.21% | 0.66% | +20.55% |
Volatility
VNO vs. SWRSX - Volatility Comparison
Vornado Realty Trust (VNO) has a higher volatility of 8.20% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.14%. This indicates that VNO's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNO | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.20% | 1.14% | +7.06% |
Volatility (6M)Calculated over the trailing 6-month period | 24.65% | 2.41% | +22.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.18% | 3.24% | +29.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.65% | 6.02% | +35.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.24% | 5.36% | +33.88% |
Dividends
VNO vs. SWRSX - Dividend Comparison
VNO's dividend yield for the trailing twelve months is around 1.86%, less than SWRSX's 4.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 4.42% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
VNO Vornado Realty Trust | 1.86% | 2.22% | 1.76% | 2.39% | 10.19% | 5.06% | 6.37% | 6.90% | 4.06% | 3.00% | 2.41% | 14.41% |
Frequently Asked Questions
VNO and SWRSX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNO has higher volatility (8.20%) compared to SWRSX (1.14%). In terms of maximum drawdown, VNO dropped -80.89% vs SWRSX's -14.29%.
SWRSX currently has the higher Sharpe Ratio (1.04 vs 0.18), 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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