PortfoliosLab logoPortfoliosLab logo
VNQ vs. IFGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNQ vs. IFGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and iShares International Developed Real Estate ETF (IFGL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VNQ vs. IFGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNQ
Vanguard Real Estate ETF
3.06%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%
IFGL
iShares International Developed Real Estate ETF
-1.32%24.31%-7.25%5.40%-24.21%8.29%-7.62%20.65%-6.39%20.00%

Returns By Period

In the year-to-date period, VNQ achieves a 3.06% return, which is significantly higher than IFGL's -1.32% return. Over the past 10 years, VNQ has outperformed IFGL with an annualized return of 4.85%, while IFGL has yielded a comparatively lower 1.80% annualized return.


VNQ

1D
1.36%
1M
-4.43%
YTD
3.06%
6M
1.04%
1Y
2.95%
3Y*
7.33%
5Y*
3.14%
10Y*
4.85%

IFGL

1D
1.39%
1M
-9.07%
YTD
-1.32%
6M
-0.02%
1Y
18.49%
3Y*
6.80%
5Y*
-0.92%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VNQ vs. IFGL - Expense Ratio Comparison

VNQ has a 0.13% expense ratio, which is lower than IFGL's 0.48% expense ratio.


Return for Risk

VNQ vs. IFGL — Risk / Return Rank

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

VNQ
VNQ Risk / Return Rank: 1616
Overall Rank
VNQ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 1515
Sortino Ratio Rank
VNQ Omega Ratio Rank: 1515
Omega Ratio Rank
VNQ Calmar Ratio Rank: 1616
Calmar Ratio Rank
VNQ Martin Ratio Rank: 1818
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6464
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4949
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5555
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.

VNQ vs. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and iShares International Developed Real Estate ETF (IFGL). 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.


VNQIFGLDifference

Sharpe ratio

Return per unit of total volatility

0.18

1.29

-1.11

Sortino ratio

Return per unit of downside risk

0.36

1.82

-1.46

Omega ratio

Gain probability vs. loss probability

1.05

1.24

-0.20

Calmar ratio

Return relative to maximum drawdown

0.29

1.35

-1.06

Martin ratio

Return relative to average drawdown

1.11

5.78

-4.68

VNQ vs. IFGL - Sharpe Ratio Comparison

The current VNQ Sharpe Ratio is 0.18, which is lower than the IFGL Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of VNQ and IFGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VNQIFGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.29

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.06

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.11

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.04

+0.22

Correlation

The correlation between VNQ and IFGL is 0.60, 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

VNQ vs. IFGL - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 3.86%, which matches IFGL's 3.86% yield.


TTM20252024202320222021202020192018201720162015
VNQ
Vanguard Real Estate ETF
3.86%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
IFGL
iShares International Developed Real Estate ETF
3.86%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%

Drawdowns

VNQ vs. IFGL - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than IFGL's maximum drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for VNQ and IFGL.


Loading graphics...

Drawdown Indicators


VNQIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-67.94%

-5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.35%

-14.38%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-38.47%

+3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

-40.38%

-2.02%

Current Drawdown

Current decline from peak

-8.01%

-14.18%

+6.17%

Average Drawdown

Average peak-to-trough decline

-13.71%

-16.72%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.35%

-0.13%

Volatility

VNQ vs. IFGL - Volatility Comparison

The current volatility for Vanguard Real Estate ETF (VNQ) is 4.84%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 6.38%. This indicates that VNQ experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VNQIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

6.38%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

9.70%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

14.45%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

16.17%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

16.49%

+4.21%