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VNQ vs. MWMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNQ vs. MWMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and VanEck Morningstar Wide Moat Fund (MWMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNQ achieves a 11.49% return, which is significantly higher than MWMIX's -2.27% return.


VNQ

1D
-0.07%
1M
0.95%
YTD
11.49%
6M
11.16%
1Y
12.43%
3Y*
10.04%
5Y*
2.36%
10Y*
5.53%

MWMIX

1D
-1.27%
1M
1.37%
YTD
-2.27%
6M
-3.51%
1Y
10.84%
3Y*
8.67%
5Y*
6.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNQ vs. MWMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNQ
Vanguard Real Estate ETF
11.49%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%1.71%
MWMIX
VanEck Morningstar Wide Moat Fund
-2.27%13.17%10.30%25.20%-13.46%24.12%14.15%34.85%-1.49%-0.52%

Correlation

The correlation between VNQ and MWMIX is 0.51, 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

0.51

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

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2017

0.64

The correlation between VNQ and MWMIX shifts across timeframes, from 0.51 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VNQ vs. MWMIX — Risk / Return Rank

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

VNQ
VNQ Risk / Return Rank: 3232
Overall Rank
VNQ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2929
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2929
Omega Ratio Rank
VNQ Calmar Ratio Rank: 3636
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3636
Martin Ratio Rank

MWMIX
MWMIX Risk / Return Rank: 1212
Overall Rank
MWMIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MWMIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MWMIX Omega Ratio Rank: 1111
Omega Ratio Rank
MWMIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MWMIX Martin Ratio Rank: 1212
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. MWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and VanEck Morningstar Wide Moat Fund (MWMIX). 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.


VNQMWMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.50

0.83

+0.66

Martin ratioReturn relative to average drawdown

4.71

2.55

+2.15

VNQ vs. MWMIX - Sharpe Ratio Comparison

The current VNQ Sharpe Ratio is 0.92, which is comparable to the MWMIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VNQ and MWMIX, 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

VNQ vs. MWMIX - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than MWMIX's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for VNQ and MWMIX.


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Drawdown Indicators


VNQMWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-33.03%

-40.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-12.42%

+4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.46%

-21.66%

+4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-23.90%

-10.58%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

Current Drawdown

Current decline from peak

-0.49%

-5.96%

+5.47%

Average Drawdown

Average peak-to-trough decline

-13.61%

-4.79%

-8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.04%

-1.39%

Volatility

VNQ vs. MWMIX - Volatility Comparison

Vanguard Real Estate ETF (VNQ) has a higher volatility of 4.74% compared to VanEck Morningstar Wide Moat Fund (MWMIX) at 4.07%. This indicates that VNQ's price experiences larger fluctuations and is considered to be riskier than MWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNQMWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

4.07%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

9.97%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

13.95%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

18.66%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

20.46%

+0.26%

VNQ vs. MWMIX - Expense Ratio Comparison

VNQ has a 0.13% expense ratio, which is lower than MWMIX's 0.59% expense ratio.


Dividends

VNQ vs. MWMIX - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 3.57%, less than MWMIX's 12.76% yield.


PositionTTM20252024202320222021202020192018201720162015
MWMIX
VanEck Morningstar Wide Moat Fund
12.76%12.47%10.34%0.77%11.44%13.44%8.22%10.84%9.48%0.26%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.57%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Frequently Asked Questions


VNQ and MWMIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VNQ has higher volatility (4.74%) compared to MWMIX (4.07%). In terms of maximum drawdown, VNQ dropped -73.07% vs MWMIX's -33.03%.

VNQ currently has the higher Sharpe Ratio (0.92 vs 0.74), 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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