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VNQ vs. VNQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNQ and VNQI is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VNQ vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
180.83%
51.17%
VNQ
VNQI

Key characteristics

Sharpe Ratio

VNQ:

0.77

VNQI:

0.73

Sortino Ratio

VNQ:

1.14

VNQI:

1.13

Omega Ratio

VNQ:

1.15

VNQI:

1.14

Calmar Ratio

VNQ:

0.55

VNQI:

0.42

Martin Ratio

VNQ:

2.63

VNQI:

1.47

Ulcer Index

VNQ:

5.27%

VNQI:

7.77%

Daily Std Dev

VNQ:

18.16%

VNQI:

15.64%

Max Drawdown

VNQ:

-73.07%

VNQI:

-38.35%

Current Drawdown

VNQ:

-14.54%

VNQI:

-17.80%

Returns By Period

In the year-to-date period, VNQ achieves a -1.15% return, which is significantly lower than VNQI's 7.84% return. Over the past 10 years, VNQ has outperformed VNQI with an annualized return of 4.69%, while VNQI has yielded a comparatively lower 0.71% annualized return.


VNQ

YTD

-1.15%

1M

-2.84%

6M

-8.01%

1Y

12.65%

5Y*

7.74%

10Y*

4.69%

VNQI

YTD

7.84%

1M

4.43%

6M

2.06%

1Y

11.35%

5Y*

3.20%

10Y*

0.71%

*Annualized

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VNQ vs. VNQI - Expense Ratio Comparison

Both VNQ and VNQI have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%
Expense ratio chart for VNQI: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQI: 0.12%

Risk-Adjusted Performance

VNQ vs. VNQI — Risk-Adjusted Performance Rank

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

VNQ
The Risk-Adjusted Performance Rank of VNQ is 7171
Overall Rank
The Sharpe Ratio Rank of VNQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 7070
Martin Ratio Rank

VNQI
The Risk-Adjusted Performance Rank of VNQI is 6464
Overall Rank
The Sharpe Ratio Rank of VNQI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VNQ vs. VNQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.


The chart of Sharpe ratio for VNQ, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.00
VNQ: 0.77
VNQI: 0.73
The chart of Sortino ratio for VNQ, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
VNQ: 1.14
VNQI: 1.13
The chart of Omega ratio for VNQ, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
VNQ: 1.15
VNQI: 1.14
The chart of Calmar ratio for VNQ, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.00
VNQ: 0.55
VNQI: 0.42
The chart of Martin ratio for VNQ, currently valued at 2.63, compared to the broader market0.0020.0040.0060.00
VNQ: 2.63
VNQI: 1.47

The current VNQ Sharpe Ratio is 0.77, which is comparable to the VNQI Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VNQ and VNQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.77
0.73
VNQ
VNQI

Dividends

VNQ vs. VNQI - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 4.17%, less than VNQI's 4.78% yield.


TTM20242023202220212020201920182017201620152014
VNQ
Vanguard Real Estate ETF
4.17%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.78%5.16%3.74%0.57%6.48%0.93%7.58%4.62%3.86%5.18%2.86%4.11%

Drawdowns

VNQ vs. VNQI - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for VNQ and VNQI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-14.54%
-17.80%
VNQ
VNQI

Volatility

VNQ vs. VNQI - Volatility Comparison

Vanguard Real Estate ETF (VNQ) has a higher volatility of 10.37% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 8.58%. This indicates that VNQ's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.37%
8.58%
VNQ
VNQI