VNQI vs. JRS
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Nuveen Real Estate Income Fund (JRS).
VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010.
Performance
VNQI vs. JRS - Performance Comparison
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VNQI vs. JRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | -1.94% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
JRS Nuveen Real Estate Income Fund | 2.24% | -3.38% | 19.74% | 13.42% | -35.61% | 62.86% | -12.66% | 34.92% | -18.07% | 14.38% |
Returns By Period
In the year-to-date period, VNQI achieves a -1.94% return, which is significantly lower than JRS's 2.24% return. Over the past 10 years, VNQI has underperformed JRS with an annualized return of 2.57%, while JRS has yielded a comparatively higher 5.09% annualized return.
VNQI
- 1D
- 1.12%
- 1M
- -9.57%
- YTD
- -1.94%
- 6M
- -1.53%
- 1Y
- 15.89%
- 3Y*
- 8.26%
- 5Y*
- -0.29%
- 10Y*
- 2.57%
JRS
- 1D
- 2.68%
- 1M
- -5.16%
- YTD
- 2.24%
- 6M
- -2.35%
- 1Y
- 1.33%
- 3Y*
- 9.92%
- 5Y*
- 3.87%
- 10Y*
- 5.09%
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Return for Risk
VNQI vs. JRS — Risk / Return Rank
VNQI
JRS
VNQI vs. JRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Nuveen Real Estate Income Fund (JRS). 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.
| VNQI | JRS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.07 | +1.04 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.23 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.03 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.08 | +1.03 |
Martin ratioReturn relative to average drawdown | 4.82 | 0.27 | +4.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNQI | JRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.07 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.18 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.21 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.22 | -0.02 |
Correlation
The correlation between VNQI and JRS is 0.49, 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
VNQI vs. JRS - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 4.80%, less than JRS's 8.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.80% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
JRS Nuveen Real Estate Income Fund | 8.88% | 8.88% | 7.88% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% |
Drawdowns
VNQI vs. JRS - Drawdown Comparison
The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum JRS drawdown of -87.80%. Use the drawdown chart below to compare losses from any high point for VNQI and JRS.
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Drawdown Indicators
| VNQI | JRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -87.80% | +49.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.78% | -16.63% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -35.75% | -45.57% | +9.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -54.64% | +16.29% |
Current DrawdownCurrent decline from peak | -11.45% | -13.61% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -19.14% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 4.95% | -1.55% |
Volatility
VNQI vs. JRS - Volatility Comparison
The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 6.30%, while Nuveen Real Estate Income Fund (JRS) has a volatility of 7.33%. This indicates that VNQI experiences smaller price fluctuations and is considered to be less risky than JRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNQI | JRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 7.33% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 10.39% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 19.83% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 22.08% | -6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 24.30% | -8.34% |