VNQI vs. SFREX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Schwab Fundamental Global Real Estate Index Fund (SFREX).
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. SFREX is managed by Charles Schwab. It was launched on Oct 21, 2014.
Performance
VNQI vs. SFREX - Performance Comparison
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VNQI vs. SFREX - 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% |
SFREX Schwab Fundamental Global Real Estate Index Fund | -0.89% | 11.26% | 3.05% | 4.10% | -21.06% | 18.56% | -11.16% | 22.61% | -8.26% | 20.07% |
Returns By Period
In the year-to-date period, VNQI achieves a -1.94% return, which is significantly lower than SFREX's -0.89% return. Over the past 10 years, VNQI has underperformed SFREX with an annualized return of 2.57%, while SFREX has yielded a comparatively higher 3.10% 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%
SFREX
- 1D
- 1.68%
- 1M
- -9.54%
- YTD
- -0.89%
- 6M
- -3.41%
- 1Y
- 7.74%
- 3Y*
- 6.58%
- 5Y*
- 0.00%
- 10Y*
- 3.10%
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VNQI vs. SFREX - Expense Ratio Comparison
VNQI has a 0.12% expense ratio, which is lower than SFREX's 0.39% expense ratio.
Return for Risk
VNQI vs. SFREX — Risk / Return Rank
VNQI
SFREX
VNQI vs. SFREX - 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 Schwab Fundamental Global Real Estate Index Fund (SFREX). 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 | SFREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.58 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.90 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.12 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.66 | +0.45 |
Martin ratioReturn relative to average drawdown | 4.82 | 2.41 | +2.41 |
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 | SFREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.58 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.00 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.17 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.16 | +0.04 |
Correlation
The correlation between VNQI and SFREX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VNQI vs. SFREX - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 4.80%, more than SFREX's 3.54% 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% |
SFREX Schwab Fundamental Global Real Estate Index Fund | 3.54% | 3.51% | 3.75% | 3.53% | 2.89% | 2.92% | 3.46% | 4.10% | 5.45% | 2.78% | 5.00% | 1.29% |
Drawdowns
VNQI vs. SFREX - Drawdown Comparison
The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum SFREX drawdown of -41.98%. Use the drawdown chart below to compare losses from any high point for VNQI and SFREX.
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Drawdown Indicators
| VNQI | SFREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -41.98% | +3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.78% | -11.96% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -35.75% | -34.18% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -41.98% | +3.63% |
Current DrawdownCurrent decline from peak | -11.45% | -10.29% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -10.54% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.25% | +0.15% |
Volatility
VNQI vs. SFREX - Volatility Comparison
Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a higher volatility of 6.30% compared to Schwab Fundamental Global Real Estate Index Fund (SFREX) at 4.74%. This indicates that VNQI's price experiences larger fluctuations and is considered to be riskier than SFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNQI | SFREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 4.74% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 8.51% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 13.83% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 16.33% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 17.92% | -1.96% |