VOTE vs. VNQ
Compare and contrast key facts about Engine No. 1 Transform 500 ETF (VOTE) and Vanguard Real Estate ETF (VNQ).
VOTE and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOTE is a passively managed fund by Engine No. 1 LLC that tracks the performance of the Morningstar US Large Cap Index. It was launched on Jun 22, 2021. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004. Both VOTE and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VOTE vs. VNQ - Performance Comparison
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VOTE vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VOTE Engine No. 1 Transform 500 ETF | -3.84% | 17.95% | 25.23% | 27.60% | -19.74% | 12.08% |
VNQ Vanguard Real Estate ETF | 1.67% | 3.24% | 4.81% | 11.85% | -26.25% | 15.02% |
Returns By Period
In the year-to-date period, VOTE achieves a -3.84% return, which is significantly lower than VNQ's 1.67% return.
VOTE
- 1D
- 0.88%
- 1M
- -4.29%
- YTD
- -3.84%
- 6M
- -1.77%
- 1Y
- 18.40%
- 3Y*
- 18.89%
- 5Y*
- —
- 10Y*
- —
VNQ
- 1D
- 0.36%
- 1M
- -6.21%
- YTD
- 1.67%
- 6M
- -0.84%
- 1Y
- 2.18%
- 3Y*
- 6.57%
- 5Y*
- 2.86%
- 10Y*
- 4.69%
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VOTE vs. VNQ - Expense Ratio Comparison
VOTE has a 0.05% expense ratio, which is lower than VNQ's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VOTE vs. VNQ — Risk / Return Rank
VOTE
VNQ
VOTE vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Engine No. 1 Transform 500 ETF (VOTE) and Vanguard Real Estate ETF (VNQ). 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.
| VOTE | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.13 | +0.86 |
Sortino ratioReturn per unit of downside risk | 1.52 | 0.30 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.18 | +1.39 |
Martin ratioReturn relative to average drawdown | 7.30 | 0.70 | +6.61 |
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
| VOTE | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.13 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.15 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.26 | +0.37 |
Correlation
The correlation between VOTE and VNQ is 0.61, 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
VOTE vs. VNQ - Dividend Comparison
VOTE's dividend yield for the trailing twelve months is around 1.04%, less than VNQ's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOTE Engine No. 1 Transform 500 ETF | 1.04% | 1.03% | 1.18% | 1.33% | 1.54% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
VOTE vs. VNQ - Drawdown Comparison
The maximum VOTE drawdown since its inception was -25.71%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VOTE and VNQ.
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Drawdown Indicators
| VOTE | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.71% | -73.07% | +47.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.44% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.40% | — |
Current DrawdownCurrent decline from peak | -5.68% | -9.24% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -13.71% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.21% | -0.62% |
Volatility
VOTE vs. VNQ - Volatility Comparison
Engine No. 1 Transform 500 ETF (VOTE) has a higher volatility of 5.40% compared to Vanguard Real Estate ETF (VNQ) at 4.57%. This indicates that VOTE's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOTE | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.57% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 9.28% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 16.31% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 18.80% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 20.70% | -3.40% |