VRTPX vs. SPY
Compare and contrast key facts about Vanguard Real Estate II Index Fund (VRTPX) and SPDR S&P 500 ETF (SPY).
VRTPX is managed by Vanguard. It was launched on Sep 26, 2017. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTPX or SPY.
Key characteristics
| VRTPX | SPY | |
|---|---|---|
| YTD Return | 11.87% | 27.04% |
| 1Y Return | 33.58% | 39.75% |
| 3Y Return (Ann) | -0.62% | 10.21% |
| 5Y Return (Ann) | 4.96% | 15.93% |
| Sharpe Ratio | 1.83 | 3.15 |
| Sortino Ratio | 2.62 | 4.19 |
| Omega Ratio | 1.33 | 1.59 |
| Calmar Ratio | 1.02 | 4.60 |
| Martin Ratio | 7.11 | 20.85 |
| Ulcer Index | 4.41% | 1.85% |
| Daily Std Dev | 17.14% | 12.29% |
| Max Drawdown | -42.33% | -55.19% |
| Current Drawdown | -7.62% | 0.00% |
Correlation
The correlation between VRTPX and SPY is 0.63, 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.
Performance
VRTPX vs. SPY - Performance Comparison
In the year-to-date period, VRTPX achieves a 11.87% return, which is significantly lower than SPY's 27.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VRTPX vs. SPY - Expense Ratio Comparison
VRTPX has a 0.08% expense ratio, which is lower than SPY's 0.09% 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%.
Risk-Adjusted Performance
VRTPX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate II Index Fund (VRTPX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
VRTPX vs. SPY - Dividend Comparison
VRTPX's dividend yield for the trailing twelve months is around 3.77%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTPX Vanguard Real Estate II Index Fund | 3.77% | 3.98% | 3.99% | 2.58% | 3.92% | 3.49% | 4.77% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VRTPX vs. SPY - Drawdown Comparison
The maximum VRTPX drawdown since its inception was -42.33%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VRTPX and SPY. For additional features, visit the drawdowns tool.
Volatility
VRTPX vs. SPY - Volatility Comparison
Vanguard Real Estate II Index Fund (VRTPX) has a higher volatility of 5.26% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that VRTPX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.