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VRTPX vs. VFINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VRTPX vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate II Index Fund (VRTPX) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.35%
11.68%
VRTPX
VFINX

Returns By Period

In the year-to-date period, VRTPX achieves a 10.17% return, which is significantly lower than VFINX's 24.91% return.


VRTPX

YTD

10.17%

1M

-3.16%

6M

14.35%

1Y

24.49%

5Y (annualized)

4.17%

10Y (annualized)

N/A

VFINX

YTD

24.91%

1M

0.59%

6M

11.68%

1Y

32.21%

5Y (annualized)

15.50%

10Y (annualized)

13.05%

Key characteristics


VRTPXVFINX
Sharpe Ratio1.502.64
Sortino Ratio2.113.53
Omega Ratio1.271.49
Calmar Ratio0.903.83
Martin Ratio5.4717.24
Ulcer Index4.45%1.88%
Daily Std Dev16.25%12.27%
Max Drawdown-42.33%-55.25%
Current Drawdown-9.02%-1.75%

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VRTPX vs. VFINX - Expense Ratio Comparison

VRTPX has a 0.08% expense ratio, which is lower than VFINX's 0.14% 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%.


VFINX
Vanguard 500 Index Fund Investor Shares
Expense ratio chart for VFINX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VRTPX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.6

The correlation between VRTPX and VFINX 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.

Risk-Adjusted Performance

VRTPX vs. VFINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate II Index Fund (VRTPX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.


Sharpe ratio
The chart of Sharpe ratio for VRTPX, currently valued at 1.50, compared to the broader market0.002.004.001.502.64
The chart of Sortino ratio for VRTPX, currently valued at 2.11, compared to the broader market0.005.0010.002.113.53
The chart of Omega ratio for VRTPX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.49
The chart of Calmar ratio for VRTPX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.0025.000.903.83
The chart of Martin ratio for VRTPX, currently valued at 5.47, compared to the broader market0.0020.0040.0060.0080.00100.005.4717.24
VRTPX
VFINX

The current VRTPX Sharpe Ratio is 1.50, which is lower than the VFINX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of VRTPX and VFINX, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.50
2.64
VRTPX
VFINX

Dividends

VRTPX vs. VFINX - Dividend Comparison

VRTPX's dividend yield for the trailing twelve months is around 3.83%, more than VFINX's 1.16% yield.


TTM20232022202120202019201820172016201520142013
VRTPX
Vanguard Real Estate II Index Fund
3.83%3.98%3.99%2.58%3.92%3.49%4.77%1.32%0.00%0.00%0.00%0.00%
VFINX
Vanguard 500 Index Fund Investor Shares
1.16%1.36%1.57%1.15%1.84%1.77%1.94%1.69%1.92%1.99%1.74%1.73%

Drawdowns

VRTPX vs. VFINX - Drawdown Comparison

The maximum VRTPX drawdown since its inception was -42.33%, smaller than the maximum VFINX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VRTPX and VFINX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.02%
-1.75%
VRTPX
VFINX

Volatility

VRTPX vs. VFINX - Volatility Comparison

Vanguard Real Estate II Index Fund (VRTPX) has a higher volatility of 5.12% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.05%. This indicates that VRTPX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.12%
4.05%
VRTPX
VFINX