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VRTPX vs. VGSNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRTPX vs. VGSNX - Performance Comparison

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

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VRTPX vs. VGSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTPX
Vanguard Real Estate II Index Fund
1.31%2.22%3.72%13.17%-26.14%40.37%-4.65%28.96%-5.99%1.37%
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
1.28%3.21%3.72%13.12%-26.19%40.46%-4.76%28.98%-5.97%1.31%

Returns By Period

The year-to-date returns for both stocks are quite close, with VRTPX having a 1.31% return and VGSNX slightly lower at 1.28%.


VRTPX

1D
1.52%
1M
-6.59%
YTD
1.31%
6M
-1.14%
1Y
1.80%
3Y*
6.10%
5Y*
2.62%
10Y*

VGSNX

1D
1.51%
1M
-6.61%
YTD
1.28%
6M
-1.15%
1Y
1.75%
3Y*
6.41%
5Y*
2.79%
10Y*
4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VRTPX vs. VGSNX - Expense Ratio Comparison

VRTPX has a 0.08% expense ratio, which is lower than VGSNX's 0.10% 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

VRTPX vs. VGSNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VRTPX
VRTPX Risk / Return Rank: 77
Overall Rank
VRTPX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VRTPX Sortino Ratio Rank: 66
Sortino Ratio Rank
VRTPX Omega Ratio Rank: 66
Omega Ratio Rank
VRTPX Calmar Ratio Rank: 99
Calmar Ratio Rank
VRTPX Martin Ratio Rank: 1010
Martin Ratio Rank

VGSNX
VGSNX Risk / Return Rank: 88
Overall Rank
VGSNX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VGSNX Sortino Ratio Rank: 66
Sortino Ratio Rank
VGSNX Omega Ratio Rank: 66
Omega Ratio Rank
VGSNX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VGSNX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRTPX vs. VGSNX - Risk-Adjusted Trends Comparison

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


VRTPXVGSNXDifference

Sharpe ratio

Return per unit of total volatility

0.12

0.11

0.00

Sortino ratio

Return per unit of downside risk

0.27

0.27

0.00

Omega ratio

Gain probability vs. loss probability

1.04

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

0.22

0.22

0.00

Martin ratio

Return relative to average drawdown

0.88

0.86

+0.02

VRTPX vs. VGSNX - Sharpe Ratio Comparison

The current VRTPX Sharpe Ratio is 0.12, which is comparable to the VGSNX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of VRTPX and VGSNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VRTPXVGSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.11

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.15

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.27

-0.05

Correlation

The correlation between VRTPX and VGSNX is 1.00, 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

VRTPX vs. VGSNX - Dividend Comparison

VRTPX's dividend yield for the trailing twelve months is around 3.85%, less than VGSNX's 3.95% yield.


TTM20252024202320222021202020192018201720162015
VRTPX
Vanguard Real Estate II Index Fund
3.85%2.79%3.80%3.93%4.52%2.58%3.92%3.50%4.77%1.32%0.00%0.00%
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
3.95%3.94%3.87%3.93%3.94%2.57%3.95%3.40%4.75%4.26%4.84%3.94%

Drawdowns

VRTPX vs. VGSNX - Drawdown Comparison

The maximum VRTPX drawdown since its inception was -42.33%, smaller than the maximum VGSNX drawdown of -73.06%. Use the drawdown chart below to compare losses from any high point for VRTPX and VGSNX.


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Drawdown Indicators


VRTPXVGSNXDifference

Max Drawdown

Largest peak-to-trough decline

-42.33%

-73.06%

+30.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.41%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.35%

-34.39%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

Current Drawdown

Current decline from peak

-10.22%

-9.48%

-0.74%

Average Drawdown

Average peak-to-trough decline

-11.55%

-13.36%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.18%

0.00%

Volatility

VRTPX vs. VGSNX - Volatility Comparison

Vanguard Real Estate II Index Fund (VRTPX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX) have volatilities of 4.52% and 4.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRTPXVGSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

4.53%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

9.27%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.36%

16.35%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

18.88%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

20.91%

+1.01%