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VRTPX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRTPX vs. VTI - Performance Comparison

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

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VRTPX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTPX
Vanguard Real Estate II Index Fund
-0.21%2.22%3.72%13.17%-26.14%40.37%-4.65%28.96%-5.99%1.37%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%7.59%

Returns By Period

In the year-to-date period, VRTPX achieves a -0.21% return, which is significantly higher than VTI's -4.01% return.


VRTPX

1D
0.38%
1M
-7.71%
YTD
-0.21%
6M
-2.58%
1Y
0.37%
3Y*
5.57%
5Y*
2.69%
10Y*

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VRTPX vs. VTI - Expense Ratio Comparison

VRTPX has a 0.08% expense ratio, which is higher than VTI's 0.03% expense ratio. However, 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. VTI — 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: 77
Sharpe Ratio Rank
VRTPX Sortino Ratio Rank: 66
Sortino Ratio Rank
VRTPX Omega Ratio Rank: 66
Omega Ratio Rank
VRTPX Calmar Ratio Rank: 88
Calmar Ratio Rank
VRTPX Martin Ratio Rank: 88
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate II Index Fund (VRTPX) and Vanguard Total Stock Market ETF (VTI). 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.


VRTPXVTIDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.96

-0.88

Sortino ratio

Return per unit of downside risk

0.22

1.48

-1.27

Omega ratio

Gain probability vs. loss probability

1.03

1.23

-0.20

Calmar ratio

Return relative to maximum drawdown

0.09

1.52

-1.43

Martin ratio

Return relative to average drawdown

0.37

7.26

-6.89

VRTPX vs. VTI - Sharpe Ratio Comparison

The current VRTPX Sharpe Ratio is 0.08, which is lower than the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VRTPX and VTI, 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


VRTPXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.96

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.60

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.48

-0.27

Correlation

The correlation between VRTPX and VTI is 0.62, 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

VRTPX vs. VTI - Dividend Comparison

VRTPX's dividend yield for the trailing twelve months is around 3.91%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
VRTPX
Vanguard Real Estate II Index Fund
3.91%2.79%3.80%3.93%4.52%2.58%3.92%3.50%4.77%1.32%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

VRTPX vs. VTI - Drawdown Comparison

The maximum VRTPX drawdown since its inception was -42.33%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VRTPX and VTI.


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Drawdown Indicators


VRTPXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-42.33%

-55.45%

+13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.30%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-34.35%

-25.36%

-8.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-11.56%

-6.25%

-5.31%

Average Drawdown

Average peak-to-trough decline

-11.55%

-8.08%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.58%

+0.57%

Volatility

VRTPX vs. VTI - Volatility Comparison

The current volatility for Vanguard Real Estate II Index Fund (VRTPX) is 4.15%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that VRTPX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRTPXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

5.45%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

9.73%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

19.01%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

17.42%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

18.29%

+3.63%