VRTPX vs. VTI
Compare and contrast key facts about Vanguard Real Estate II Index Fund (VRTPX) and Vanguard Total Stock Market ETF (VTI).
VRTPX is managed by Vanguard. It was launched on Sep 26, 2017. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTPX or VTI.
Key characteristics
| VRTPX | VTI | |
|---|---|---|
| YTD Return | 11.87% | 26.35% |
| 1Y Return | 33.58% | 40.48% |
| 3Y Return (Ann) | -0.62% | 8.68% |
| 5Y Return (Ann) | 4.96% | 15.37% |
| Sharpe Ratio | 1.83 | 3.10 |
| Sortino Ratio | 2.62 | 4.13 |
| Omega Ratio | 1.33 | 1.58 |
| Calmar Ratio | 1.02 | 4.21 |
| Martin Ratio | 7.11 | 20.25 |
| Ulcer Index | 4.41% | 1.94% |
| Daily Std Dev | 17.14% | 12.68% |
| Max Drawdown | -42.33% | -55.45% |
| Current Drawdown | -7.62% | 0.00% |
Correlation
The correlation between VRTPX and VTI is 0.64, 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. VTI - Performance Comparison
In the year-to-date period, VRTPX achieves a 11.87% return, which is significantly lower than VTI's 26.35% 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. 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%.
Risk-Adjusted Performance
VRTPX vs. VTI - Risk-Adjusted Performance 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.
Dividends
VRTPX vs. VTI - Dividend Comparison
VRTPX's dividend yield for the trailing twelve months is around 3.77%, more than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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. For additional features, visit the drawdowns tool.
Volatility
VRTPX vs. VTI - Volatility Comparison
Vanguard Real Estate II Index Fund (VRTPX) has a higher volatility of 5.26% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that VRTPX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.