PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VRTPX vs. VTI
Performance
Risk-Adjusted Performance
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.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.37%
13.45%
VRTPX
VTI

Returns By Period

In the year-to-date period, VRTPX achieves a 10.61% return, which is significantly lower than VTI's 24.77% return.


VRTPX

YTD

10.61%

1M

-0.78%

6M

15.83%

1Y

24.92%

5Y (annualized)

4.63%

10Y (annualized)

N/A

VTI

YTD

24.77%

1M

1.74%

6M

12.48%

1Y

32.60%

5Y (annualized)

14.96%

10Y (annualized)

12.63%

Key characteristics


VRTPXVTI
Sharpe Ratio1.492.58
Sortino Ratio2.093.45
Omega Ratio1.261.48
Calmar Ratio0.903.76
Martin Ratio5.4116.48
Ulcer Index4.46%1.96%
Daily Std Dev16.22%12.50%
Max Drawdown-42.33%-55.45%
Current Drawdown-8.66%-1.53%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VRTPX
Vanguard Real Estate II Index Fund
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%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.6

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VRTPX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.005.001.492.58
The chart of Sortino ratio for VRTPX, currently valued at 2.09, compared to the broader market0.005.0010.002.093.45
The chart of Omega ratio for VRTPX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.48
The chart of Calmar ratio for VRTPX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.0025.000.903.76
The chart of Martin ratio for VRTPX, currently valued at 5.41, compared to the broader market0.0020.0040.0060.0080.00100.005.4116.48
VRTPX
VTI

The current VRTPX Sharpe Ratio is 1.49, which is lower than the VTI Sharpe Ratio of 2.58. 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.49
2.58
VRTPX
VTI

Dividends

VRTPX vs. VTI - Dividend Comparison

VRTPX's dividend yield for the trailing twelve months is around 3.81%, more than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VRTPX
Vanguard Real Estate II Index Fund
3.81%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
1.28%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.66%
-1.53%
VRTPX
VTI

Volatility

VRTPX vs. VTI - Volatility Comparison

Vanguard Real Estate II Index Fund (VRTPX) has a higher volatility of 4.76% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
4.28%
VRTPX
VTI