VRTTX vs. VNQ
Compare and contrast key facts about Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and Vanguard Real Estate ETF (VNQ).
VRTTX is managed by Vanguard. It was launched on Nov 1, 2010. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTTX or VNQ.
Performance
VRTTX vs. VNQ - Performance Comparison
Returns By Period
In the year-to-date period, VRTTX achieves a 26.31% return, which is significantly higher than VNQ's 12.15% return. Over the past 10 years, VRTTX has outperformed VNQ with an annualized return of 12.71%, while VNQ has yielded a comparatively lower 6.11% annualized return.
VRTTX
26.31%
4.08%
14.09%
33.64%
15.20%
12.71%
VNQ
12.15%
-0.21%
20.03%
26.14%
4.91%
6.11%
Key characteristics
| VRTTX | VNQ | |
|---|---|---|
| Sharpe Ratio | 2.67 | 1.61 |
| Sortino Ratio | 3.57 | 2.25 |
| Omega Ratio | 1.49 | 1.28 |
| Calmar Ratio | 3.93 | 0.99 |
| Martin Ratio | 17.15 | 5.80 |
| Ulcer Index | 1.96% | 4.51% |
| Daily Std Dev | 12.61% | 16.22% |
| Max Drawdown | -34.96% | -73.07% |
| Current Drawdown | -0.27% | -7.49% |
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VRTTX vs. VNQ - Expense Ratio Comparison
VRTTX has a 0.08% expense ratio, which is lower than VNQ's 0.12% 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%.
Correlation
The correlation between VRTTX and VNQ is 0.65, 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
VRTTX vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and Vanguard Real Estate ETF (VNQ). 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
VRTTX vs. VNQ - Dividend Comparison
VRTTX's dividend yield for the trailing twelve months is around 1.20%, less than VNQ's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.20% | 1.49% | 1.54% | 1.18% | 1.38% | 1.66% | 1.96% | 1.69% | 1.89% | 1.91% | 1.73% | 1.62% |
VNQ Vanguard Real Estate ETF | 3.79% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
VRTTX vs. VNQ - Drawdown Comparison
The maximum VRTTX drawdown since its inception was -34.96%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VRTTX and VNQ. For additional features, visit the drawdowns tool.
Volatility
VRTTX vs. VNQ - Volatility Comparison
The current volatility for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) is 4.18%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.83%. This indicates that VRTTX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.