VRTTX vs. VRTPX
Compare and contrast key facts about Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and Vanguard Real Estate II Index Fund (VRTPX).
VRTTX is managed by Vanguard. It was launched on Nov 1, 2010. VRTPX is managed by Vanguard. It was launched on Sep 26, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTTX or VRTPX.
Performance
VRTTX vs. VRTPX - Performance Comparison
Returns By Period
In the year-to-date period, VRTTX achieves a 26.31% return, which is significantly higher than VRTPX's 12.31% return.
VRTTX
26.31%
4.08%
14.09%
33.64%
15.20%
12.71%
VRTPX
12.31%
-0.22%
20.13%
26.24%
4.94%
N/A
Key characteristics
| VRTTX | VRTPX | |
|---|---|---|
| Sharpe Ratio | 2.67 | 1.62 |
| Sortino Ratio | 3.57 | 2.25 |
| Omega Ratio | 1.49 | 1.28 |
| Calmar Ratio | 3.93 | 1.00 |
| Martin Ratio | 17.15 | 5.87 |
| Ulcer Index | 1.96% | 4.47% |
| Daily Std Dev | 12.61% | 16.22% |
| Max Drawdown | -34.96% | -42.33% |
| Current Drawdown | -0.27% | -7.26% |
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VRTTX vs. VRTPX - Expense Ratio Comparison
Both VRTTX and VRTPX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VRTTX and VRTPX 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
VRTTX vs. VRTPX - 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 II Index Fund (VRTPX). 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. VRTPX - Dividend Comparison
VRTTX's dividend yield for the trailing twelve months is around 1.20%, less than VRTPX's 3.76% 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% |
VRTPX Vanguard Real Estate II Index Fund | 3.76% | 3.98% | 3.99% | 2.58% | 3.92% | 3.49% | 4.77% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VRTTX vs. VRTPX - Drawdown Comparison
The maximum VRTTX drawdown since its inception was -34.96%, smaller than the maximum VRTPX drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for VRTTX and VRTPX. For additional features, visit the drawdowns tool.
Volatility
VRTTX vs. VRTPX - Volatility Comparison
The current volatility for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) is 4.18%, while Vanguard Real Estate II Index Fund (VRTPX) has a volatility of 4.82%. This indicates that VRTTX experiences smaller price fluctuations and is considered to be less risky than VRTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.