VWUAX vs. ^DWRTFT

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Dow Jones U.S. Select REIT Total Return Index (^DWRTFT).

VWUAX is managed by Vanguard. It was launched on Aug 13, 2001.

Performance

VWUAX vs. ^DWRTFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Dow Jones U.S. Select REIT Total Return Index (^DWRTFT). The values are adjusted to include any dividend payments, if applicable.

VWUAX vs. ^DWRTFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWUAX Vanguard U.S. Growth Fund Admiral Shares	-11.80%	15.49%	31.79%	45.32%	-39.58%	2.43%	58.80%	48.42%	0.77%	31.26%
^DWRTFT Dow Jones U.S. Select REIT Total Return Index	5.37%	3.67%	8.10%	13.96%	-25.96%	45.91%	-11.20%	23.10%	-4.22%	3.76%

Returns By Period

In the year-to-date period, VWUAX achieves a -11.80% return, which is significantly lower than ^DWRTFT's 5.37% return. Over the past 10 years, VWUAX has outperformed ^DWRTFT with an annualized return of 14.40%, while ^DWRTFT has yielded a comparatively lower 4.84% annualized return.

VWUAX

• 1D: 3.81%
• 1M: -5.57%
• YTD: -11.80%
• 6M: -12.33%
• 1Y: 12.43%
• 3Y*: 18.98%
• 5Y*: 3.70%
• 10Y*: 14.40%

^DWRTFT

• 1D: 0.69%
• 1M: -5.43%
• YTD: 5.37%
• 6M: 4.39%
• 1Y: 7.94%
• 3Y*: 9.40%
• 5Y*: 5.28%
• 10Y*: 4.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VWUAX vs. ^DWRTFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWUAX

VWUAX Risk / Return Rank: 22
VWUAX Sharpe Ratio Rank: 20
VWUAX Sortino Ratio Rank: 23
VWUAX Omega Ratio Rank: 23
VWUAX Calmar Ratio Rank: 22
VWUAX Martin Ratio Rank: 20

^DWRTFT

^DWRTFT Risk / Return Rank: 31
^DWRTFT Sharpe Ratio Rank: 32
^DWRTFT Sortino Ratio Rank: 29
^DWRTFT Omega Ratio Rank: 30
^DWRTFT Calmar Ratio Rank: 31
^DWRTFT Martin Ratio Rank: 34

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.

VWUAX vs. ^DWRTFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Dow Jones U.S. Select REIT Total Return Index (^DWRTFT). 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.

	VWUAX	^DWRTFT	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.47	+0.10
Sortino ratio Return per unit of downside risk	0.98	0.75	+0.23
Omega ratio Gain probability vs. loss probability	1.14	1.10	+0.04
Calmar ratio Return relative to maximum drawdown	0.68	0.60	+0.09
Martin ratio Return relative to average drawdown	2.22	2.60	-0.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWUAX vs. ^DWRTFT - Sharpe Ratio Comparison

The current VWUAX Sharpe Ratio is 0.57, which is comparable to the ^DWRTFT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VWUAX and ^DWRTFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VWUAX	^DWRTFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	0.47	+0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.28	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.23	+0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.39	-0.01

Correlation

The correlation between VWUAX and ^DWRTFT is 0.53, 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.

Drawdowns

VWUAX vs. ^DWRTFT - Drawdown Comparison

The maximum VWUAX drawdown since its inception was -50.37%, smaller than the maximum ^DWRTFT drawdown of -75.15%. Use the drawdown chart below to compare losses from any high point for VWUAX and ^DWRTFT.

Drawdown Indicators

	VWUAX	^DWRTFT	Difference
Max Drawdown Largest peak-to-trough decline	-50.37%	-75.15%	+24.78%
Max Drawdown (1Y) Largest decline over 1 year	-19.12%	-13.32%	-5.80%
Max Drawdown (5Y) Largest decline over 5 years	-50.17%	-32.35%	-17.82%
Max Drawdown (10Y) Largest decline over 10 years	-50.17%	-44.29%	-5.88%
Current Drawdown Current decline from peak	-16.04%	-5.43%	-10.61%
Average Drawdown Average peak-to-trough decline	-12.87%	-12.08%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.90%	3.07%	+2.83%

Volatility

VWUAX vs. ^DWRTFT - Volatility Comparison

Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a higher volatility of 7.12% compared to Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) at 4.53%. This indicates that VWUAX's price experiences larger fluctuations and is considered to be riskier than ^DWRTFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWUAX	^DWRTFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	4.53%	+2.59%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	9.23%	+4.13%
Volatility (1Y) Calculated over the trailing 1-year period	23.65%	16.97%	+6.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.05%	19.07%	+5.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.67%	21.54%	+2.13%