VWUAX vs. ^DWRTFT

Last updated Jun 5, 2026

VWUAX (Vanguard U.S. Growth Fund Admiral Shares) is Large Cap Growth Equities fund managed by Vanguard, while ^DWRTFT (Dow Jones U.S. Select REIT Total Return Index) is an index. Over the past 10 years, VWUAX returned 16.02%/yr vs 5.76%/yr for ^DWRTFT. A 0.53 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, VWUAX achieves a 3.27% return, which is significantly lower than ^DWRTFT's 13.68% return. Over the past 10 years, VWUAX has outperformed ^DWRTFT with an annualized return of 16.02%, while ^DWRTFT has yielded a comparatively lower 5.76% annualized return.

VWUAX

• 1D: -1.47%
• 1M: 4.41%
• YTD: 3.27%
• 6M: 1.73%
• 1Y: 15.41%
• 3Y*: 21.80%
• 5Y*: 6.60%
• 10Y*: 16.02%

^DWRTFT

• 1D: 1.40%
• 1M: 0.47%
• YTD: 13.68%
• 6M: 12.58%
• 1Y: 17.56%
• 3Y*: 12.37%
• 5Y*: 4.92%
• 10Y*: 5.76%

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

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	3.27%	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	13.68%	3.67%	8.10%	13.96%	-25.96%	45.91%	-11.20%	23.10%	-4.22%	3.76%

Correlation

The correlation between VWUAX and ^DWRTFT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Aug 14, 2001	0.53

Over the past year, the correlation between VWUAX and ^DWRTFT has dropped to 0.10 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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: 11
VWUAX Sharpe Ratio Rank: 13
VWUAX Sortino Ratio Rank: 12
VWUAX Omega Ratio Rank: 13
VWUAX Calmar Ratio Rank: 9
VWUAX Martin Ratio Rank: 9

^DWRTFT

^DWRTFT Risk / Return Rank: 51
^DWRTFT Sharpe Ratio Rank: 49
^DWRTFT Sortino Ratio Rank: 48
^DWRTFT Omega Ratio Rank: 49
^DWRTFT Calmar Ratio Rank: 56
^DWRTFT Martin Ratio Rank: 55

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	0.97	1.31	-0.34
Sortino ratio: Return per unit of downside risk	1.39	1.82	-0.42
Omega ratio: Gain probability vs. loss probability	1.18	1.23	-0.05
Calmar ratio: Return relative to maximum drawdown	0.85	2.29	-1.44
Martin ratio: Return relative to average drawdown	2.51	7.55	-5.03
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 0.97, which is comparable to the ^DWRTFT Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of VWUAX and ^DWRTFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VWUAX	^DWRTFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	1.31	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.26	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.27	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.40	+0.01

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%	-7.71%	-11.41%
Max Drawdown (3Y) Largest decline over 3 years	-25.01%	-18.54%	-6.47%
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	-2.22%	-1.88%	-0.34%
Average Drawdown Average peak-to-trough decline	-12.82%	-12.02%	-0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	2.33%	+4.09%

Volatility

VWUAX vs. ^DWRTFT - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) is 4.05%, while Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) has a volatility of 4.36%. This indicates that VWUAX experiences smaller price fluctuations and is considered to be less risky 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	4.05%	4.36%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	12.57%	9.54%	+3.03%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	13.45%	+3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.93%	19.07%	+5.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.71%	21.53%	+2.18%

Frequently Asked Questions

Can I hold both VWUAX and ^DWRTFT in my portfolio?

VWUAX and ^DWRTFT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VWUAX or ^DWRTFT?

^DWRTFT has higher volatility (4.36%) compared to VWUAX (4.05%). In terms of maximum drawdown, VWUAX dropped -50.37% vs ^DWRTFT's -75.15%.

Which has better risk-adjusted returns?

^DWRTFT currently has the higher Sharpe Ratio (1.31 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.