VXUS vs. RLTY
VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index, while RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) is a stock. Over the past 3 years, VXUS returned 18.62%/yr vs 14.37%/yr for RLTY. At a 0.47 correlation, their price movements are largely independent.
Performance
VXUS vs. RLTY - Performance Comparison
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Returns By Period
In the year-to-date period, VXUS achieves a 15.66% return, which is significantly higher than RLTY's 9.57% return.
VXUS
- 1D
- 1.17%
- 1M
- 3.20%
- YTD
- 15.66%
- 6M
- 16.85%
- 1Y
- 34.05%
- 3Y*
- 18.62%
- 5Y*
- 9.33%
- 10Y*
- 10.00%
RLTY
- 1D
- 0.19%
- 1M
- -1.27%
- YTD
- 9.57%
- 6M
- 11.78%
- 1Y
- 11.76%
- 3Y*
- 14.37%
- 5Y*
- —
- 10Y*
- —
VXUS vs. RLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 15.66% | 32.35% | 5.08% | 15.86% | -11.40% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 9.57% | 8.56% | 15.40% | 14.05% | -28.45% |
Correlation
The correlation between VXUS and RLTY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.47 |
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Return for Risk
VXUS vs. RLTY — Risk / Return Rank
VXUS
RLTY
VXUS vs. RLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VXUS | RLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.16 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 1.05 | +1.89 |
| Martin ratioReturn relative to average drawdown | 11.32 | 3.48 | +7.84 |
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Drawdowns
VXUS vs. RLTY - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum RLTY drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for VXUS and RLTY.
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Drawdown Indicators
| VXUS | RLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -35.44% | -0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -11.40% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -20.81% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.97% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -13.62% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.43% | -0.51% |
Volatility
VXUS vs. RLTY - Volatility Comparison
Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.45% compared to Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) at 3.99%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than RLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXUS | RLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 3.99% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 10.30% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 13.32% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 22.67% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 22.67% | -5.47% |
Dividends
VXUS vs. RLTY - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 3.08%, less than RLTY's 8.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 8.55% | 8.98% | 8.93% | 9.18% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.52% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
VXUS and RLTY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.45%) compared to RLTY (3.99%). In terms of maximum drawdown, VXUS dropped -35.97% vs RLTY's -35.44%.
VXUS currently has the higher Sharpe Ratio (2.06 vs 0.90), 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.
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