Vanguard Real Estate Index Fund ETF Shares (VNQ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Real Estate Index Fund ETF Shares (VNQ): 1Y return 10.3%, Sharpe ratio 0.77, volatility 13.4%, max drawdown -8.3%. A ETF in the Equity asset class. Compare VNQ with other assets and invest through your own broker with pfolio.
Vanguard Real Estate Index Fund ETF Shares (VNQ) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VNQ Performance
- MTD
- Return: -1.3%, Sharpe: -1.45, Volatility: 11.6%, Max Drawdown: -2.7%
- YTD
- Return: 12.5%, Sharpe: 1.29, Volatility: 14.2%, Max Drawdown: -8.3%
- 1Y
- Return: 10.3%, Sharpe: 0.77, Volatility: 13.4%, Max Drawdown: -8.3%
- 5Y
- Return: 10.6%, Sharpe: 0.20, Volatility: 18.5%, Max Drawdown: -34.5%
- 10Y
- Return: 64.6%, Sharpe: 0.34, Volatility: 20.4%, Max Drawdown: -42.4%
Frequently Asked Questions
- What is Vanguard Real Estate Index Fund ETF Shares (VNQ)?
- Vanguard Real Estate Index Fund ETF Shares (VNQ) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does VNQ compare to other assets?
- You can compare VNQ with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VNQ through pfolio?
- pfolio helps you build diversified portfolios that may include VNQ. You invest through your own broker — pfolio provides the analytics.