Vanguard Real Estate Index Fund
Ticker
VNQ
ISIN
US922908553
Price
USD 94.82
Change Today
-0.12 / -0.126 %
Price 1 year ago
75.96 / 24.828 %
Morningstar
3
52 Week Low
75.92
52 Week High
98.14
200 Day Moving Average 87.25
87.25
50-day Moving Average
95.78
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.66 |
| Sortino Ratio | 0.83 |
| Maximum Drawdown | -3.19% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -27.98 |
1 year
| Parameter | Value |
|---|---|
| Return | 3.87 |
| Volatility | 6.978% |
| Alpha | -2.40 |
| Beta | None |
| R Squared | +84.28 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.787% |
| Average Annual Volatility | 29.185% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.39 |
| Maximum Drawdown | -72.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.17 |
Company information
Summary
The investment seeks to provide a high level of income and moderate long-term capital appreciation by tracking the performance of the MSCI US Investable Market Real Estate 25/50 Index that measures the performance of publicly traded equity REITs and other real estate-related investments. The advisor attempts to track the index by investing all, or substantially all, of its assets-either directly or indirectly through a wholly owned subsidiary, which is itself a registered investment company-in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index. The fund is non-diversified.
Market
US
Category
Real Estate
Expense Ratio
0.12%
Fund family
Vanguard
Morningstar
3
Yield
0.0219
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 98.59% |
| Communication services | 0.53% |
| Technology | 0.06% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 99.98 |
| Canada | 0.02 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| VRTPX | Vanguard Real Estate II Index | 11.53% |
| AMT | American Tower Corp | 7.49% |
| PLD | Prologis Inc | 5.62% |
| CCI | Crown Castle International Corp | 4.69% |
| EQIX | Equinix Inc | 4.23% |
| PSA | Public Storage | 2.87% |
| DLR | Digital Realty Trust Inc | 2.55% |
| SPG | Simon Property Group Inc | 2.43% |
| SBAC | SBA Communications Corp | 2.21% |
| WELL | Welltower Inc | 2.06% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EWRE | Invesco S&P 500 Equal Weight Real Estate ETF | IE00BM8QRY6 | PCX | 0.40% | 4 | -3.17 | |
| INDS | Pacer Benchmark Industrial Real Estate SCTR ETF | US69374H766 | PCX | 0.60% | 5 | -7.76 | -- |
| PSR | Invesco Active U.S. Real Estate Fund | US46090A101 | PCX | 0.35% | 4 | -1.18 | |
| REZ | iShares Residential and Multisector Real Estate ETF | US4642885622 | PCX | 0.48% | 4 | -10.11 | |
| TRET.AS | VanEck Global Real Estate UCITS ETF | NL0009690239 | AMS | 0.25% | 4 | -1.84 | |
| TRET.L | VanEck Global Real Estate UCITS ETF | NL000969023 | LSE | 0.25% | 4 | ||
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XRES.L | Invesco Real Estate S&P US Select Sector UCITS ETF | IE00BYM8JD5 | LSE | 0.14% | 4 | -1.34 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.