DFGEX vs. AGG
DFGEX (DFA Global Real Estate Securities Portfolio) and AGG (iShares Core U.S. Aggregate Bond ETF) are both funds - DFGEX is a REIT fund managed by Dimensional, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, DFGEX returned 4.11%/yr vs 1.57%/yr for AGG. At a 0.23 correlation, their price movements are largely independent. DFGEX charges 0.14%/yr vs 0.03%/yr for AGG.
Performance
DFGEX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, DFGEX achieves a 10.89% return, which is significantly higher than AGG's 0.52% return. Over the past 10 years, DFGEX has outperformed AGG with an annualized return of 4.11%, while AGG has yielded a comparatively lower 1.57% annualized return.
DFGEX
- 1D
- 0.35%
- 1M
- 3.29%
- YTD
- 10.89%
- 6M
- 11.70%
- 1Y
- 13.17%
- 3Y*
- 10.06%
- 5Y*
- 2.03%
- 10Y*
- 4.11%
AGG
- 1D
- -0.12%
- 1M
- 0.46%
- YTD
- 0.52%
- 6M
- 0.93%
- 1Y
- 4.87%
- 3Y*
- 4.19%
- 5Y*
- 0.06%
- 10Y*
- 1.57%
DFGEX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 10.89% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.52% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between DFGEX and AGG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.23 |
Over the past year, DFGEX and AGG have become more correlated (0.45) than their long-term average of 0.23, meaning their price movements have been converging.
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Return for Risk
DFGEX vs. AGG — Risk / Return Rank
DFGEX
AGG
DFGEX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| DFGEX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.63 | -0.21 |
| Martin ratioReturn relative to average drawdown | 4.97 | 4.82 | +0.15 |
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Drawdowns
DFGEX vs. AGG - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for DFGEX and AGG.
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Drawdown Indicators
| DFGEX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -18.43% | -24.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -2.76% | -6.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -6.11% | -11.26% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -17.82% | -14.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -18.43% | -24.24% |
Current DrawdownCurrent decline from peak | 0.00% | -1.88% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -2.71% | -6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 0.94% | +1.64% |
Volatility
DFGEX vs. AGG - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) has a higher volatility of 3.97% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that DFGEX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGEX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 1.37% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 2.81% | +6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 3.82% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 6.09% | +10.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 5.41% | +12.31% |
DFGEX vs. AGG - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is higher than AGG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DFGEX vs. AGG - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.67%, less than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
DFGEX DFA Global Real Estate Securities Portfolio | 3.67% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
Frequently Asked Questions
DFGEX and AGG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFGEX has higher volatility (3.97%) compared to AGG (1.37%). In terms of maximum drawdown, DFGEX dropped -42.67% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.19 vs 1.08), 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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