DFGEX vs. VITAX
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
DFGEX is managed by Dimensional Fund Advisors LP. It was launched on Jun 3, 2008. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGEX or VITAX.
Performance
DFGEX vs. VITAX - Performance Comparison
Returns By Period
In the year-to-date period, DFGEX achieves a 7.89% return, which is significantly lower than VITAX's 28.62% return. Over the past 10 years, DFGEX has underperformed VITAX with an annualized return of 4.87%, while VITAX has yielded a comparatively higher 20.73% annualized return.
DFGEX
7.89%
-1.86%
14.11%
20.54%
2.57%
4.87%
VITAX
28.62%
2.12%
14.99%
35.48%
22.76%
20.73%
Key characteristics
| DFGEX | VITAX | |
|---|---|---|
| Sharpe Ratio | 1.45 | 1.70 |
| Sortino Ratio | 2.06 | 2.23 |
| Omega Ratio | 1.26 | 1.30 |
| Calmar Ratio | 0.83 | 2.37 |
| Martin Ratio | 4.95 | 8.50 |
| Ulcer Index | 4.23% | 4.25% |
| Daily Std Dev | 14.40% | 21.19% |
| Max Drawdown | -62.57% | -54.81% |
| Current Drawdown | -9.99% | -0.95% |
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DFGEX vs. VITAX - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is higher than VITAX's 0.10% 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%.
Correlation
The correlation between DFGEX and VITAX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DFGEX vs. VITAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.
Dividends
DFGEX vs. VITAX - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.11%, more than VITAX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.11% | 3.36% | 1.47% | 3.58% | 2.00% | 5.90% | 5.09% | 3.08% | 4.73% | 2.44% | 3.74% | 3.63% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
DFGEX vs. VITAX - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -62.57%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for DFGEX and VITAX. For additional features, visit the drawdowns tool.
Volatility
DFGEX vs. VITAX - Volatility Comparison
The current volatility for DFA Global Real Estate Securities Portfolio (DFGEX) is 4.04%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.45%. This indicates that DFGEX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.