DFGEX vs. VLXVX
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Target Retirement 2065 Fund (VLXVX).
DFGEX is managed by Dimensional Fund Advisors LP. It was launched on Jun 3, 2008. VLXVX is managed by Vanguard. It was launched on Jul 12, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGEX or VLXVX.
Performance
DFGEX vs. VLXVX - Performance Comparison
Returns By Period
In the year-to-date period, DFGEX achieves a 7.89% return, which is significantly lower than VLXVX's 15.83% return.
DFGEX
7.89%
-1.86%
14.11%
20.54%
2.57%
4.87%
VLXVX
15.83%
0.09%
8.08%
22.63%
10.11%
N/A
Key characteristics
| DFGEX | VLXVX | |
|---|---|---|
| Sharpe Ratio | 1.45 | 2.12 |
| Sortino Ratio | 2.06 | 2.94 |
| Omega Ratio | 1.26 | 1.39 |
| Calmar Ratio | 0.83 | 3.25 |
| Martin Ratio | 4.95 | 13.41 |
| Ulcer Index | 4.23% | 1.71% |
| Daily Std Dev | 14.40% | 10.82% |
| Max Drawdown | -62.57% | -31.42% |
| Current Drawdown | -9.99% | -1.36% |
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DFGEX vs. VLXVX - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is higher than VLXVX's 0.08% 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 VLXVX is 0.67, 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. VLXVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Target Retirement 2065 Fund (VLXVX). 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. VLXVX - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.11%, more than VLXVX's 1.78% 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% |
VLXVX Vanguard Target Retirement 2065 Fund | 1.78% | 2.06% | 2.00% | 1.70% | 1.45% | 1.90% | 1.85% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFGEX vs. VLXVX - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -62.57%, which is greater than VLXVX's maximum drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for DFGEX and VLXVX. For additional features, visit the drawdowns tool.
Volatility
DFGEX vs. VLXVX - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) has a higher volatility of 4.04% compared to Vanguard Target Retirement 2065 Fund (VLXVX) at 2.81%. This indicates that DFGEX's price experiences larger fluctuations and is considered to be riskier than VLXVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.