DFGEX vs. VNQ
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Real Estate ETF (VNQ).
DFGEX is managed by Dimensional Fund Advisors LP. It was launched on Jun 3, 2008. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGEX or VNQ.
Key characteristics
| DFGEX | VNQ | |
|---|---|---|
| YTD Return | -2.14% | -3.03% |
| 1Y Return | 8.42% | 10.94% |
| 3Y Return (Ann) | -1.55% | -0.75% |
| 5Y Return (Ann) | 1.88% | 3.11% |
| 10Y Return (Ann) | 4.43% | 5.45% |
| Sharpe Ratio | 0.38 | 0.43 |
| Daily Std Dev | 16.67% | 18.89% |
| Max Drawdown | -62.57% | -73.07% |
| Current Drawdown | -18.36% | -20.01% |
Correlation
The correlation between DFGEX and VNQ is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFGEX vs. VNQ - Performance Comparison
In the year-to-date period, DFGEX achieves a -2.14% return, which is significantly higher than VNQ's -3.03% return. Over the past 10 years, DFGEX has underperformed VNQ with an annualized return of 4.43%, while VNQ has yielded a comparatively higher 5.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFGEX vs. VNQ - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is higher than VNQ's 0.12% 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%.
Risk-Adjusted Performance
DFGEX vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.43%, less than VNQ's 4.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.43% | 3.36% | 5.70% | 4.50% | 2.29% | 8.00% | 5.09% | 3.72% | 5.06% | 2.45% | 3.75% | 3.63% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
DFGEX vs. VNQ - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -62.57%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for DFGEX and VNQ. For additional features, visit the drawdowns tool.
Volatility
DFGEX vs. VNQ - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Real Estate ETF (VNQ) have volatilities of 3.84% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.