DFGEX vs. VNQI
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
DFGEX is managed by Dimensional Fund Advisors LP. It was launched on Jun 3, 2008. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGEX or VNQI.
Correlation
The correlation between DFGEX and VNQI is 0.73, 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. VNQI - Performance Comparison
Key characteristics
DFGEX:
0.24
VNQI:
-0.05
DFGEX:
0.42
VNQI:
0.03
DFGEX:
1.05
VNQI:
1.00
DFGEX:
0.13
VNQI:
-0.02
DFGEX:
0.73
VNQI:
-0.13
DFGEX:
4.72%
VNQI:
5.31%
DFGEX:
14.12%
VNQI:
14.06%
DFGEX:
-62.58%
VNQI:
-38.35%
DFGEX:
-17.81%
VNQI:
-23.60%
Returns By Period
In the year-to-date period, DFGEX achieves a 2.53% return, which is significantly higher than VNQI's -2.00% return. Over the past 10 years, DFGEX has outperformed VNQI with an annualized return of 3.14%, while VNQI has yielded a comparatively lower 0.92% annualized return.
DFGEX
2.53%
-5.48%
6.47%
3.44%
0.08%
3.14%
VNQI
-2.00%
-1.72%
2.63%
-0.69%
-4.34%
0.92%
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DFGEX vs. VNQI - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is higher than VNQI'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. VNQI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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. VNQI - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.76%, less than VNQI's 5.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.76% | 3.36% | 1.47% | 3.58% | 2.00% | 5.90% | 5.09% | 3.08% | 4.73% | 2.44% | 3.74% | 3.63% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 5.15% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
Drawdowns
DFGEX vs. VNQI - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -62.58%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for DFGEX and VNQI. For additional features, visit the drawdowns tool.
Volatility
DFGEX vs. VNQI - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) has a higher volatility of 4.89% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.91%. This indicates that DFGEX's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.