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DFGEX vs. VNQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DFGEXVNQI
YTD Return-2.14%0.61%
1Y Return8.42%8.38%
3Y Return (Ann)-1.55%-5.77%
5Y Return (Ann)1.88%-2.07%
10Y Return (Ann)4.43%1.11%
Sharpe Ratio0.380.45
Daily Std Dev16.67%15.42%
Max Drawdown-62.57%-38.35%
Current Drawdown-18.36%-21.57%

Correlation

-0.50.00.51.00.7

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

In the year-to-date period, DFGEX achieves a -2.14% return, which is significantly lower than VNQI's 0.61% return. Over the past 10 years, DFGEX has outperformed VNQI with an annualized return of 4.43%, while VNQI has yielded a comparatively lower 1.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
127.49%
44.24%
DFGEX
VNQI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFA Global Real Estate Securities Portfolio

Vanguard Global ex-U.S. Real Estate ETF

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%.


DFGEX
DFA Global Real Estate Securities Portfolio
Expense ratio chart for DFGEX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


DFGEX
Sharpe ratio
The chart of Sharpe ratio for DFGEX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.000.38
Sortino ratio
The chart of Sortino ratio for DFGEX, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.0012.000.67
Omega ratio
The chart of Omega ratio for DFGEX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.08
Calmar ratio
The chart of Calmar ratio for DFGEX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.000.19
Martin ratio
The chart of Martin ratio for DFGEX, currently valued at 0.98, compared to the broader market0.0020.0040.0060.000.98
VNQI
Sharpe ratio
The chart of Sharpe ratio for VNQI, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.000.45
Sortino ratio
The chart of Sortino ratio for VNQI, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.0010.0012.000.77
Omega ratio
The chart of Omega ratio for VNQI, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.09
Calmar ratio
The chart of Calmar ratio for VNQI, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.000.19
Martin ratio
The chart of Martin ratio for VNQI, currently valued at 1.31, compared to the broader market0.0020.0040.0060.001.31

DFGEX vs. VNQI - Sharpe Ratio Comparison

The current DFGEX Sharpe Ratio is 0.38, which roughly equals the VNQI Sharpe Ratio of 0.45. The chart below compares the 12-month rolling Sharpe Ratio of DFGEX and VNQI.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80December2024FebruaryMarchAprilMay
0.38
0.45
DFGEX
VNQI

Dividends

DFGEX vs. VNQI - Dividend Comparison

DFGEX's dividend yield for the trailing twelve months is around 3.43%, less than VNQI's 3.71% yield.


TTM20232022202120202019201820172016201520142013
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%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
3.71%3.74%0.57%6.48%0.93%7.58%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 -62.57%, 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.


-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%December2024FebruaryMarchAprilMay
-18.36%
-21.57%
DFGEX
VNQI

Volatility

DFGEX vs. VNQI - Volatility Comparison

The current volatility for DFA Global Real Estate Securities Portfolio (DFGEX) is 3.84%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 4.48%. This indicates that DFGEX experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
3.84%
4.48%
DFGEX
VNQI