DFGEX vs. VNQI
DFGEX (DFA Global Real Estate Securities Portfolio) and VNQI (Vanguard Global ex-U.S. Real Estate ETF) are both REIT funds. Over the past 10 years, DFGEX returned 3.59%/yr vs 2.19%/yr for VNQI. Their 0.70 correlation means they have sometimes moved together and sometimes differently. DFGEX charges 0.14%/yr vs 0.12%/yr for VNQI.
Performance
DFGEX vs. VNQI - Performance Comparison
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Returns By Period
In the year-to-date period, DFGEX achieves a 14.33% return, which is significantly higher than VNQI's 0.41% return. Over the past 10 years, DFGEX has outperformed VNQI with an annualized return of 3.59%, while VNQI has yielded a comparatively lower 2.19% annualized return.
DFGEX
- 1D
- -0.50%
- 1M
- 2.31%
- 6M
- 11.45%
- YTD
- 14.33%
- 1Y
- 17.56%
- 3Y*
- 10.00%
- 5Y*
- 2.44%
- 10Y*
- 3.59%
- ALL TIME*
- 5.71%
VNQI
- 1D
- -1.14%
- 1M
- 1.54%
- 6M
- -3.98%
- YTD
- 0.41%
- 1Y
- 5.97%
- 3Y*
- 8.04%
- 5Y*
- -0.65%
- 10Y*
- 2.19%
- ALL TIME*
- 3.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $9.76M | $10.10M | $13.18M |
DFGEX vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 14.33% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.41% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Correlation
The correlation between DFGEX and VNQI is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.70 |
The correlation between DFGEX and VNQI has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
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Return for Risk
DFGEX vs. VNQI — Risk / Return Rank
DFGEX
VNQI
DFGEX vs. VNQI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFGEX | VNQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.09 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 0.45 | +1.35 |
| Martin ratioReturn relative to average drawdown | 6.48 | 1.03 | +5.45 |
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Drawdowns
DFGEX vs. VNQI - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, 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.
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Drawdown Indicators
| DFGEX | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -38.35% | -4.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -14.78% | +5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -16.35% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -34.92% | +2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -38.35% | -4.32% |
Current DrawdownCurrent decline from peak | -0.58% | -9.32% | +8.74% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -10.88% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 6.45% | -3.92% |
Volatility
DFGEX vs. VNQI - Volatility Comparison
The current volatility for DFA Global Real Estate Securities Portfolio (DFGEX) is 3.24%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 3.59%. 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.
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Volatility by Period
| DFGEX | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 3.59% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 12.15% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 13.93% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 15.57% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 15.92% | +1.79% |
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%.
Dividends
DFGEX vs. VNQI - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.56%, less than VNQI's 4.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.56% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.68% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Frequently Asked Questions
DFGEX and VNQI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQI has higher volatility (3.59%) compared to DFGEX (3.24%). In terms of maximum drawdown, DFGEX dropped -42.67% vs VNQI's -38.35%.
DFGEX currently has the higher Sharpe Ratio (1.35 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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