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.
Key characteristics
DFGEX | VNQI | |
---|---|---|
YTD Return | -2.14% | 0.61% |
1Y Return | 8.42% | 8.38% |
3Y Return (Ann) | -1.55% | -5.77% |
5Y Return (Ann) | 1.88% | -2.07% |
10Y Return (Ann) | 4.43% | 1.11% |
Sharpe Ratio | 0.38 | 0.45 |
Daily Std Dev | 16.67% | 15.42% |
Max Drawdown | -62.57% | -38.35% |
Current Drawdown | -18.36% | -21.57% |
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
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.
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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 3.43%, less than VNQI's 3.71% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.