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. 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.
Performance
DFGEX vs. VNQI - Performance Comparison
Loading graphics...
DFGEX vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | -0.76% | 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 | -3.03% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Returns By Period
In the year-to-date period, DFGEX achieves a -0.76% return, which is significantly higher than VNQI's -3.03% return. Over the past 10 years, DFGEX has outperformed VNQI with an annualized return of 3.12%, while VNQI has yielded a comparatively lower 2.45% annualized return.
DFGEX
- 1D
- 0.19%
- 1M
- -8.86%
- YTD
- -0.76%
- 6M
- -1.94%
- 1Y
- 4.00%
- 3Y*
- 5.81%
- 5Y*
- 2.37%
- 10Y*
- 3.12%
VNQI
- 1D
- 2.58%
- 1M
- -12.34%
- YTD
- -3.03%
- 6M
- -2.47%
- 1Y
- 15.08%
- 3Y*
- 7.86%
- 5Y*
- -0.51%
- 10Y*
- 2.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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%.
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.
| DFGEX | VNQI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 1.06 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.51 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.98 | -0.59 |
Martin ratioReturn relative to average drawdown | 1.57 | 4.38 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFGEX | VNQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.06 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.03 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.15 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.20 | +0.09 |
Correlation
The correlation between DFGEX and VNQI is 0.71, 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.
Dividends
DFGEX vs. VNQI - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 4.11%, less than VNQI's 4.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 4.11% | 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 | 4.85% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
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.
Loading graphics...
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 | -10.98% | -14.78% | +3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -35.75% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -38.35% | -4.32% |
Current DrawdownCurrent decline from peak | -8.94% | -12.43% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -10.92% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 3.32% | -0.58% |
Volatility
DFGEX vs. VNQI - Volatility Comparison
The current volatility for DFA Global Real Estate Securities Portfolio (DFGEX) is 3.88%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 6.55%. 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.
Loading graphics...
Volatility by Period
| DFGEX | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 6.55% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 9.50% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.20% | 14.34% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 15.28% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 15.96% | +1.73% |