DFGR vs. VNQ
Compare and contrast key facts about Dimensional Global Real Estate ETF (DFGR) and Vanguard Real Estate ETF (VNQ).
DFGR and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFGR is an actively managed fund by Dimensional. It was launched on Dec 6, 2022. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGR or VNQ.
Key characteristics
| DFGR | VNQ | |
|---|---|---|
| YTD Return | 13.37% | 13.99% |
| 1Y Return | 24.65% | 25.37% |
| Sharpe Ratio | 1.60 | 1.49 |
| Daily Std Dev | 16.88% | 18.61% |
| Max Drawdown | -21.28% | -73.07% |
| Current Drawdown | 0.00% | -5.97% |
Correlation
The correlation between DFGR and VNQ is 0.98, 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
DFGR vs. VNQ - Performance Comparison
The year-to-date returns for both investments are quite close, with DFGR having a 13.37% return and VNQ slightly higher at 13.99%. 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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DFGR vs. VNQ - Expense Ratio Comparison
DFGR has a 0.22% expense ratio, which is higher than VNQ'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
DFGR vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Real Estate ETF (DFGR) and Vanguard Real Estate ETF (VNQ). 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
DFGR vs. VNQ - Dividend Comparison
DFGR's dividend yield for the trailing twelve months is around 2.62%, less than VNQ's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 2.62% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.61% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
DFGR vs. VNQ - Drawdown Comparison
The maximum DFGR drawdown since its inception was -21.28%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for DFGR and VNQ. For additional features, visit the drawdowns tool.
Volatility
DFGR vs. VNQ - Volatility Comparison
The current volatility for Dimensional Global Real Estate ETF (DFGR) is 2.67%, while Vanguard Real Estate ETF (VNQ) has a volatility of 3.09%. This indicates that DFGR experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.