DFITX vs. VGRLX
DFITX (DFA International Real Estate Securities) and VGRLX (Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares) are both REIT funds. Over the past 10 years, DFITX returned 1.65%/yr vs 2.67%/yr for VGRLX. Their correlation of 0.89 suggests significant overlap in exposure. DFITX charges 0.27%/yr vs 0.12%/yr for VGRLX.
Performance
DFITX vs. VGRLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFITX achieves a -1.32% return, which is significantly higher than VGRLX's -2.84% return. Over the past 10 years, DFITX has underperformed VGRLX with an annualized return of 1.65%, while VGRLX has yielded a comparatively higher 2.67% annualized return.
DFITX
- 1D
- -0.27%
- 1M
- 0.00%
- YTD
- -1.32%
- 6M
- -0.27%
- 1Y
- 5.48%
- 3Y*
- 6.45%
- 5Y*
- -0.60%
- 10Y*
- 1.65%
VGRLX
- 1D
- -0.59%
- 1M
- -2.42%
- YTD
- -2.84%
- 6M
- -2.98%
- 1Y
- 3.52%
- 3Y*
- 9.02%
- 5Y*
- -1.52%
- 10Y*
- 2.67%
DFITX vs. VGRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | -1.32% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | -2.84% | 22.00% | -2.42% | 6.19% | -22.36% | 5.65% | -6.91% | 21.44% | -9.55% | 26.53% |
Correlation
The correlation between DFITX and VGRLX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2010 | 0.89 |
The correlation between DFITX and VGRLX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFITX vs. VGRLX — Risk / Return Rank
DFITX
VGRLX
DFITX vs. VGRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Real Estate Securities (DFITX) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX). 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.
| DFITX | VGRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.07 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.32 | +0.09 |
| Martin ratioReturn relative to average drawdown | 1.25 | 0.86 | +0.40 |
Loading charts...
Drawdowns
DFITX vs. VGRLX - Drawdown Comparison
The maximum DFITX drawdown since its inception was -73.49%, which is greater than VGRLX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for DFITX and VGRLX.
Loading charts...
Drawdown Indicators
| DFITX | VGRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -38.77% | -34.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -14.35% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -15.81% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -34.74% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -45.26% | -38.77% | -6.49% |
Current DrawdownCurrent decline from peak | -7.97% | -11.94% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -18.07% | -10.85% | -7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 5.29% | -1.34% |
Volatility
DFITX vs. VGRLX - Volatility Comparison
DFA International Real Estate Securities (DFITX) and Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) have volatilities of 3.82% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFITX | VGRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.71% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.53% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 12.35% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 14.01% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 14.78% | +1.69% |
DFITX vs. VGRLX - Expense Ratio Comparison
DFITX has a 0.27% expense ratio, which is higher than VGRLX'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
DFITX vs. VGRLX - Dividend Comparison
DFITX's dividend yield for the trailing twelve months is around 6.76%, more than VGRLX's 4.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 6.76% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | 4.83% | 4.69% | 5.17% | 3.74% | 0.56% | 6.49% | 0.92% | 7.76% | 4.62% | 3.86% | 5.17% | 2.84% |
Frequently Asked Questions
DFITX and VGRLX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFITX has higher volatility (3.82%) compared to VGRLX (3.71%). In terms of maximum drawdown, DFITX dropped -73.49% vs VGRLX's -38.77%.
DFITX currently has the higher Sharpe Ratio (0.41 vs 0.37), 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.
Find the right allocation for DFITX and VGRLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer