DFITX vs. VNQI
DFITX (DFA International Real Estate Securities) and VNQI (Vanguard Global ex-U.S. Real Estate ETF) are both REIT funds. Over the past 10 years, DFITX returned 2.20%/yr vs 2.59%/yr for VNQI. Their correlation of 0.86 suggests significant overlap in exposure. DFITX charges 0.27%/yr vs 0.12%/yr for VNQI.
Performance
DFITX vs. VNQI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFITX achieves a -1.32% return, which is significantly higher than VNQI's -3.45% return. Over the past 10 years, DFITX has underperformed VNQI with an annualized return of 2.20%, while VNQI has yielded a comparatively higher 2.59% annualized return.
DFITX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -1.32%
- 6M
- -1.58%
- 1Y
- 4.38%
- 3Y*
- 8.34%
- 5Y*
- -0.88%
- 10Y*
- 2.20%
VNQI
- 1D
- -0.96%
- 1M
- -2.96%
- YTD
- -3.45%
- 6M
- -3.64%
- 1Y
- 2.19%
- 3Y*
- 8.69%
- 5Y*
- -1.70%
- 10Y*
- 2.59%
DFITX vs. VNQI - 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% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -3.45% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Correlation
The correlation between DFITX and VNQI is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2010 | 0.86 |
The correlation between DFITX and VNQI has been stable across timeframes, ranging from 0.86 to 0.88 - 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. VNQI — Risk / Return Rank
DFITX
VNQI
DFITX vs. VNQI - 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 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.
| DFITX | VNQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.04 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.15 | +0.30 |
| Martin ratioReturn relative to average drawdown | 1.39 | 0.40 | +0.99 |
Loading charts...
Drawdowns
DFITX vs. VNQI - Drawdown Comparison
The maximum DFITX drawdown since its inception was -73.49%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for DFITX and VNQI.
Loading charts...
Drawdown Indicators
| DFITX | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -38.35% | -35.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -14.78% | +2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -16.35% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -34.92% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -45.26% | -38.35% | -6.91% |
Current DrawdownCurrent decline from peak | -7.97% | -12.81% | +4.84% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -10.89% | -7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 5.48% | -1.52% |
Volatility
DFITX vs. VNQI - Volatility Comparison
The current volatility for DFA International Real Estate Securities (DFITX) is 3.73%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 4.49%. This indicates that DFITX 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 charts...
Volatility by Period
| DFITX | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.49% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 11.91% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 13.81% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 15.55% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 15.95% | +0.51% |
DFITX vs. VNQI - Expense Ratio Comparison
DFITX has a 0.27% 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
DFITX vs. VNQI - Dividend Comparison
DFITX's dividend yield for the trailing twelve months is around 6.76%, more than VNQI's 4.87% 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% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.87% | 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
DFITX and VNQI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQI has higher volatility (4.49%) compared to DFITX (3.73%). In terms of maximum drawdown, DFITX dropped -73.49% vs VNQI's -38.35%.
DFITX currently has the higher Sharpe Ratio (0.45 vs 0.16), 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 VNQI
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