DFITX vs. VNQI
Compare and contrast key facts about DFA International Real Estate Securities (DFITX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
DFITX is managed by Dimensional Fund Advisors LP. It was launched on Feb 28, 2007. 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: DFITX or VNQI.
Key characteristics
| DFITX | VNQI | |
|---|---|---|
| YTD Return | -1.07% | 0.61% |
| 1Y Return | 3.98% | 8.38% |
| 3Y Return (Ann) | -4.81% | -5.77% |
| 5Y Return (Ann) | -1.31% | -2.07% |
| 10Y Return (Ann) | 1.14% | 1.11% |
| Sharpe Ratio | 0.20 | 0.45 |
| Daily Std Dev | 14.69% | 15.42% |
| Max Drawdown | -73.49% | -38.35% |
| Current Drawdown | -19.81% | -21.57% |
Correlation
The correlation between DFITX and VNQI is 0.85, 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
DFITX vs. VNQI - Performance Comparison
In the year-to-date period, DFITX achieves a -1.07% return, which is significantly lower than VNQI's 0.61% return. Both investments have delivered pretty close results over the past 10 years, with DFITX having a 1.14% annualized return and VNQI not far behind at 1.11%. 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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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%.
Risk-Adjusted Performance
DFITX vs. VNQI - Risk-Adjusted Performance 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.
Dividends
DFITX vs. VNQI - Dividend Comparison
DFITX's dividend yield for the trailing twelve months is around 5.10%, more than VNQI's 3.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 5.10% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% | 6.32% | 5.20% |
VNQI 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
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. For additional features, visit the drawdowns tool.
Volatility
DFITX vs. VNQI - Volatility Comparison
The current volatility for DFA International Real Estate Securities (DFITX) is 4.08%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 4.48%. 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.