DGEIX vs. VMNVX
DGEIX (DFA Global Equity Portfolio Institutional Class) and VMNVX (Vanguard Global Minimum Volatility Fund Admiral Shares) are both Global Equities funds. Over the past 10 years, DGEIX returned 12.44%/yr vs 8.70%/yr for VMNVX. Their correlation of 0.84 suggests significant overlap in exposure. DGEIX charges 0.25%/yr vs 0.14%/yr for VMNVX.
Performance
DGEIX vs. VMNVX - Performance Comparison
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Returns By Period
In the year-to-date period, DGEIX achieves a 12.33% return, which is significantly higher than VMNVX's 8.02% return. Over the past 10 years, DGEIX has outperformed VMNVX with an annualized return of 12.44%, while VMNVX has yielded a comparatively lower 8.70% annualized return.
DGEIX
- 1D
- -0.63%
- 1M
- 3.25%
- YTD
- 12.33%
- 6M
- 13.05%
- 1Y
- 29.13%
- 3Y*
- 20.29%
- 5Y*
- 10.57%
- 10Y*
- 12.44%
VMNVX
- 1D
- -0.38%
- 1M
- 1.55%
- YTD
- 8.02%
- 6M
- 8.49%
- 1Y
- 13.24%
- 3Y*
- 13.53%
- 5Y*
- 9.09%
- 10Y*
- 8.70%
DGEIX vs. VMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 12.33% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 8.02% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
Correlation
The correlation between DGEIX and VMNVX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | 0.84 |
Over the past year, the correlation between DGEIX and VMNVX has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
DGEIX vs. VMNVX — Risk / Return Rank
DGEIX
VMNVX
DGEIX vs. VMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.
| DGEIX | VMNVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.33 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.05 | +1.26 |
| Martin ratioReturn relative to average drawdown | 14.52 | 8.01 | +6.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGEIX | VMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 1.87 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.96 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.73 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.79 | -0.28 |
Drawdowns
DGEIX vs. VMNVX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for DGEIX and VMNVX.
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Drawdown Indicators
| DGEIX | VMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -33.11% | -26.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -6.24% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -7.93% | -9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -12.93% | -12.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -33.11% | -3.89% |
Current DrawdownCurrent decline from peak | -0.63% | -0.55% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -2.81% | -5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.60% | +0.42% |
Volatility
DGEIX vs. VMNVX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 3.31% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 1.99%. This indicates that DGEIX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGEIX | VMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 1.99% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 5.11% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 6.84% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 9.53% | +6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 11.96% | +4.91% |
DGEIX vs. VMNVX - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is higher than VMNVX's 0.14% 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
DGEIX vs. VMNVX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 2.70%, less than VMNVX's 9.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 2.70% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.32% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
Frequently Asked Questions
DGEIX and VMNVX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGEIX has higher volatility (3.31%) compared to VMNVX (1.99%). In terms of maximum drawdown, DGEIX dropped -59.77% vs VMNVX's -33.11%.
DGEIX currently has the higher Sharpe Ratio (2.49 vs 1.87), 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.
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