DILRX vs. GNR
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and SPDR S&P Global Natural Resources ETF (GNR).
DILRX is managed by Dimensional Fund Advisors LP. It was launched on Dec 19, 2012. GNR is a passively managed fund by State Street that tracks the performance of the S&P Global Natural Resources Index. It was launched on Sep 13, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DILRX or GNR.
Correlation
The correlation between DILRX and GNR is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DILRX vs. GNR - Performance Comparison
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Key characteristics
DILRX:
0.67
GNR:
-0.30
DILRX:
1.04
GNR:
-0.31
DILRX:
1.14
GNR:
0.96
DILRX:
0.85
GNR:
-0.30
DILRX:
2.27
GNR:
-0.74
DILRX:
4.79%
GNR:
8.50%
DILRX:
16.40%
GNR:
19.79%
DILRX:
-32.44%
GNR:
-51.37%
DILRX:
0.00%
GNR:
-7.56%
Returns By Period
In the year-to-date period, DILRX achieves a 13.25% return, which is significantly higher than GNR's 7.58% return. Over the past 10 years, DILRX has outperformed GNR with an annualized return of 6.10%, while GNR has yielded a comparatively lower 4.84% annualized return.
DILRX
13.25%
8.42%
10.87%
10.84%
11.09%
6.10%
GNR
7.58%
7.86%
2.15%
-5.92%
13.81%
4.84%
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DILRX vs. GNR - Expense Ratio Comparison
DILRX has a 0.29% expense ratio, which is lower than GNR's 0.40% expense ratio.
Risk-Adjusted Performance
DILRX vs. GNR — Risk-Adjusted Performance Rank
DILRX
GNR
DILRX vs. GNR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) and SPDR S&P Global Natural Resources ETF (GNR). 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.
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Dividends
DILRX vs. GNR - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.61%, less than GNR's 4.40% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.61% | 2.03% | 1.95% | 2.56% | 1.77% | 1.33% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% | 2.44% |
GNR SPDR S&P Global Natural Resources ETF | 4.40% | 4.73% | 3.37% | 4.37% | 3.44% | 2.78% | 3.84% | 3.51% | 2.40% | 2.06% | 4.60% | 2.59% |
Drawdowns
DILRX vs. GNR - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.44%, smaller than the maximum GNR drawdown of -51.37%. Use the drawdown chart below to compare losses from any high point for DILRX and GNR. For additional features, visit the drawdowns tool.
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Volatility
DILRX vs. GNR - Volatility Comparison
The current volatility for DFA International Large Cap Growth Portfolio (DILRX) is 2.92%, while SPDR S&P Global Natural Resources ETF (GNR) has a volatility of 3.92%. This indicates that DILRX experiences smaller price fluctuations and is considered to be less risky than GNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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