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. 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.
Performance
DILRX vs. GNR - Performance Comparison
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DILRX vs. GNR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | -0.70% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 26.41% |
GNR SPDR S&P Global Natural Resources ETF | 19.84% | 28.68% | -8.27% | 2.95% | 10.20% | 24.73% | -0.03% | 16.49% | -13.19% | 22.64% |
Returns By Period
In the year-to-date period, DILRX achieves a -0.70% return, which is significantly lower than GNR's 19.84% return. Over the past 10 years, DILRX has underperformed GNR with an annualized return of 8.36%, while GNR has yielded a comparatively higher 11.63% annualized return.
DILRX
- 1D
- 3.24%
- 1M
- -8.11%
- YTD
- -0.70%
- 6M
- 0.80%
- 1Y
- 17.28%
- 3Y*
- 11.01%
- 5Y*
- 6.10%
- 10Y*
- 8.36%
GNR
- 1D
- -0.27%
- 1M
- -1.86%
- YTD
- 19.84%
- 6M
- 27.71%
- 1Y
- 43.54%
- 3Y*
- 13.30%
- 5Y*
- 11.99%
- 10Y*
- 11.63%
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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.
Return for Risk
DILRX vs. GNR — Risk / Return Rank
DILRX
GNR
DILRX vs. GNR - Risk-Adjusted Trends 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.
| DILRX | GNR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 2.11 | -1.06 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.71 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.98 | -1.68 |
Martin ratioReturn relative to average drawdown | 5.25 | 15.59 | -10.34 |
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
| DILRX | GNR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 2.11 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.53 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.26 | +0.22 |
Correlation
The correlation between DILRX and GNR is 0.71, 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.
Dividends
DILRX vs. GNR - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.96%, less than GNR's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.96% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
GNR SPDR S&P Global Natural Resources ETF | 2.31% | 2.76% | 4.73% | 3.37% | 4.37% | 3.44% | 2.78% | 3.84% | 3.51% | 2.40% | 2.06% | 4.59% |
Drawdowns
DILRX vs. GNR - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.19%, 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.
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Drawdown Indicators
| DILRX | GNR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -51.37% | +19.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -14.80% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -25.66% | -6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | -48.59% | +16.40% |
Current DrawdownCurrent decline from peak | -9.47% | -1.86% | -7.61% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -15.10% | +8.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.83% | +0.21% |
Volatility
DILRX vs. GNR - Volatility Comparison
DFA International Large Cap Growth Portfolio (DILRX) has a higher volatility of 8.06% compared to SPDR S&P Global Natural Resources ETF (GNR) at 5.51%. This indicates that DILRX's price experiences larger fluctuations and is considered to be riskier than GNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DILRX | GNR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.51% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 13.76% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 20.70% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 20.35% | -4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 22.01% | -6.24% |