DX vs. VNQ
Compare and contrast key facts about Dynex Capital, Inc. (DX) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DX or VNQ.
Performance
DX vs. VNQ - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DX having a 10.15% return and VNQ slightly higher at 10.50%. Over the past 10 years, DX has underperformed VNQ with an annualized return of 4.45%, while VNQ has yielded a comparatively higher 6.01% annualized return.
DX
10.15%
-0.09%
6.33%
23.75%
5.32%
4.45%
VNQ
10.50%
-0.82%
15.80%
24.89%
4.61%
6.01%
Key characteristics
| DX | VNQ | |
|---|---|---|
| Sharpe Ratio | 1.16 | 1.48 |
| Sortino Ratio | 1.61 | 2.09 |
| Omega Ratio | 1.21 | 1.26 |
| Calmar Ratio | 0.40 | 0.89 |
| Martin Ratio | 7.07 | 5.33 |
| Ulcer Index | 3.35% | 4.50% |
| Daily Std Dev | 20.31% | 16.22% |
| Max Drawdown | -99.12% | -73.07% |
| Current Drawdown | -48.92% | -8.85% |
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Correlation
The correlation between DX and VNQ is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
DX vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) and Vanguard Real Estate ETF (VNQ). 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
DX vs. VNQ - Dividend Comparison
DX's dividend yield for the trailing twelve months is around 12.57%, more than VNQ's 3.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX Dynex Capital, Inc. | 12.57% | 12.46% | 12.26% | 9.34% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% | 12.12% | 14.00% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
DX vs. VNQ - Drawdown Comparison
The maximum DX drawdown since its inception was -99.12%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for DX and VNQ. For additional features, visit the drawdowns tool.
Volatility
DX vs. VNQ - Volatility Comparison
The current volatility for Dynex Capital, Inc. (DX) is 4.11%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.77%. This indicates that DX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.