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.
Key characteristics
| DX | VNQ | |
|---|---|---|
| YTD Return | -2.73% | -9.13% |
| 1Y Return | 16.02% | 0.38% |
| 3Y Return (Ann) | -6.99% | -3.54% |
| 5Y Return (Ann) | 2.24% | 1.99% |
| 10Y Return (Ann) | 3.69% | 4.97% |
| Sharpe Ratio | 0.45 | -0.02 |
| Daily Std Dev | 26.78% | 18.87% |
| Max Drawdown | -99.12% | -73.07% |
| Current Drawdown | -54.89% | -25.04% |
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.
Performance
DX vs. VNQ - Performance Comparison
In the year-to-date period, DX achieves a -2.73% return, which is significantly higher than VNQ's -9.13% return. Over the past 10 years, DX has underperformed VNQ with an annualized return of 3.69%, while VNQ has yielded a comparatively higher 4.97% annualized return. 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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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 13.37%, more than VNQ's 4.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX Dynex Capital, Inc. | 13.37% | 12.46% | 12.26% | 8.89% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% | 12.12% | 14.00% |
VNQ Vanguard Real Estate ETF | 4.34% | 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
Dynex Capital, Inc. (DX) has a higher volatility of 7.77% compared to Vanguard Real Estate ETF (VNQ) at 5.99%. This indicates that DX's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.