VGRLX vs. DFGEX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) and DFA Global Real Estate Securities Portfolio (DFGEX).
VGRLX is managed by Vanguard. It was launched on Feb 10, 2011. DFGEX is managed by Dimensional. It was launched on Jun 3, 2008.
Performance
VGRLX vs. DFGEX - Performance Comparison
Loading graphics...
VGRLX vs. DFGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | -5.49% | 22.00% | -2.42% | 6.19% | -22.36% | 5.65% | -6.91% | 21.44% | -9.55% | 26.53% |
DFGEX DFA Global Real Estate Securities Portfolio | -0.76% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
Returns By Period
In the year-to-date period, VGRLX achieves a -5.49% return, which is significantly lower than DFGEX's -0.76% return. Over the past 10 years, VGRLX has underperformed DFGEX with an annualized return of 2.23%, while DFGEX has yielded a comparatively higher 3.12% annualized return.
VGRLX
- 1D
- -0.27%
- 1M
- -14.35%
- YTD
- -5.49%
- 6M
- -4.74%
- 1Y
- 12.39%
- 3Y*
- 6.84%
- 5Y*
- -0.92%
- 10Y*
- 2.23%
DFGEX
- 1D
- 0.19%
- 1M
- -8.86%
- YTD
- -0.76%
- 6M
- -1.94%
- 1Y
- 4.00%
- 3Y*
- 5.81%
- 5Y*
- 2.37%
- 10Y*
- 3.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGRLX vs. DFGEX - Expense Ratio Comparison
VGRLX has a 0.12% expense ratio, which is lower than DFGEX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VGRLX vs. DFGEX — Risk / Return Rank
VGRLX
DFGEX
VGRLX vs. DFGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) and DFA Global Real Estate Securities Portfolio (DFGEX). 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.
| VGRLX | DFGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.33 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.54 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.07 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.39 | +0.38 |
Martin ratioReturn relative to average drawdown | 3.54 | 1.57 | +1.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VGRLX | DFGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.33 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.15 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.18 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.29 | -0.09 |
Correlation
The correlation between VGRLX and DFGEX is 0.69, 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.
Dividends
VGRLX vs. DFGEX - Dividend Comparison
VGRLX's dividend yield for the trailing twelve months is around 4.97%, more than DFGEX's 4.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | 4.97% | 4.69% | 5.17% | 3.74% | 0.56% | 6.49% | 0.92% | 7.76% | 4.62% | 3.86% | 5.17% | 2.84% |
DFGEX DFA Global Real Estate Securities Portfolio | 4.11% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
Drawdowns
VGRLX vs. DFGEX - Drawdown Comparison
The maximum VGRLX drawdown since its inception was -38.77%, smaller than the maximum DFGEX drawdown of -42.67%. Use the drawdown chart below to compare losses from any high point for VGRLX and DFGEX.
Loading graphics...
Drawdown Indicators
| VGRLX | DFGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -42.67% | +3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -10.98% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -35.54% | -32.78% | -2.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.77% | -42.67% | +3.90% |
Current DrawdownCurrent decline from peak | -14.35% | -8.94% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -9.75% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.74% | +0.38% |
Volatility
VGRLX vs. DFGEX - Volatility Comparison
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares (VGRLX) has a higher volatility of 5.00% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 3.88%. This indicates that VGRLX's price experiences larger fluctuations and is considered to be riskier than DFGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VGRLX | DFGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.88% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 7.98% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 14.20% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.77% | 16.22% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.67% | 17.69% | -3.02% |