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VGRNX vs. DFGEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGRNX vs. DFGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) and DFA Global Real Estate Securities Portfolio (DFGEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGRNX achieves a 1.65% return, which is significantly lower than DFGEX's 14.33% return. Over the past 10 years, VGRNX has underperformed DFGEX with an annualized return of 2.30%, while DFGEX has yielded a comparatively higher 3.59% annualized return.


VGRNX

1D
1.57%
1M
3.47%
6M
-2.82%
YTD
1.65%
1Y
7.42%
3Y*
8.11%
5Y*
-0.35%
10Y*
2.30%
ALL TIME*
3.56%

DFGEX

1D
-0.50%
1M
2.31%
6M
11.45%
YTD
14.33%
1Y
17.56%
3Y*
10.00%
5Y*
2.44%
10Y*
3.59%
ALL TIME*
5.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VGRNX vs. DFGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGRNX
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares
1.65%22.02%-2.40%6.35%-22.47%5.63%-6.90%21.50%-9.54%26.55%
DFGEX
DFA Global Real Estate Securities Portfolio
14.33%7.92%1.92%9.54%-23.84%31.03%-6.71%26.32%-4.12%5.95%

Correlation

The correlation between VGRNX and DFGEX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.71

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.68

The correlation between VGRNX and DFGEX shifts across timeframes, from 0.60 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VGRNX vs. DFGEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VGRNX
VGRNX Risk / Return Rank: 1313
Overall Rank
VGRNX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VGRNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGRNX Omega Ratio Rank: 1414
Omega Ratio Rank
VGRNX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VGRNX Martin Ratio Rank: 99
Martin Ratio Rank

DFGEX
DFGEX Risk / Return Rank: 5050
Overall Rank
DFGEX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DFGEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
DFGEX Omega Ratio Rank: 5151
Omega Ratio Rank
DFGEX Calmar Ratio Rank: 4949
Calmar Ratio Rank
DFGEX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VGRNX 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 Institutional Shares (VGRNX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGRNXDFGEXDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.50

1.80

-1.30

Martin ratioReturn relative to average drawdown

1.13

6.48

-5.35

VGRNX vs. DFGEX - Sharpe Ratio Comparison

The current VGRNX Sharpe Ratio is 0.57, which is lower than the DFGEX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VGRNX and DFGEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGRNX vs. DFGEX - Drawdown Comparison

The maximum VGRNX 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 VGRNX and DFGEX.


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Drawdown Indicators


VGRNXDFGEXDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-42.67%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-9.04%

-5.31%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-17.37%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-32.78%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-42.67%

+3.90%

Current Drawdown

Current decline from peak

-7.90%

-0.58%

-7.32%

Average Drawdown

Average peak-to-trough decline

-10.71%

-9.54%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

2.53%

+3.81%

Volatility

VGRNX vs. DFGEX - Volatility Comparison

Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) has a higher volatility of 3.50% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 3.24%. This indicates that VGRNX'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.


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Volatility by Period


VGRNXDFGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

3.24%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

9.59%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

12.10%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

16.29%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.66%

17.71%

-3.05%

VGRNX vs. DFGEX - Expense Ratio Comparison

VGRNX has a 0.11% 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%.


Dividends

VGRNX vs. DFGEX - Dividend Comparison

VGRNX's dividend yield for the trailing twelve months is around 4.63%, more than DFGEX's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
DFGEX
DFA Global Real Estate Securities Portfolio
3.56%4.07%3.78%3.36%5.70%4.50%2.29%6.95%5.09%0.64%0.32%2.45%
VGRNX
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares
4.63%4.71%5.21%3.76%0.58%6.50%0.94%7.81%4.64%3.87%5.19%2.86%

Frequently Asked Questions


VGRNX and DFGEX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGRNX has higher volatility (3.50%) compared to DFGEX (3.24%). In terms of maximum drawdown, VGRNX dropped -38.77% vs DFGEX's -42.67%.

DFGEX currently has the higher Sharpe Ratio (1.35 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VGRNX and DFGEX

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