VGRNX vs. DFGEX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) and DFA Global Real Estate Securities Portfolio (DFGEX).
VGRNX is managed by Vanguard. It was launched on Apr 19, 2011. DFGEX is managed by Dimensional. It was launched on Jun 3, 2008.
Performance
VGRNX vs. DFGEX - Performance Comparison
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VGRNX vs. DFGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | -5.47% | 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 | -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, VGRNX achieves a -5.47% return, which is significantly lower than DFGEX's -0.76% return. Over the past 10 years, VGRNX has underperformed DFGEX with an annualized return of 2.24%, while DFGEX has yielded a comparatively higher 3.12% annualized return.
VGRNX
- 1D
- -0.24%
- 1M
- -14.35%
- YTD
- -5.47%
- 6M
- -4.72%
- 1Y
- 12.43%
- 3Y*
- 6.91%
- 5Y*
- -0.91%
- 10Y*
- 2.24%
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%
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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%.
Return for Risk
VGRNX vs. DFGEX — Risk / Return Rank
VGRNX
DFGEX
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.
| VGRNX | DFGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 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 | 3.55 | 1.57 | +1.98 |
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
| VGRNX | DFGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 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 | 0.21 | 0.29 | -0.08 |
Correlation
The correlation between VGRNX 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
VGRNX vs. DFGEX - Dividend Comparison
VGRNX's dividend yield for the trailing twelve months is around 4.98%, more than DFGEX's 4.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | 4.98% | 4.71% | 5.21% | 3.76% | 0.58% | 6.50% | 0.94% | 7.81% | 4.64% | 3.87% | 5.19% | 2.86% |
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
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
| VGRNX | 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 | -35.59% | -32.78% | -2.81% |
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 | -10.74% | -9.75% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.74% | +0.39% |
Volatility
VGRNX vs. DFGEX - Volatility Comparison
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) has a higher volatility of 5.00% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 3.88%. 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
| VGRNX | 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 | 8.33% | 7.98% | +0.35% |
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 | 14.68% | 17.69% | -3.01% |