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VNQI vs. DFGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNQI vs. DFGEX - Performance Comparison

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

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VNQI vs. DFGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNQI
Vanguard Global ex-U.S. Real Estate ETF
-1.94%21.38%-2.22%6.99%-22.94%5.93%-7.22%21.59%-9.44%26.91%
DFGEX
DFA Global Real Estate Securities Portfolio
0.86%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, VNQI achieves a -1.94% return, which is significantly lower than DFGEX's 0.86% return. Over the past 10 years, VNQI has underperformed DFGEX with an annualized return of 2.57%, while DFGEX has yielded a comparatively higher 3.29% annualized return.


VNQI

1D
1.12%
1M
-9.57%
YTD
-1.94%
6M
-1.53%
1Y
15.89%
3Y*
8.26%
5Y*
-0.29%
10Y*
2.57%

DFGEX

1D
1.64%
1M
-7.29%
YTD
0.86%
6M
-0.51%
1Y
5.40%
3Y*
6.39%
5Y*
2.40%
10Y*
3.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNQI vs. DFGEX - Expense Ratio Comparison

VNQI 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

VNQI vs. DFGEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VNQI
VNQI Risk / Return Rank: 5353
Overall Rank
VNQI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VNQI Sortino Ratio Rank: 5959
Sortino Ratio Rank
VNQI Omega Ratio Rank: 5656
Omega Ratio Rank
VNQI Calmar Ratio Rank: 4141
Calmar Ratio Rank
VNQI Martin Ratio Rank: 4848
Martin Ratio Rank

DFGEX
DFGEX Risk / Return Rank: 1515
Overall Rank
DFGEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DFGEX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DFGEX Omega Ratio Rank: 1212
Omega Ratio Rank
DFGEX Calmar Ratio Rank: 1818
Calmar Ratio Rank
DFGEX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VNQI vs. DFGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) 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.


VNQIDFGEXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.40

+0.71

Sortino ratio

Return per unit of downside risk

1.58

0.64

+0.93

Omega ratio

Gain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratio

Return relative to maximum drawdown

1.11

0.58

+0.53

Martin ratio

Return relative to average drawdown

4.82

2.27

+2.55

VNQI vs. DFGEX - Sharpe Ratio Comparison

The current VNQI Sharpe Ratio is 1.11, which is higher than the DFGEX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VNQI and DFGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VNQIDFGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.40

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.15

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.19

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.30

-0.09

Correlation

The correlation between VNQI and DFGEX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VNQI vs. DFGEX - Dividend Comparison

VNQI's dividend yield for the trailing twelve months is around 4.80%, more than DFGEX's 4.04% yield.


TTM20252024202320222021202020192018201720162015
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.80%4.70%5.16%3.74%0.57%6.48%0.93%7.58%4.62%3.86%5.18%2.86%
DFGEX
DFA Global Real Estate Securities Portfolio
4.04%4.07%3.78%3.36%5.70%4.50%2.29%6.95%5.09%0.64%0.32%2.45%

Drawdowns

VNQI vs. DFGEX - Drawdown Comparison

The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum DFGEX drawdown of -42.67%. Use the drawdown chart below to compare losses from any high point for VNQI and DFGEX.


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Drawdown Indicators


VNQIDFGEXDifference

Max Drawdown

Largest peak-to-trough decline

-38.35%

-42.67%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-10.98%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

-32.78%

-2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

-42.67%

+4.32%

Current Drawdown

Current decline from peak

-11.45%

-7.45%

-4.00%

Average Drawdown

Average peak-to-trough decline

-10.92%

-9.75%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.78%

+0.62%

Volatility

VNQI vs. DFGEX - Volatility Comparison

Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a higher volatility of 6.30% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 4.39%. This indicates that VNQI'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


VNQIDFGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

4.39%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

8.15%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

14.27%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

16.23%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

17.70%

-1.74%