VNQI vs. DFGEX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and DFA Global Real Estate Securities Portfolio (DFGEX).
VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. DFGEX is managed by Dimensional. It was launched on Jun 3, 2008.
Performance
VNQI vs. DFGEX - Performance Comparison
Loading graphics...
VNQI vs. DFGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
VNQI
DFGEX
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.
| VNQI | DFGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.40 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.64 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.09 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.58 | +0.53 |
Martin ratioReturn relative to average drawdown | 4.82 | 2.27 | +2.55 |
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
| VNQI | DFGEX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| VNQI | DFGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.45% | -7.45% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -9.75% | -1.17% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| VNQI | DFGEX | Difference | |
|---|---|---|---|
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% |