VNQI vs. DFGR
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Dimensional Global Real Estate ETF (DFGR).
VNQI and DFGR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DFGR is an actively managed fund by Dimensional. It was launched on Dec 6, 2022.
Performance
VNQI vs. DFGR - Performance Comparison
Loading graphics...
VNQI vs. DFGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | -2.23% | 21.38% | -2.22% | 6.99% | -0.13% |
DFGR Dimensional Global Real Estate ETF | 2.58% | 7.65% | 1.89% | 9.64% | -1.24% |
Returns By Period
In the year-to-date period, VNQI achieves a -2.23% return, which is significantly lower than DFGR's 2.58% return.
VNQI
- 1D
- -0.29%
- 1M
- -7.28%
- YTD
- -2.23%
- 6M
- -1.45%
- 1Y
- 15.05%
- 3Y*
- 7.76%
- 5Y*
- -0.35%
- 10Y*
- 2.56%
DFGR
- 1D
- 0.97%
- 1M
- -4.74%
- YTD
- 2.58%
- 6M
- 1.68%
- 1Y
- 6.75%
- 3Y*
- 6.87%
- 5Y*
- —
- 10Y*
- —
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. DFGR - Expense Ratio Comparison
VNQI has a 0.12% expense ratio, which is lower than DFGR's 0.22% 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. DFGR — Risk / Return Rank
VNQI
DFGR
VNQI vs. DFGR - 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 Dimensional Global Real Estate ETF (DFGR). 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 | DFGR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.46 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.73 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.10 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.64 | +0.41 |
Martin ratioReturn relative to average drawdown | 4.47 | 2.46 | +2.02 |
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 | DFGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.46 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.40 | -0.20 |
Correlation
The correlation between VNQI and DFGR is 0.75, 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. DFGR - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 4.81%, more than DFGR's 4.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.81% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
DFGR Dimensional Global Real Estate ETF | 4.15% | 4.05% | 3.73% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VNQI vs. DFGR - Drawdown Comparison
The maximum VNQI drawdown since its inception was -38.35%, which is greater than DFGR's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for VNQI and DFGR.
Loading graphics...
Drawdown Indicators
| VNQI | DFGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -21.28% | -17.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.78% | -9.15% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -35.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | — | — |
Current DrawdownCurrent decline from peak | -11.70% | -5.93% | -5.77% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -6.55% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.83% | +0.65% |
Volatility
VNQI vs. DFGR - Volatility Comparison
Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a higher volatility of 6.27% compared to Dimensional Global Real Estate ETF (DFGR) at 4.71%. This indicates that VNQI's price experiences larger fluctuations and is considered to be riskier than DFGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VNQI | DFGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 4.71% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 8.40% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 14.60% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 15.52% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 15.52% | +0.44% |