VNQI vs. DFITX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and DFA International Real Estate Securities (DFITX).
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. DFITX is managed by Dimensional. It was launched on Feb 28, 2007.
Performance
VNQI vs. DFITX - Performance Comparison
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VNQI vs. DFITX - 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% |
DFITX DFA International Real Estate Securities | -6.33% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Returns By Period
In the year-to-date period, VNQI achieves a -1.94% return, which is significantly higher than DFITX's -6.33% return. Over the past 10 years, VNQI has outperformed DFITX with an annualized return of 2.57%, while DFITX has yielded a comparatively lower 1.51% 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%
DFITX
- 1D
- 1.72%
- 1M
- -9.67%
- YTD
- -6.33%
- 6M
- -5.60%
- 1Y
- 10.96%
- 3Y*
- 4.71%
- 5Y*
- -0.40%
- 10Y*
- 1.51%
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VNQI vs. DFITX - Expense Ratio Comparison
VNQI has a 0.12% expense ratio, which is lower than DFITX's 0.27% 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. DFITX — Risk / Return Rank
VNQI
DFITX
VNQI vs. DFITX - 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 International Real Estate Securities (DFITX). 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 | DFITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.92 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.28 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.89 | +0.22 |
Martin ratioReturn relative to average drawdown | 4.82 | 3.63 | +1.19 |
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
| VNQI | DFITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.92 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.03 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.09 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.09 | +0.12 |
Correlation
The correlation between VNQI and DFITX is 0.86, 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. DFITX - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 4.80%, less than DFITX's 7.12% 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% |
DFITX DFA International Real Estate Securities | 7.12% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Drawdowns
VNQI vs. DFITX - Drawdown Comparison
The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for VNQI and DFITX.
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Drawdown Indicators
| VNQI | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -73.49% | +35.14% |
Max Drawdown (1Y)Largest decline over 1 year | -14.78% | -12.31% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -35.75% | -34.84% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -45.26% | +6.91% |
Current DrawdownCurrent decline from peak | -11.45% | -12.65% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -18.19% | +7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.02% | +0.38% |
Volatility
VNQI vs. DFITX - Volatility Comparison
Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a higher volatility of 6.30% compared to DFA International Real Estate Securities (DFITX) at 5.08%. This indicates that VNQI's price experiences larger fluctuations and is considered to be riskier than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNQI | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 5.08% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 8.43% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 13.07% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 14.92% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 16.42% | -0.46% |