VNQI vs. DFTIX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and DFA Intermediate-Term Municipal Bond Portfolio (DFTIX).
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. DFTIX is managed by Dimensional. It was launched on Feb 29, 2012.
Performance
VNQI vs. DFTIX - Performance Comparison
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VNQI vs. DFTIX - 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% |
DFTIX DFA Intermediate-Term Municipal Bond Portfolio | 0.12% | 3.70% | 1.12% | 4.29% | -3.69% | -0.50% | 3.66% | 4.59% | 1.34% | 2.14% |
Returns By Period
In the year-to-date period, VNQI achieves a -1.94% return, which is significantly lower than DFTIX's 0.12% return. Over the past 10 years, VNQI has outperformed DFTIX with an annualized return of 2.57%, while DFTIX has yielded a comparatively lower 1.50% 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%
DFTIX
- 1D
- 0.20%
- 1M
- -1.38%
- YTD
- 0.12%
- 6M
- 1.34%
- 1Y
- 3.74%
- 3Y*
- 2.48%
- 5Y*
- 1.08%
- 10Y*
- 1.50%
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VNQI vs. DFTIX - Expense Ratio Comparison
VNQI has a 0.12% expense ratio, which is lower than DFTIX's 0.20% 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. DFTIX — Risk / Return Rank
VNQI
DFTIX
VNQI vs. DFTIX - 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 Intermediate-Term Municipal Bond Portfolio (DFTIX). 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 | DFTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.47 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.94 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.45 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.55 | -0.44 |
Martin ratioReturn relative to average drawdown | 4.82 | 6.32 | -1.49 |
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 | DFTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.47 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.50 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.62 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.71 | -0.51 |
Correlation
The correlation between VNQI and DFTIX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VNQI vs. DFTIX - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 4.80%, more than DFTIX's 2.77% 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% |
DFTIX DFA Intermediate-Term Municipal Bond Portfolio | 2.77% | 2.32% | 2.22% | 1.76% | 1.47% | 1.31% | 1.49% | 1.55% | 1.52% | 1.33% | 1.36% | 1.47% |
Drawdowns
VNQI vs. DFTIX - Drawdown Comparison
The maximum VNQI drawdown since its inception was -38.35%, which is greater than DFTIX's maximum drawdown of -8.02%. Use the drawdown chart below to compare losses from any high point for VNQI and DFTIX.
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Drawdown Indicators
| VNQI | DFTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -8.02% | -30.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.78% | -2.68% | -12.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.75% | -7.09% | -28.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -8.02% | -30.33% |
Current DrawdownCurrent decline from peak | -11.45% | -1.57% | -9.88% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -1.31% | -9.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 0.66% | +2.74% |
Volatility
VNQI vs. DFTIX - Volatility Comparison
Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a higher volatility of 6.30% compared to DFA Intermediate-Term Municipal Bond Portfolio (DFTIX) at 0.79%. This indicates that VNQI's price experiences larger fluctuations and is considered to be riskier than DFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNQI | DFTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 0.79% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 1.11% | +8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 2.71% | +11.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 2.20% | +13.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 2.44% | +13.52% |