We evaluated five methods for detecting differentially methylated regions (DMRs): DMRcate, comb-p, seqlm, GlobalP and dmrff. We used a simulation study and real data analysis to evaluate performance. Additionally, we evaluated the use of an ancestry-matched reference cohort to estimate correlations between CpG sites in cord blood. Several methods had inflated Type I error, which increased at more stringent significant levels. In power simulations with 1-2 causal CpG sites with the same direction of effect, dmrff was consistently among the most powerful methods. This study illustrates the need for more thorough simulation studies when evaluating novel methods. More work must be done to develop methods with well-controlled Type I error that do not require individual-level data.