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ISIN
US23320G5541
Inception Date
Jun 3, 2008
Category
REIT
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DFGEX Performance Chart

DFA Global Real Estate Securities Portfolio (DFGEX) is up 8.9% since the beginning of the year. DFGEX is currently trading at $11 per share. Investors who bought $1,000 worth of DFGEX shares 5 years ago would now be looking at an investment worth $1,120.


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S&P 500 Index

Returns By Period

DFA Global Real Estate Securities Portfolio (DFGEX) has returned 8.88% so far this year and 11.12% over the past 12 months. Over the last ten years, DFGEX has returned 3.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


DFA Global Real Estate Securities Portfolio

1D
-0.09%
1M
-0.96%
YTD
8.88%
6M
9.51%
1Y
11.12%
3Y*
8.91%
5Y*
2.30%
10Y*
3.79%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFGEX Monthly Returns History

Based on dividend-adjusted daily data since Aug 3, 2012, DFGEX's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +11.4%, while the worst month was Mar 2020 at -21.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFGEX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -15.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.58%6.15%-7.37%8.71%-0.09%-0.61%8.88%
20251.49%3.22%-1.70%0.29%2.01%0.85%-1.21%3.58%0.46%-1.63%1.66%-1.18%7.92%
2024-4.58%0.71%2.53%-7.02%4.99%1.01%6.61%5.45%3.30%-4.66%2.53%-7.61%1.92%
20238.96%-5.29%-2.20%1.33%-4.53%3.16%2.76%-3.18%-6.78%-3.42%11.42%8.98%9.54%
2022-7.06%-2.88%5.77%-4.67%-3.59%-8.14%8.21%-6.39%-12.75%2.92%7.51%-3.36%-23.84%
2021-0.37%2.24%4.20%6.92%1.31%2.02%3.89%1.91%-5.92%5.81%-1.73%7.85%31.03%

Benchmark Metrics

DFA Global Real Estate Securities Portfolio has an annualized alpha of -2.56%, beta of 0.67, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.

  • This fund participated in 91.12% of S&P 500 Index downside but only 62.83% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 may look defensive, but with R2 of 0.47 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.47 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.56%
Beta
0.67
0.47
Upside Capture
62.83%
Downside Capture
91.12%

Expense Ratio

DFGEX has an expense ratio of 0.14%, which is considered low.


Return for Risk

Risk / Return Rank

DFGEX ranks 13 for risk / return — in the bottom 13% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DFGEX Risk / Return Rank: 1313
Overall Rank
DFGEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DFGEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
DFGEX Omega Ratio Rank: 1212
Omega Ratio Rank
DFGEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DFGEX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFGEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.22

2.78

-1.57

Martin ratioReturn relative to average drawdown

4.24

12.44

-8.20

Dividends

Dividend History

DFA Global Real Estate Securities Portfolio provided a 3.74% dividend yield over the last twelve months, with an annual payout of $0.43 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.43$0.43$0.38$0.34$0.55$0.60$0.25$0.82$0.51$0.07$0.03$0.25

Dividend yield

3.74%4.07%3.78%3.36%5.70%4.50%2.29%6.95%5.09%0.64%0.32%2.45%

Monthly Dividends

The table displays the monthly dividend distributions for DFA Global Real Estate Securities Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the DFA Global Real Estate Securities Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DFA Global Real Estate Securities Portfolio was 42.67%, occurring on Mar 23, 2020. Recovery took 275 trading sessions.

The current DFA Global Real Estate Securities Portfolio drawdown is 2.73%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.67%Mar 2020
1mo 4d1y 1mo
1y 2moFeb 2020 - Apr 2021
2023 bear market2023
-32.78%Oct 2023
1y 9mo2y 5mo
4y 3moJan 2022 - Apr 2026
2018 correction2018
-16.72%Feb 2018
1y 6mo1y 1mo
2y 7moAug 2016 - Mar 2019
2013 correction2013
-16.30%Sep 2013
3mo 16d8mo 9d
11mo 25dMay 2013 - May 2014
2015 correction2015
-15.58%Sep 2015
7mo 10d7mo 11d
1y 2moJan 2015 - Apr 2016

Drawdown Indicators


DFGEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.67%

-56.78%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-9.10%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-18.90%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-32.78%

-25.43%

-7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.67%

-33.92%

-8.75%

Current Drawdown

Current decline from peak

-2.73%

-1.80%

-0.93%

Average Drawdown

Average peak-to-trough decline

-9.62%

-10.71%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.03%

+0.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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