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DFA Global Real Estate Securities Portfolio (DFGEX...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA Global Real Estate Securities Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

DFA Global Real Estate Securities Portfolio (DFGEX) has returned -0.76% so far this year and 4.00% over the past 12 months. Over the last ten years, DFGEX has returned 3.12% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


DFA Global Real Estate Securities Portfolio

1D
0.19%
1M
-8.86%
YTD
-0.76%
6M
-1.94%
1Y
4.00%
3Y*
5.81%
5Y*
2.37%
10Y*
3.12%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 3, 2012, DFGEX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, your investment would double in approximately 11.8 years.

Historically, 62% of months were positive and 38% 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 8 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%-8.86%-0.76%
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 -2.42%, beta of 0.67, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.

  • This fund participated in 90.90% of S&P 500 Index downside but only 63.89% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.67 may look defensive, but with R² of 0.48 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 0.48 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
-2.42%
Beta
0.67
0.48
Upside Capture
63.89%
Downside Capture
90.90%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DFGEX ranks 12 for risk / return — in the bottom 12% 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: 1212
Overall Rank
DFGEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DFGEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DFGEX Omega Ratio Rank: 1010
Omega Ratio Rank
DFGEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DFGEX Martin Ratio Rank: 1515
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 a chosen benchmark (S&P 500 Index).


DFGEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.90

-0.57

Sortino ratio

Return per unit of downside risk

0.54

1.39

-0.85

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.39

1.40

-1.01

Martin ratio

Return relative to average drawdown

1.57

6.61

-5.04

Explore DFGEX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

DFA Global Real Estate Securities Portfolio provided a 4.11% 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

4.11%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
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 8.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.67%Feb 18, 202025Mar 23, 2020275Apr 26, 2021300
-32.78%Jan 3, 2022456Oct 25, 2023
-16.72%Aug 2, 2016384Feb 8, 2018279Mar 21, 2019663
-16.3%May 22, 201374Sep 5, 2013171May 12, 2014245
-15.58%Jan 27, 2015155Sep 4, 2015150Apr 12, 2016305

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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