- ISIN
- US23320G5541
- Issuer
- Dimensional
- 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
- Assets Under Management
- $8B
Share Price Chart
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Performance
DFGEX Performance Chart
DFA Global Real Estate Securities Portfolio (DFGEX) is up 11.0% since the beginning of the year. DFGEX is currently trading at $12 per share. Investors who bought $1,000 worth of DFGEX shares 5 years ago would now be looking at an investment worth $1,102.
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Returns By Period
DFA Global Real Estate Securities Portfolio (DFGEX) has returned 10.98% so far this year and 12.84% over the past 12 months. Over the last ten years, DFGEX has returned 3.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.41% annually.
DFA Global Real Estate Securities Portfolio
- 1D
- 0.17%
- 1M
- -0.85%
- 6M
- 9.93%
- YTD
- 10.98%
- 1Y
- 12.84%
- 3Y*
- 9.72%
- 5Y*
- 1.96%
- 10Y*
- 3.55%
Benchmark (S&P 500 Index)
- 1D
- 0.42%
- 1M
- 1.94%
- 6M
- 8.74%
- YTD
- 10.66%
- 1Y
- 21.02%
- 3Y*
- 19.50%
- 5Y*
- 11.63%
- 10Y*
- 13.41%
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 +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 61% of months were positive and 39% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.58% | 6.15% | -7.37% | 8.71% | -0.09% | 0.78% | 0.52% | 10.98% | |||||
| 2025 | 1.49% | 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% |
| 2023 | 8.96% | -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 0.47 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund participated in 90.49% of S&P 500 Index downside but only 62.90% 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
- -2.42%
- Beta
- 0.67
- R²
- 0.47
- Upside Capture
- 62.90%
- Downside Capture
- 90.49%
Expense Ratio
DFGEX has an expense ratio of 0.14%, which is considered low.
Return for Risk
Risk / Return Rank
DFGEX ranks 26 for risk / return — below 26% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
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.
| DFGEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.28 | -0.81 |
| Martin ratioReturn relative to average drawdown | 5.11 | 9.88 | -4.77 |
Dividends
Dividend History
DFA Global Real Estate Securities Portfolio provided a 3.67% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 3.67% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $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 1.53%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.67%Mar 2020 | 1mo 4d | 1y 1mo | 1y 2moFeb 2020 - Apr 2021 |
2023 bear market2023 | -32.78%Oct 2023 | 1y 9mo | 2y 5mo | 4y 3moJan 2022 - Apr 2026 |
2018 correction2018 | -16.72%Feb 2018 | 1y 6mo | 1y 1mo | 2y 7moAug 2016 - Mar 2019 |
2013 correction2013 | -16.30%Sep 2013 | 3mo 16d | 8mo 9d | 11mo 25dMay 2013 - May 2014 |
2015 correction2015 | -15.58%Sep 2015 | 7mo 10d | 7mo 11d | 1y 2moJan 2015 - Apr 2016 |
Drawdown Indicators
| DFGEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.53% | -0.45% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -10.71% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.09% | +0.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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