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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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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.58% | 6.15% | -8.86% | -0.76% | |||||||||
| 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 0.48 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
- R²
- 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.
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).
| DFGEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.90 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.39 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.40 | -1.01 |
Martin ratioReturn relative to average drawdown | 1.57 | 6.61 | -5.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
| 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 | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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, 2020 | 25 | Mar 23, 2020 | 275 | Apr 26, 2021 | 300 |
| -32.78% | Jan 3, 2022 | 456 | Oct 25, 2023 | — | — | — |
| -16.72% | Aug 2, 2016 | 384 | Feb 8, 2018 | 279 | Mar 21, 2019 | 663 |
| -16.3% | May 22, 2013 | 74 | Sep 5, 2013 | 171 | May 12, 2014 | 245 |
| -15.58% | Jan 27, 2015 | 155 | Sep 4, 2015 | 150 | Apr 12, 2016 | 305 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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