- ISIN
- US2332033487
- Issuer
- Dimensional
- Inception Date
- Feb 28, 2007
- 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
DFITX Performance Chart
DFA International Real Estate Securities (DFITX) is down 1.3% since the beginning of the year. DFITX is currently trading at $4 per share. Investors who bought $1,000 worth of DFITX shares 5 years ago would now be looking at an investment worth $970.
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Returns By Period
DFA International Real Estate Securities (DFITX) has returned -1.32% so far this year and 5.48% over the past 12 months. Over the last ten years, DFITX has returned 1.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA International Real Estate Securities
- 1D
- -0.27%
- 1M
- 0.00%
- YTD
- -1.32%
- 6M
- -0.27%
- 1Y
- 5.48%
- 3Y*
- 6.45%
- 5Y*
- -0.60%
- 10Y*
- 1.65%
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%
DFITX Monthly Returns History
Based on dividend-adjusted daily data since Mar 5, 2007, DFITX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.
Historically, 56% of months were positive and 44% were negative. The best month was Dec 2012 with a return of +17.6%, while the worst month was Oct 2008 at -30.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.
On a daily basis, DFITX closed higher 47% of trading days. The best single day was Dec 12, 2012 with a return of +14.5%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.64% | 2.31% | -10.80% | 7.61% | -0.52% | -1.58% | -1.32% | ||||||
| 2025 | 3.08% | 0.30% | 0.89% | 6.19% | 4.17% | 3.47% | -1.55% | 4.45% | 0.50% | -0.50% | -0.00% | 1.54% | 24.65% |
| 2024 | -4.29% | -2.52% | 5.17% | -4.92% | 3.74% | -3.05% | 5.71% | 4.86% | 4.64% | -7.88% | -0.80% | -7.20% | -7.70% |
| 2023 | 7.01% | -4.03% | -3.15% | 2.98% | -5.00% | -0.55% | 4.46% | -3.20% | -6.06% | -4.40% | 10.43% | 9.20% | 5.96% |
| 2022 | -5.49% | -0.89% | 2.93% | -5.91% | -1.40% | -10.38% | 7.63% | -7.33% | -13.19% | 2.74% | 10.36% | -0.54% | -21.73% |
| 2021 | -1.32% | 1.56% | 1.98% | 4.74% | 2.26% | 0.00% | 2.62% | 1.57% | -5.98% | 3.49% | -2.78% | 4.52% | 12.81% |
Benchmark Metrics
DFA International Real Estate Securities has an annualized alpha of -3.42%, beta of 0.69, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since March 05, 2007.
- This fund participated in 105.93% of S&P 500 Index downside but only 75.26% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 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
- -3.42%
- Beta
- 0.69
- R²
- 0.48
- Upside Capture
- 75.26%
- Downside Capture
- 105.93%
Expense Ratio
DFITX has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
DFITX ranks 6 for risk / return — in the bottom 6% 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 International Real Estate Securities (DFITX) 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.
| DFITX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.37 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.78 | -2.38 |
| Martin ratioReturn relative to average drawdown | 1.25 | 12.44 | -11.18 |
Dividends
Dividend History
DFA International Real Estate Securities provided a 6.76% dividend yield over the last twelve months, with an annual payout of $0.25 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 | $0.25 | $0.25 | $0.20 | $0.19 | $0.00 | $0.37 | $0.00 | $0.64 | $0.27 | $0.22 | $0.41 | $0.09 |
Dividend yield | 6.76% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International Real Estate Securities. 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
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 International Real Estate Securities. 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 International Real Estate Securities was 73.49%, occurring on Mar 9, 2009. Recovery took 1039 trading sessions.
The current DFA International Real Estate Securities drawdown is 7.97%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -73.49%Mar 2009 | 1y 10mo | 4y 1mo | 5y 11moMay 2007 - Apr 2013 |
COVID crash2020 | -45.26%Mar 2020 | 1mo | 1y 2mo | 1y 3moFeb 2020 - Jun 2021 |
Bear market2022 | -34.84%Oct 2022 | 1y 1mo | — | 4y 9moSep 2021 - now |
2016 correction2016 | -16.62%Jan 2016 | 11mo 18d | 3mo | 1y 2moFeb 2015 - Apr 2016 |
2013 correction2013 | -16.30%Jun 2013 | 1mo 16d | 11mo 7d | 1y 18dMay 2013 - May 2014 |
Drawdown Indicators
| DFITX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -56.78% | -16.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -9.10% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -18.90% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -25.43% | -9.41% |
Max Drawdown (10Y)Largest decline over 10 years | -45.26% | -33.92% | -11.34% |
Current DrawdownCurrent decline from peak | -7.97% | -1.80% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -18.07% | -10.71% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.03% | +1.92% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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