DFA Real Estate Securities Portfolio Class I (DFREX)
Fund Info
| ISIN | US2332038353 |
|---|---|
| CUSIP | 233203835 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Jan 5, 1993 |
| Category | REIT |
| Home Page | us.dimensional.com |
| Asset Class | Real Estate |
Expense Ratio
DFREX features an expense ratio of 0.18%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Real Estate Securities Portfolio Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DFA Real Estate Securities Portfolio Class I had a return of -8.87% year-to-date (YTD) and -0.06% in the last 12 months. Over the past 10 years, DFA Real Estate Securities Portfolio Class I had an annualized return of 5.60%, while the S&P 500 had an annualized return of 10.37%, indicating that DFA Real Estate Securities Portfolio Class I did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -8.87% | 5.57% |
| 1 month | -7.70% | -4.16% |
| 6 months | 10.74% | 20.07% |
| 1 year | -0.06% | 20.82% |
| 5 years (annualized) | 2.35% | 11.56% |
| 10 years (annualized) | 5.60% | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.72% | 1.85% | 1.74% | |||||||||
| 2023 | -2.99% | 11.84% | 8.65% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFREX is 7, indicating that it is in the bottom 7% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
DFA Real Estate Securities Portfolio Class I(DFREX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Real Estate Securities Portfolio Class I granted a 4.00% dividend yield in the last twelve months. The annual payout for that period amounted to $1.43 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.43 | $1.41 | $2.29 | $1.33 | $1.26 | $0.91 | $1.59 | $1.16 | $1.40 | $0.95 | $0.86 | $0.79 |
Dividend yield | 4.00% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 3.29% | 4.06% | 2.86% | 2.59% | 3.03% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Real Estate Securities Portfolio Class I. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | |||||||||
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.93 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $2.08 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.08 |
| 2020 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.83 |
| 2019 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.50 |
| 2018 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.44 |
| 2017 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.61 |
| 2016 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 |
| 2015 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
| 2014 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.43 |
| 2013 | $0.05 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.44 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Real Estate Securities Portfolio Class I. 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 Real Estate Securities Portfolio Class I was 74.36%, occurring on Mar 6, 2009. Recovery took 994 trading sessions.
The current DFA Real Estate Securities Portfolio Class I drawdown is 23.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -74.36% | Feb 8, 2007 | 521 | Mar 6, 2009 | 994 | Feb 19, 2013 | 1515 |
| -41.49% | Feb 24, 2020 | 21 | Mar 23, 2020 | 269 | Apr 16, 2021 | 290 |
| -33.11% | Jan 3, 2022 | 456 | Oct 25, 2023 | — | — | — |
| -23.95% | Oct 7, 1997 | 572 | Dec 15, 1999 | 154 | Jul 26, 2000 | 726 |
| -18.1% | May 22, 2013 | 62 | Aug 19, 2013 | 200 | Jun 5, 2014 | 262 |
Volatility
Volatility Chart
The current DFA Real Estate Securities Portfolio Class I volatility is 5.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.