DFA Real Estate Securities Portfolio Class I (DFREX)
Fund Info
US2332038353
233203835
Jan 5, 1993
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 11.99% year-to-date (YTD) and 25.41% in the last 12 months. Over the past 10 years, DFA Real Estate Securities Portfolio Class I had an annualized return of 6.71%, while the S&P 500 had an annualized return of 11.16%, indicating that DFA Real Estate Securities Portfolio Class I did not perform as well as the benchmark.
DFREX
11.99%
-0.66%
19.02%
25.41%
5.19%
6.71%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DFREX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.72% | 1.85% | 1.74% | -7.70% | 5.42% | 2.39% | 7.01% | 5.77% | 2.98% | -3.56% | 11.99% | ||
| 2023 | 10.01% | -5.85% | -1.72% | 0.43% | -4.18% | 5.05% | 1.95% | -3.28% | -7.04% | -2.99% | 11.84% | 8.65% | 11.20% |
| 2022 | -7.96% | -4.03% | 7.30% | -3.96% | -4.67% | -6.88% | 8.53% | -5.83% | -12.58% | 3.17% | 5.97% | -4.90% | -24.93% |
| 2021 | 0.03% | 2.64% | 5.54% | 8.06% | 0.89% | 3.07% | 4.53% | 2.11% | -5.96% | 7.24% | -1.23% | 9.60% | 41.88% |
| 2020 | 1.39% | -6.94% | -18.45% | 8.81% | 1.82% | 2.12% | 3.31% | 0.03% | -2.57% | -3.39% | 9.79% | 2.15% | -5.03% |
| 2019 | 11.29% | 0.71% | 4.43% | -0.34% | 0.95% | 1.13% | 1.74% | 4.18% | 1.61% | 1.01% | -1.60% | 0.51% | 28.12% |
| 2018 | -3.34% | -7.44% | 3.98% | 0.49% | 3.69% | 4.31% | 0.85% | 2.82% | -2.42% | -2.21% | 4.89% | -7.57% | -3.01% |
| 2017 | -0.15% | 3.34% | -2.32% | 0.09% | -0.49% | 2.09% | 1.26% | 0.11% | -0.31% | -0.54% | 2.80% | -0.18% | 5.71% |
| 2016 | -3.38% | -0.34% | 10.32% | -2.50% | 2.21% | 7.05% | 4.26% | -3.38% | -1.88% | -5.82% | -1.81% | 4.59% | 8.34% |
| 2015 | 6.89% | -3.71% | 1.78% | -5.88% | -0.25% | -4.38% | 5.74% | -6.08% | 3.17% | 5.73% | -0.54% | 1.91% | 3.26% |
| 2014 | 4.24% | 5.07% | 0.65% | 3.62% | 2.37% | 1.03% | 0.07% | 2.84% | -6.01% | 10.37% | 2.08% | 1.81% | 31.07% |
| 2013 | 3.53% | 1.10% | 2.76% | 6.75% | -5.96% | -1.88% | 0.87% | -7.04% | 3.12% | 4.20% | -5.33% | 0.28% | 1.34% |
Expense Ratio
DFREX has an expense ratio of 0.18%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFREX is 39, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 provided a 2.99% dividend yield over the last twelve months, with an annual payout of $1.30 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.30 | $1.24 | $0.95 | $0.82 | $1.21 | $0.86 | $1.59 | $1.05 | $1.09 | $0.95 | $0.86 | $0.79 |
Dividend yield | 2.99% | 3.17% | 2.60% | 1.59% | 3.22% | 2.09% | 4.88% | 2.98% | 3.16% | 2.86% | 2.60% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.53 | |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.77 | $1.24 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.75 | $0.95 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.58 | $0.82 |
| 2020 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.78 | $1.21 |
| 2019 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.45 | $0.86 |
| 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 | $1.59 |
| 2017 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.50 | $1.05 |
| 2016 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $1.09 |
| 2015 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.95 |
| 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 | $0.86 |
| 2013 | $0.05 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.44 | $0.79 |
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.
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 6.51%.
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 4.65%, 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.