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DFAR vs. DFREX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAR and DFREX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

DFAR vs. DFREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Real Estate ETF (DFAR) and DFA Real Estate Securities Portfolio Class I (DFREX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%OctoberNovemberDecember2025February
-0.71%
-0.65%
DFAR
DFREX

Key characteristics

Sharpe Ratio

DFAR:

1.02

DFREX:

1.03

Sortino Ratio

DFAR:

1.43

DFREX:

1.45

Omega Ratio

DFAR:

1.18

DFREX:

1.19

Calmar Ratio

DFAR:

0.67

DFREX:

0.58

Martin Ratio

DFAR:

3.30

DFREX:

3.37

Ulcer Index

DFAR:

4.86%

DFREX:

4.80%

Daily Std Dev

DFAR:

15.72%

DFREX:

15.65%

Max Drawdown

DFAR:

-32.27%

DFREX:

-76.45%

Current Drawdown

DFAR:

-6.75%

DFREX:

-11.16%

Returns By Period

The year-to-date returns for both investments are quite close, with DFAR having a 4.81% return and DFREX slightly higher at 4.92%.


DFAR

YTD

4.81%

1M

3.83%

6M

-0.60%

1Y

12.74%

5Y*

N/A

10Y*

N/A

DFREX

YTD

4.92%

1M

3.92%

6M

-0.56%

1Y

12.96%

5Y*

3.74%

10Y*

5.33%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAR vs. DFREX - Expense Ratio Comparison

DFAR has a 0.19% expense ratio, which is higher than DFREX's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for DFAR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for DFREX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

DFAR vs. DFREX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAR
The Risk-Adjusted Performance Rank of DFAR is 4545
Overall Rank
The Sharpe Ratio Rank of DFAR is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAR is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DFAR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of DFAR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DFAR is 4242
Martin Ratio Rank

DFREX
The Risk-Adjusted Performance Rank of DFREX is 5757
Overall Rank
The Sharpe Ratio Rank of DFREX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DFREX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of DFREX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DFREX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of DFREX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAR vs. DFREX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Real Estate ETF (DFAR) and DFA Real Estate Securities Portfolio Class I (DFREX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for DFAR, currently valued at 1.02, compared to the broader market0.002.004.001.021.03
The chart of Sortino ratio for DFAR, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.431.45
The chart of Omega ratio for DFAR, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.19
The chart of Calmar ratio for DFAR, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.670.60
The chart of Martin ratio for DFAR, currently valued at 3.30, compared to the broader market0.0020.0040.0060.0080.00100.003.303.37
DFAR
DFREX

The current DFAR Sharpe Ratio is 1.02, which is comparable to the DFREX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DFAR and DFREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2025February
1.02
1.03
DFAR
DFREX

Dividends

DFAR vs. DFREX - Dividend Comparison

DFAR's dividend yield for the trailing twelve months is around 2.76%, less than DFREX's 2.83% yield.


TTM20242023202220212020201920182017201620152014
DFAR
Dimensional US Real Estate ETF
2.76%2.89%3.06%1.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFREX
DFA Real Estate Securities Portfolio Class I
2.83%2.97%3.17%2.60%1.59%3.22%2.09%4.88%2.98%3.16%2.86%2.60%

Drawdowns

DFAR vs. DFREX - Drawdown Comparison

The maximum DFAR drawdown since its inception was -32.27%, smaller than the maximum DFREX drawdown of -76.45%. Use the drawdown chart below to compare losses from any high point for DFAR and DFREX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%OctoberNovemberDecember2025February
-6.75%
-10.00%
DFAR
DFREX

Volatility

DFAR vs. DFREX - Volatility Comparison

Dimensional US Real Estate ETF (DFAR) and DFA Real Estate Securities Portfolio Class I (DFREX) have volatilities of 3.14% and 3.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025February
3.14%
3.09%
DFAR
DFREX