DFAR vs. DFREX

In the year-to-date period, DFAR achieves a 1.84% return, which is significantly lower than DFREX's 2.08% return.

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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%.

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 current DFAR Sharpe Ratio is 1.01, which is comparable to the DFREX Sharpe Ratio of 1.02. 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.

DFAR's dividend yield for the trailing twelve months is around 2.82%, less than DFREX's 2.94% yield.

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.

Dimensional US Real Estate ETF (DFAR) and DFA Real Estate Securities Portfolio Class I (DFREX) have volatilities of 10.17% and 10.34%, 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.