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DFCEX vs. DFREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFCEX vs. DFREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Core Equity Fund (DFCEX) and DFA Real Estate Securities Portfolio Class I (DFREX). The values are adjusted to include any dividend payments, if applicable.

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DFCEX vs. DFREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFCEX
DFA Emerging Markets Core Equity Fund
0.90%28.79%7.31%15.45%-16.44%5.82%13.86%16.03%-15.25%36.55%
DFREX
DFA Real Estate Securities Portfolio Class I
1.79%1.52%5.52%11.20%-24.93%41.88%-5.03%28.12%-3.01%4.25%

Returns By Period

In the year-to-date period, DFCEX achieves a 0.90% return, which is significantly lower than DFREX's 1.79% return. Over the past 10 years, DFCEX has outperformed DFREX with an annualized return of 8.62%, while DFREX has yielded a comparatively lower 4.83% annualized return.


DFCEX

1D
-0.97%
1M
-11.43%
YTD
0.90%
6M
4.73%
1Y
28.56%
3Y*
15.10%
5Y*
6.21%
10Y*
8.62%

DFREX

1D
0.37%
1M
-7.68%
YTD
1.79%
6M
-0.53%
1Y
0.96%
3Y*
6.01%
5Y*
3.57%
10Y*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFCEX vs. DFREX - Expense Ratio Comparison

DFCEX has a 0.40% expense ratio, which is higher than DFREX's 0.18% expense ratio.


Return for Risk

DFCEX vs. DFREX — Risk / Return Rank

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

DFCEX
DFCEX Risk / Return Rank: 8686
Overall Rank
DFCEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFCEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DFCEX Omega Ratio Rank: 8686
Omega Ratio Rank
DFCEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DFCEX Martin Ratio Rank: 8282
Martin Ratio Rank

DFREX
DFREX Risk / Return Rank: 88
Overall Rank
DFREX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DFREX Sortino Ratio Rank: 77
Sortino Ratio Rank
DFREX Omega Ratio Rank: 77
Omega Ratio Rank
DFREX Calmar Ratio Rank: 99
Calmar Ratio Rank
DFREX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFCEX vs. DFREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) 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.


DFCEXDFREXDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.12

+1.75

Sortino ratio

Return per unit of downside risk

2.43

0.28

+2.15

Omega ratio

Gain probability vs. loss probability

1.36

1.04

+0.32

Calmar ratio

Return relative to maximum drawdown

2.12

0.14

+1.98

Martin ratio

Return relative to average drawdown

8.20

0.54

+7.66

DFCEX vs. DFREX - Sharpe Ratio Comparison

The current DFCEX Sharpe Ratio is 1.87, which is higher than the DFREX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of DFCEX 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.


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Sharpe Ratios by Period


DFCEXDFREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.12

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.19

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.24

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.36

+0.03

Correlation

The correlation between DFCEX and DFREX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFCEX vs. DFREX - Dividend Comparison

DFCEX's dividend yield for the trailing twelve months is around 2.91%, more than DFREX's 2.84% yield.


TTM20252024202320222021202020192018201720162015
DFCEX
DFA Emerging Markets Core Equity Fund
2.91%2.90%3.43%3.53%3.78%2.59%1.70%2.42%2.33%1.92%1.99%2.28%
DFREX
DFA Real Estate Securities Portfolio Class I
2.84%2.84%2.97%3.59%6.24%2.56%3.36%2.23%4.88%1.89%2.83%2.86%

Drawdowns

DFCEX vs. DFREX - Drawdown Comparison

The maximum DFCEX drawdown since its inception was -64.58%, smaller than the maximum DFREX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for DFCEX and DFREX.


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Drawdown Indicators


DFCEXDFREXDifference

Max Drawdown

Largest peak-to-trough decline

-64.58%

-74.36%

+9.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-12.22%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-30.05%

-33.11%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

-41.49%

-0.84%

Current Drawdown

Current decline from peak

-12.12%

-8.98%

-3.14%

Average Drawdown

Average peak-to-trough decline

-12.70%

-11.39%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.11%

+0.03%

Volatility

DFCEX vs. DFREX - Volatility Comparison

DFA Emerging Markets Core Equity Fund (DFCEX) has a higher volatility of 7.12% compared to DFA Real Estate Securities Portfolio Class I (DFREX) at 4.12%. This indicates that DFCEX's price experiences larger fluctuations and is considered to be riskier than DFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFCEXDFREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

4.12%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

9.12%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

16.10%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

18.68%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

20.30%

-4.54%