DFCEX vs. DFREX
Compare and contrast key facts about DFA Emerging Markets Core Equity Fund (DFCEX) and DFA Real Estate Securities Portfolio Class I (DFREX).
DFCEX is managed by Dimensional Fund Advisors LP. It was launched on Apr 4, 2005. DFREX is managed by Dimensional Fund Advisors LP. It was launched on Jan 5, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFCEX or DFREX.
Key characteristics
| DFCEX | DFREX | |
|---|---|---|
| YTD Return | 7.15% | 10.18% |
| 1Y Return | 12.74% | 23.86% |
| 3Y Return (Ann) | 0.62% | -0.52% |
| 5Y Return (Ann) | 5.67% | 4.58% |
| 10Y Return (Ann) | 4.49% | 6.58% |
| Sharpe Ratio | 0.98 | 1.49 |
| Sortino Ratio | 1.40 | 2.10 |
| Omega Ratio | 1.18 | 1.26 |
| Calmar Ratio | 0.86 | 0.92 |
| Martin Ratio | 4.58 | 5.66 |
| Ulcer Index | 2.67% | 4.19% |
| Daily Std Dev | 12.42% | 15.95% |
| Max Drawdown | -64.58% | -74.36% |
| Current Drawdown | -8.39% | -8.02% |
Correlation
The correlation between DFCEX and DFREX is 0.50, 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.
Performance
DFCEX vs. DFREX - Performance Comparison
In the year-to-date period, DFCEX achieves a 7.15% return, which is significantly lower than DFREX's 10.18% return. Over the past 10 years, DFCEX has underperformed DFREX with an annualized return of 4.49%, while DFREX has yielded a comparatively higher 6.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
DFCEX vs. DFREX - Risk-Adjusted Performance 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.
Dividends
DFCEX vs. DFREX - Dividend Comparison
DFCEX's dividend yield for the trailing twelve months is around 3.27%, more than DFREX's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCEX DFA Emerging Markets Core Equity Fund | 3.27% | 3.53% | 3.77% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% | 2.04% | 2.03% |
DFREX DFA Real Estate Securities Portfolio Class I | 3.04% | 3.17% | 2.60% | 1.59% | 3.22% | 2.09% | 4.88% | 2.98% | 3.16% | 2.86% | 2.60% | 3.03% |
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. For additional features, visit the drawdowns tool.
Volatility
DFCEX vs. DFREX - Volatility Comparison
The current volatility for DFA Emerging Markets Core Equity Fund (DFCEX) is 3.57%, while DFA Real Estate Securities Portfolio Class I (DFREX) has a volatility of 5.07%. This indicates that DFCEX experiences smaller price fluctuations and is considered to be less risky than DFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.