DFFVX vs. POSIX

Last updated Jun 4, 2026

DFFVX (DFA U.S. Targeted Value Portfolio) and POSIX (Principal Global Real Estate Securities Fund) are both mutual funds - DFFVX is a Small Cap Value Equities fund managed by Dimensional, while POSIX is a REIT fund managed by Principal. Over the past 10 years, DFFVX returned 11.05%/yr vs 4.10%/yr for POSIX. A 0.67 correlation means they provide meaningful diversification when combined. DFFVX charges 0.29%/yr vs 0.94%/yr for POSIX.

Performance

DFFVX vs. POSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Targeted Value Portfolio (DFFVX) and Principal Global Real Estate Securities Fund (POSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFFVX achieves a 14.56% return, which is significantly higher than POSIX's 6.90% return. Over the past 10 years, DFFVX has outperformed POSIX with an annualized return of 11.05%, while POSIX has yielded a comparatively lower 4.10% annualized return.

DFFVX

• 1D: 0.96%
• 1M: 2.48%
• YTD: 14.56%
• 6M: 14.49%
• 1Y: 32.25%
• 3Y*: 17.52%
• 5Y*: 8.76%
• 10Y*: 11.05%

POSIX

• 1D: 0.29%
• 1M: -1.83%
• YTD: 6.90%
• 6M: 6.37%
• 1Y: 9.48%
• 3Y*: 8.01%
• 5Y*: 0.31%
• 10Y*: 4.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFFVX vs. POSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFFVX DFA U.S. Targeted Value Portfolio	14.56%	9.53%	9.34%	19.37%	-4.66%	31.53%	3.78%	21.51%	-15.79%	9.20%
POSIX Principal Global Real Estate Securities Fund	6.90%	7.57%	0.67%	10.87%	-26.74%	23.45%	-3.91%	24.53%	-3.35%	14.73%

Correlation

The correlation between DFFVX and POSIX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 3, 2007	0.67

The correlation between DFFVX and POSIX shifts across timeframes, from 0.53 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DFFVX vs. POSIX — Risk / Return Rank

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

DFFVX

DFFVX Risk / Return Rank: 56
DFFVX Sharpe Ratio Rank: 48
DFFVX Sortino Ratio Rank: 50
DFFVX Omega Ratio Rank: 45
DFFVX Calmar Ratio Rank: 78
DFFVX Martin Ratio Rank: 58

POSIX

POSIX Risk / Return Rank: 9
POSIX Sharpe Ratio Rank: 9
POSIX Sortino Ratio Rank: 9
POSIX Omega Ratio Rank: 9
POSIX Calmar Ratio Rank: 9
POSIX Martin Ratio Rank: 11

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.

DFFVX vs. POSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) and Principal Global Real Estate Securities Fund (POSIX). 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.

	DFFVX	POSIX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	0.75	+1.29
Sortino ratio: Return per unit of downside risk	2.98	1.09	+1.89
Omega ratio: Gain probability vs. loss probability	1.36	1.14	+0.22
Calmar ratio: Return relative to maximum drawdown	3.57	0.89	+2.68
Martin ratio: Return relative to average drawdown	11.57	3.25	+8.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFFVX vs. POSIX - Sharpe Ratio Comparison

The current DFFVX Sharpe Ratio is 2.03, which is higher than the POSIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DFFVX and POSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFFVX	POSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	0.75	+1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.02	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.24	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.17	+0.30

Drawdowns

DFFVX vs. POSIX - Drawdown Comparison

The maximum DFFVX drawdown since its inception was -64.21%, smaller than the maximum POSIX drawdown of -68.45%. Use the drawdown chart below to compare losses from any high point for DFFVX and POSIX.

Drawdown Indicators

	DFFVX	POSIX	Difference
Max Drawdown Largest peak-to-trough decline	-64.21%	-68.45%	+4.24%
Max Drawdown (1Y) Largest decline over 1 year	-9.70%	-9.97%	+0.27%
Max Drawdown (3Y) Largest decline over 3 years	-26.09%	-18.02%	-8.07%
Max Drawdown (5Y) Largest decline over 5 years	-26.09%	-34.15%	+8.06%
Max Drawdown (10Y) Largest decline over 10 years	-50.75%	-41.70%	-9.05%
Current Drawdown Current decline from peak	0.00%	-5.95%	+5.95%
Average Drawdown Average peak-to-trough decline	-9.71%	-13.93%	+4.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.71%	+0.27%

Volatility

DFFVX vs. POSIX - Volatility Comparison

DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 4.26% compared to Principal Global Real Estate Securities Fund (POSIX) at 3.65%. This indicates that DFFVX's price experiences larger fluctuations and is considered to be riskier than POSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFFVX	POSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	3.65%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	9.00%	+2.04%
Volatility (1Y) Calculated over the trailing 1-year period	17.02%	11.82%	+5.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.54%	16.30%	+5.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.67%	16.99%	+6.68%

DFFVX vs. POSIX - Expense Ratio Comparison

DFFVX has a 0.29% expense ratio, which is lower than POSIX's 0.94% expense ratio.

Dividends

DFFVX vs. POSIX - Dividend Comparison

DFFVX's dividend yield for the trailing twelve months is around 1.50%, less than POSIX's 2.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFFVX DFA U.S. Targeted Value Portfolio	1.50%	1.69%	1.40%	2.26%	5.17%	2.74%	1.52%	3.82%	5.95%	5.16%	3.95%	5.84%
POSIX Principal Global Real Estate Securities Fund	2.47%	2.64%	2.57%	2.63%	1.12%	2.40%	1.13%	6.32%	3.81%	4.16%	3.70%	4.48%

Frequently Asked Questions

Can I hold both DFFVX and POSIX in my portfolio?

DFFVX and POSIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFFVX or POSIX?

DFFVX has higher volatility (4.26%) compared to POSIX (3.65%). In terms of maximum drawdown, DFFVX dropped -64.21% vs POSIX's -68.45%.

Which has better risk-adjusted returns?

DFFVX currently has the higher Sharpe Ratio (2.03 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.