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DFFVX vs. POSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DFFVX vs. POSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFFVX
DFA U.S. Targeted Value Portfolio
3.27%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
-0.73%7.57%0.67%10.87%-26.74%23.45%-3.91%24.53%-3.35%14.73%

Returns By Period

In the year-to-date period, DFFVX achieves a 3.27% return, which is significantly higher than POSIX's -0.73% return. Over the past 10 years, DFFVX has outperformed POSIX with an annualized return of 10.23%, while POSIX has yielded a comparatively lower 3.43% annualized return.


DFFVX

1D
-0.57%
1M
-5.78%
YTD
3.27%
6M
6.24%
1Y
21.73%
3Y*
13.51%
5Y*
8.15%
10Y*
10.23%

POSIX

1D
0.11%
1M
-9.88%
YTD
-0.73%
6M
-2.12%
1Y
4.72%
3Y*
5.38%
5Y*
0.63%
10Y*
3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFFVX vs. POSIX - Expense Ratio Comparison

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


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: 5454
Overall Rank
DFFVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DFFVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DFFVX Omega Ratio Rank: 5252
Omega Ratio Rank
DFFVX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DFFVX Martin Ratio Rank: 5050
Martin Ratio Rank

POSIX
POSIX Risk / Return Rank: 1515
Overall Rank
POSIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
POSIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
POSIX Omega Ratio Rank: 1313
Omega Ratio Rank
POSIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
POSIX Martin Ratio Rank: 1818
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.

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.


DFFVXPOSIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.36

+0.61

Sortino ratio

Return per unit of downside risk

1.49

0.58

+0.91

Omega ratio

Gain probability vs. loss probability

1.21

1.08

+0.13

Calmar ratio

Return relative to maximum drawdown

1.31

0.46

+0.85

Martin ratio

Return relative to average drawdown

4.88

1.81

+3.07

DFFVX vs. POSIX - Sharpe Ratio Comparison

The current DFFVX Sharpe Ratio is 0.97, which is higher than the POSIX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of DFFVX and POSIX, 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


DFFVXPOSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.36

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.04

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.20

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.15

+0.30

Correlation

The correlation between DFFVX and POSIX is 0.68, 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

DFFVX vs. POSIX - Dividend Comparison

DFFVX's dividend yield for the trailing twelve months is around 1.66%, less than POSIX's 2.66% yield.


TTM20252024202320222021202020192018201720162015
DFFVX
DFA U.S. Targeted Value Portfolio
1.66%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
2.66%2.64%2.57%2.63%1.12%2.40%1.13%6.32%3.81%4.16%3.70%4.48%

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.


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Drawdown Indicators


DFFVXPOSIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.21%

-68.45%

+4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

-10.67%

-4.04%

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

-8.07%

-12.67%

+4.60%

Average Drawdown

Average peak-to-trough decline

-9.76%

-14.02%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

2.72%

+1.24%

Volatility

DFFVX vs. POSIX - Volatility Comparison

DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 4.90% compared to Principal Global Real Estate Securities Fund (POSIX) at 4.19%. 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.


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Volatility by Period


DFFVXPOSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.19%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

8.13%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

14.17%

+8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.69%

16.22%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

16.95%

+6.72%