DFGEX vs. FIKMX
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX).
DFGEX is managed by Dimensional. It was launched on Jun 3, 2008. FIKMX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
DFGEX vs. FIKMX - Performance Comparison
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DFGEX vs. FIKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | -0.76% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -1.88% |
FIKMX Fidelity Advisor Real Estate Income Fund Class Z | 0.00% | 7.29% | 8.03% | 9.51% | -14.48% | 19.04% | -0.98% | 18.04% | -1.71% |
Returns By Period
DFGEX
- 1D
- 0.19%
- 1M
- -8.86%
- YTD
- -0.76%
- 6M
- -1.94%
- 1Y
- 4.00%
- 3Y*
- 5.81%
- 5Y*
- 2.37%
- 10Y*
- 3.12%
FIKMX
- 1D
- 0.33%
- 1M
- -3.12%
- YTD
- 0.00%
- 6M
- 1.05%
- 1Y
- 4.47%
- 3Y*
- 7.50%
- 5Y*
- 4.02%
- 10Y*
- —
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DFGEX vs. FIKMX - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is lower than FIKMX's 0.59% expense ratio.
Return for Risk
DFGEX vs. FIKMX — Risk / Return Rank
DFGEX
FIKMX
DFGEX vs. FIKMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX). 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.
| DFGEX | FIKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.94 | -0.62 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.25 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.11 | -0.72 |
Martin ratioReturn relative to average drawdown | 1.57 | 4.71 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFGEX | FIKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.94 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.62 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.51 | -0.22 |
Correlation
The correlation between DFGEX and FIKMX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFGEX vs. FIKMX - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 4.11%, less than FIKMX's 4.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 4.11% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
FIKMX Fidelity Advisor Real Estate Income Fund Class Z | 4.80% | 4.80% | 4.81% | 5.15% | 6.24% | 1.59% | 4.90% | 5.82% | 2.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFGEX vs. FIKMX - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, which is greater than FIKMX's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for DFGEX and FIKMX.
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Drawdown Indicators
| DFGEX | FIKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -34.49% | -8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -4.35% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -18.04% | -14.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | — | — |
Current DrawdownCurrent decline from peak | -8.94% | -3.12% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -5.26% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 1.02% | +1.72% |
Volatility
DFGEX vs. FIKMX - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) has a higher volatility of 3.88% compared to Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) at 1.57%. This indicates that DFGEX's price experiences larger fluctuations and is considered to be riskier than FIKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGEX | FIKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 1.57% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 2.88% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.20% | 4.95% | +9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 6.52% | +9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 10.69% | +7.00% |