DFGEX vs. FRIFX
DFGEX (DFA Global Real Estate Securities Portfolio) and FRIFX (Fidelity Real Estate Income Fund) are both REIT funds. Over the past 10 years, DFGEX returned 3.59%/yr vs 4.94%/yr for FRIFX. Their correlation of 0.89 means they have usually moved in the same direction. DFGEX charges 0.14%/yr vs 0.71%/yr for FRIFX.
Performance
DFGEX vs. FRIFX - Performance Comparison
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Returns By Period
In the year-to-date period, DFGEX achieves a 14.33% return, which is significantly higher than FRIFX's 4.64% return. Over the past 10 years, DFGEX has underperformed FRIFX with an annualized return of 3.59%, while FRIFX has yielded a comparatively higher 4.94% annualized return.
DFGEX
- 1D
- -0.50%
- 1M
- 2.31%
- 6M
- 11.45%
- YTD
- 14.33%
- 1Y
- 17.56%
- 3Y*
- 10.00%
- 5Y*
- 2.44%
- 10Y*
- 3.59%
- ALL TIME*
- 5.71%
FRIFX
- 1D
- -0.24%
- 1M
- -0.15%
- 6M
- 3.79%
- YTD
- 4.64%
- 1Y
- 7.68%
- 3Y*
- 7.94%
- 5Y*
- 3.21%
- 10Y*
- 4.94%
- ALL TIME*
- 6.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFGEX vs. FRIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 14.33% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
FRIFX Fidelity Real Estate Income Fund | 4.64% | 7.16% | 7.93% | 9.32% | -14.54% | 18.90% | -1.09% | 17.92% | -1.80% | 6.20% |
Correlation
The correlation between DFGEX and FRIFX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.89 |
The correlation between DFGEX and FRIFX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
DFGEX vs. FRIFX — Risk / Return Rank
DFGEX
FRIFX
DFGEX vs. FRIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Fidelity Real Estate Income Fund (FRIFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFGEX | FRIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.28 | -0.48 |
| Martin ratioReturn relative to average drawdown | 6.48 | 9.99 | -3.50 |
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Drawdowns
DFGEX vs. FRIFX - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, which is greater than FRIFX's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for DFGEX and FRIFX.
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Drawdown Indicators
| DFGEX | FRIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -38.27% | -4.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -3.42% | -5.62% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -6.10% | -11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -18.12% | -14.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -34.50% | -8.17% |
Current DrawdownCurrent decline from peak | -0.58% | -0.40% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -4.24% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.78% | +1.75% |
Volatility
DFGEX vs. FRIFX - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) has a higher volatility of 3.24% compared to Fidelity Real Estate Income Fund (FRIFX) at 1.07%. This indicates that DFGEX's price experiences larger fluctuations and is considered to be riskier than FRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGEX | FRIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 1.07% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 3.34% | +6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 4.21% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 6.45% | +9.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 9.47% | +8.24% |
DFGEX vs. FRIFX - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is lower than FRIFX's 0.71% expense ratio.
Dividends
DFGEX vs. FRIFX - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.56%, less than FRIFX's 4.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.56% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
FRIFX Fidelity Real Estate Income Fund | 4.67% | 4.69% | 4.65% | 4.99% | 6.04% | 1.47% | 4.77% | 5.68% | 5.08% | 4.40% | 4.98% | 3.65% |
Frequently Asked Questions
DFGEX and FRIFX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFGEX has higher volatility (3.24%) compared to FRIFX (1.07%). In terms of maximum drawdown, DFGEX dropped -42.67% vs FRIFX's -38.27%.
FRIFX currently has the higher Sharpe Ratio (1.87 vs 1.35), 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.
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