DFGEX vs. FRIFX
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and Fidelity Real Estate Income Fund (FRIFX).
DFGEX is managed by Dimensional. It was launched on Jun 3, 2008. FRIFX is managed by Fidelity. It was launched on Feb 4, 2003.
Performance
DFGEX vs. FRIFX - Performance Comparison
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DFGEX vs. FRIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | -0.76% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
FRIFX Fidelity Real Estate Income Fund | -0.00% | 7.16% | 7.93% | 9.32% | -14.54% | 18.90% | -1.09% | 17.92% | -1.80% | 6.20% |
Returns By Period
Over the past 10 years, DFGEX has underperformed FRIFX with an annualized return of 3.12%, while FRIFX has yielded a comparatively higher 5.27% annualized return.
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%
FRIFX
- 1D
- 0.33%
- 1M
- -3.10%
- YTD
- -0.00%
- 6M
- 1.00%
- 1Y
- 4.36%
- 3Y*
- 7.40%
- 5Y*
- 3.89%
- 10Y*
- 5.27%
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DFGEX vs. FRIFX - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is lower than FRIFX's 0.71% expense ratio.
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.
| DFGEX | FRIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.92 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.23 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.08 | -0.69 |
Martin ratioReturn relative to average drawdown | 1.57 | 4.65 | -3.08 |
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 | FRIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.92 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.60 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.56 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.71 | -0.42 |
Correlation
The correlation between DFGEX and FRIFX is 0.89, 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. FRIFX - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 4.11%, less than FRIFX's 4.69% 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% |
FRIFX Fidelity Real Estate Income Fund | 4.69% | 4.69% | 4.65% | 4.99% | 6.04% | 1.47% | 4.77% | 5.68% | 5.08% | 4.40% | 4.98% | 3.65% |
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 | -10.98% | -4.34% | -6.64% |
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 | -8.94% | -3.10% | -5.84% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -4.29% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 1.01% | +1.73% |
Volatility
DFGEX vs. FRIFX - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) has a higher volatility of 3.88% compared to Fidelity Real Estate Income Fund (FRIFX) at 1.60%. 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 | 3.88% | 1.60% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 2.91% | +5.07% |
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% | 6.50% | +9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 9.47% | +8.22% |