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DFGEX vs. FWRAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFGEX and FWRAX is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DFGEX vs. FWRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Real Estate Securities Portfolio (DFGEX) and Fidelity Advisor Global Real Estate Fund Class A (FWRAX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
20.14%
23.59%
DFGEX
FWRAX

Key characteristics

Sharpe Ratio

DFGEX:

0.79

FWRAX:

0.69

Sortino Ratio

DFGEX:

1.16

FWRAX:

1.05

Omega Ratio

DFGEX:

1.15

FWRAX:

1.14

Calmar Ratio

DFGEX:

0.48

FWRAX:

0.49

Martin Ratio

DFGEX:

2.08

FWRAX:

1.59

Ulcer Index

DFGEX:

6.09%

FWRAX:

6.81%

Daily Std Dev

DFGEX:

15.94%

FWRAX:

15.58%

Max Drawdown

DFGEX:

-62.58%

FWRAX:

-41.27%

Current Drawdown

DFGEX:

-17.08%

FWRAX:

-13.13%

Returns By Period

In the year-to-date period, DFGEX achieves a 1.49% return, which is significantly lower than FWRAX's 2.50% return.


DFGEX

YTD

1.49%

1M

-0.87%

6M

-6.40%

1Y

11.82%

5Y*

5.75%

10Y*

2.97%

FWRAX

YTD

2.50%

1M

0.47%

6M

-4.70%

1Y

10.25%

5Y*

6.41%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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DFGEX vs. FWRAX - Expense Ratio Comparison

DFGEX has a 0.14% expense ratio, which is lower than FWRAX's 1.20% expense ratio.


Expense ratio chart for FWRAX: current value is 1.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FWRAX: 1.20%
Expense ratio chart for DFGEX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFGEX: 0.14%

Risk-Adjusted Performance

DFGEX vs. FWRAX — Risk-Adjusted Performance Rank

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

DFGEX
The Risk-Adjusted Performance Rank of DFGEX is 6767
Overall Rank
The Sharpe Ratio Rank of DFGEX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFGEX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DFGEX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFGEX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DFGEX is 6060
Martin Ratio Rank

FWRAX
The Risk-Adjusted Performance Rank of FWRAX is 6363
Overall Rank
The Sharpe Ratio Rank of FWRAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FWRAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FWRAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FWRAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FWRAX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFGEX vs. FWRAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Fidelity Advisor Global Real Estate Fund Class A (FWRAX). 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.


The chart of Sharpe ratio for DFGEX, currently valued at 0.79, compared to the broader market-1.000.001.002.003.00
DFGEX: 0.79
FWRAX: 0.69
The chart of Sortino ratio for DFGEX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
DFGEX: 1.16
FWRAX: 1.05
The chart of Omega ratio for DFGEX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
DFGEX: 1.15
FWRAX: 1.14
The chart of Calmar ratio for DFGEX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.00
DFGEX: 0.48
FWRAX: 0.49
The chart of Martin ratio for DFGEX, currently valued at 2.08, compared to the broader market0.0010.0020.0030.0040.0050.00
DFGEX: 2.08
FWRAX: 1.59

The current DFGEX Sharpe Ratio is 0.79, which is comparable to the FWRAX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DFGEX and FWRAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.79
0.69
DFGEX
FWRAX

Dividends

DFGEX vs. FWRAX - Dividend Comparison

DFGEX's dividend yield for the trailing twelve months is around 3.73%, more than FWRAX's 2.33% yield.


TTM20242023202220212020201920182017201620152014
DFGEX
DFA Global Real Estate Securities Portfolio
3.73%3.78%3.36%1.47%3.58%2.00%5.90%5.09%3.08%4.73%2.44%3.74%
FWRAX
Fidelity Advisor Global Real Estate Fund Class A
2.33%2.39%2.33%0.94%1.17%1.29%2.05%1.63%1.35%0.80%0.00%0.00%

Drawdowns

DFGEX vs. FWRAX - Drawdown Comparison

The maximum DFGEX drawdown since its inception was -62.58%, which is greater than FWRAX's maximum drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for DFGEX and FWRAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-17.08%
-13.13%
DFGEX
FWRAX

Volatility

DFGEX vs. FWRAX - Volatility Comparison

DFA Global Real Estate Securities Portfolio (DFGEX) and Fidelity Advisor Global Real Estate Fund Class A (FWRAX) have volatilities of 9.13% and 9.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.13%
9.17%
DFGEX
FWRAX