DFGEX vs. HLRRX
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and LDR Real Estate Value Opportunity Fund (HLRRX).
DFGEX is managed by Dimensional. It was launched on Jun 3, 2008. HLRRX is managed by REMSGroup. It was launched on Dec 16, 2002.
Performance
DFGEX vs. HLRRX - Performance Comparison
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DFGEX vs. HLRRX - 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% |
HLRRX LDR Real Estate Value Opportunity Fund | 3.75% | -9.13% | 9.45% | 10.50% | -21.40% | 40.50% | -3.78% | 31.75% | -13.63% | -1.24% |
Returns By Period
In the year-to-date period, DFGEX achieves a -0.76% return, which is significantly lower than HLRRX's 3.75% return. Over the past 10 years, DFGEX has underperformed HLRRX with an annualized return of 3.12%, while HLRRX has yielded a comparatively higher 4.00% 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%
HLRRX
- 1D
- 0.11%
- 1M
- -5.24%
- YTD
- 3.75%
- 6M
- 1.03%
- 1Y
- -1.29%
- 3Y*
- 4.65%
- 5Y*
- 2.12%
- 10Y*
- 4.00%
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DFGEX vs. HLRRX - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is lower than HLRRX's 1.14% expense ratio.
Return for Risk
DFGEX vs. HLRRX — Risk / Return Rank
DFGEX
HLRRX
DFGEX vs. HLRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and LDR Real Estate Value Opportunity Fund (HLRRX). 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 | HLRRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | -0.06 | +0.39 |
Sortino ratioReturn per unit of downside risk | 0.54 | 0.02 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.00 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.13 | +0.52 |
Martin ratioReturn relative to average drawdown | 1.57 | -0.34 | +1.91 |
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 | HLRRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | -0.06 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.12 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.19 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.32 | -0.03 |
Correlation
The correlation between DFGEX and HLRRX is 0.85, 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. HLRRX - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 4.11%, less than HLRRX's 7.74% 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% |
HLRRX LDR Real Estate Value Opportunity Fund | 7.74% | 9.39% | 4.93% | 5.50% | 13.71% | 17.02% | 9.10% | 2.44% | 2.68% | 17.61% | 15.94% | 10.13% |
Drawdowns
DFGEX vs. HLRRX - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, smaller than the maximum HLRRX drawdown of -62.78%. Use the drawdown chart below to compare losses from any high point for DFGEX and HLRRX.
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Drawdown Indicators
| DFGEX | HLRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -62.78% | +20.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -11.74% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -28.99% | -3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -48.13% | +5.46% |
Current DrawdownCurrent decline from peak | -8.94% | -12.54% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -8.52% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 4.33% | -1.59% |
Volatility
DFGEX vs. HLRRX - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) has a higher volatility of 3.88% compared to LDR Real Estate Value Opportunity Fund (HLRRX) at 3.62%. This indicates that DFGEX's price experiences larger fluctuations and is considered to be riskier than HLRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGEX | HLRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.62% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 8.74% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.20% | 15.53% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 17.55% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 20.80% | -3.11% |