DFGEX vs. IJR
DFGEX (DFA Global Real Estate Securities Portfolio) and IJR (iShares Core S&P Small-Cap ETF) are both funds - DFGEX is a REIT fund managed by Dimensional, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Over the past 10 years, DFGEX returned 4.11%/yr vs 11.16%/yr for IJR. A 0.61 correlation means they provide meaningful diversification when combined. DFGEX charges 0.14%/yr vs 0.06%/yr for IJR.
Performance
DFGEX vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, DFGEX achieves a 10.89% return, which is significantly lower than IJR's 19.73% return. Over the past 10 years, DFGEX has underperformed IJR with an annualized return of 4.11%, while IJR has yielded a comparatively higher 11.16% annualized return.
DFGEX
- 1D
- 0.35%
- 1M
- 1.84%
- YTD
- 10.89%
- 6M
- 11.70%
- 1Y
- 13.17%
- 3Y*
- 10.06%
- 5Y*
- 2.03%
- 10Y*
- 4.11%
IJR
- 1D
- 0.97%
- 1M
- 5.53%
- YTD
- 19.73%
- 6M
- 16.47%
- 1Y
- 37.01%
- 3Y*
- 14.75%
- 5Y*
- 6.25%
- 10Y*
- 11.16%
DFGEX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 10.89% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
IJR iShares Core S&P Small-Cap ETF | 19.73% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Correlation
The correlation between DFGEX and IJR is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.61 |
The correlation between DFGEX and IJR shifts across timeframes, from 0.57 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFGEX vs. IJR — Risk / Return Rank
DFGEX
IJR
DFGEX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and iShares Core S&P Small-Cap ETF (IJR). 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 | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.97 | -2.55 |
| Martin ratioReturn relative to average drawdown | 4.97 | 13.35 | -8.39 |
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Drawdowns
DFGEX vs. IJR - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for DFGEX and IJR.
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Drawdown Indicators
| DFGEX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -58.15% | +15.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -8.68% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -28.02% | +10.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -28.02% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -44.36% | +1.69% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -9.27% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.59% | -0.01% |
Volatility
DFGEX vs. IJR - Volatility Comparison
The current volatility for DFA Global Real Estate Securities Portfolio (DFGEX) is 3.97%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 5.18%. This indicates that DFGEX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGEX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 5.18% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 11.97% | -3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 17.76% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 21.43% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 22.92% | -5.20% |
DFGEX vs. IJR - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is higher than IJR's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DFGEX vs. IJR - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.67%, more than IJR's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.67% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
IJR iShares Core S&P Small-Cap ETF | 1.11% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
DFGEX and IJR have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (5.18%) compared to DFGEX (3.97%). In terms of maximum drawdown, DFGEX dropped -42.67% vs IJR's -58.15%.
IJR currently has the higher Sharpe Ratio (1.94 vs 1.08), 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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