DFGEX vs. SCHH
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and Schwab US REIT ETF (SCHH).
DFGEX is managed by Dimensional. It was launched on Jun 3, 2008. SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011.
Performance
DFGEX vs. SCHH - Performance Comparison
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DFGEX vs. SCHH - 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% |
SCHH Schwab US REIT ETF | 3.43% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -4.26% | 3.68% |
Returns By Period
In the year-to-date period, DFGEX achieves a -0.76% return, which is significantly lower than SCHH's 3.43% return. Both investments have delivered pretty close results over the past 10 years, with DFGEX having a 3.12% annualized return and SCHH not far ahead at 3.25%.
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%
SCHH
- 1D
- 1.51%
- 1M
- -6.18%
- YTD
- 3.43%
- 6M
- 1.24%
- 1Y
- 3.01%
- 3Y*
- 6.64%
- 5Y*
- 3.44%
- 10Y*
- 3.25%
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DFGEX vs. SCHH - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is higher than SCHH's 0.07% 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%.
Return for Risk
DFGEX vs. SCHH — Risk / Return Rank
DFGEX
SCHH
DFGEX vs. SCHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Schwab US REIT ETF (SCHH). 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 | SCHH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.19 | +0.14 |
Sortino ratioReturn per unit of downside risk | 0.54 | 0.37 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.05 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.33 | +0.07 |
Martin ratioReturn relative to average drawdown | 1.57 | 1.28 | +0.29 |
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 | SCHH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.19 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.18 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.16 | +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 SCHH is 0.94, 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. SCHH - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 4.11%, more than SCHH's 3.03% 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% |
SCHH Schwab US REIT ETF | 3.03% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
Drawdowns
DFGEX vs. SCHH - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, roughly equal to the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for DFGEX and SCHH.
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Drawdown Indicators
| DFGEX | SCHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -44.22% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -12.40% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -33.28% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -44.22% | +1.55% |
Current DrawdownCurrent decline from peak | -8.94% | -7.46% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -9.54% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 3.14% | -0.40% |
Volatility
DFGEX vs. SCHH - Volatility Comparison
The current volatility for DFA Global Real Estate Securities Portfolio (DFGEX) is 3.88%, while Schwab US REIT ETF (SCHH) has a volatility of 4.59%. This indicates that DFGEX experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGEX | SCHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.59% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 9.30% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.20% | 16.22% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 18.71% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 20.97% | -3.28% |