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 Fund Advisors LP. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGEX or SCHH.
Key characteristics
| DFGEX | SCHH | |
|---|---|---|
| YTD Return | -4.19% | -4.80% |
| 1Y Return | 4.53% | 5.45% |
| 3Y Return (Ann) | -2.25% | -0.79% |
| 5Y Return (Ann) | 1.49% | 0.10% |
| 10Y Return (Ann) | 4.21% | 3.85% |
| Sharpe Ratio | 0.25 | 0.29 |
| Daily Std Dev | 16.63% | 18.58% |
| Max Drawdown | -62.57% | -44.22% |
| Current Drawdown | -20.07% | -20.61% |
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.
Performance
DFGEX vs. SCHH - Performance Comparison
In the year-to-date period, DFGEX achieves a -4.19% return, which is significantly higher than SCHH's -4.80% return. Over the past 10 years, DFGEX has outperformed SCHH with an annualized return of 4.21%, while SCHH has yielded a comparatively lower 3.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
DFGEX vs. SCHH - Risk-Adjusted Performance 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.
Dividends
DFGEX vs. SCHH - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.50%, more than SCHH's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.50% | 3.36% | 5.70% | 4.50% | 2.29% | 8.00% | 5.09% | 3.72% | 5.06% | 2.45% | 3.75% | 3.63% |
SCHH Schwab US REIT ETF | 3.36% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
Drawdowns
DFGEX vs. SCHH - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -62.57%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for DFGEX and SCHH. For additional features, visit the drawdowns tool.
Volatility
DFGEX vs. SCHH - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) and Schwab US REIT ETF (SCHH) have volatilities of 4.25% and 4.44%, 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.