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DFGEX vs. SFREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFGEX vs. SFREX - Performance Comparison

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

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DFGEX vs. SFREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SFREX
Schwab Fundamental Global Real Estate Index Fund
-2.53%11.26%3.05%4.10%-21.06%18.56%-11.16%22.61%-8.26%20.07%

Returns By Period

In the year-to-date period, DFGEX achieves a -0.76% return, which is significantly higher than SFREX's -2.53% return. Over the past 10 years, DFGEX has outperformed SFREX with an annualized return of 3.12%, while SFREX has yielded a comparatively lower 2.93% 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%

SFREX

1D
0.21%
1M
-11.77%
YTD
-2.53%
6M
-5.00%
1Y
6.19%
3Y*
5.99%
5Y*
-0.08%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFGEX vs. SFREX - Expense Ratio Comparison

DFGEX has a 0.14% expense ratio, which is lower than SFREX's 0.39% expense ratio.


Return for Risk

DFGEX vs. SFREX — Risk / Return Rank

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

DFGEX
DFGEX Risk / Return Rank: 1414
Overall Rank
DFGEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DFGEX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DFGEX Omega Ratio Rank: 1212
Omega Ratio Rank
DFGEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DFGEX Martin Ratio Rank: 1616
Martin Ratio Rank

SFREX
SFREX Risk / Return Rank: 1717
Overall Rank
SFREX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SFREX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SFREX Omega Ratio Rank: 1515
Omega Ratio Rank
SFREX Calmar Ratio Rank: 1616
Calmar Ratio Rank
SFREX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFGEX vs. SFREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) and Schwab Fundamental Global Real Estate Index Fund (SFREX). 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.


DFGEXSFREXDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.44

-0.12

Sortino ratio

Return per unit of downside risk

0.54

0.72

-0.18

Omega ratio

Gain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratio

Return relative to maximum drawdown

0.39

0.47

-0.08

Martin ratio

Return relative to average drawdown

1.57

1.76

-0.19

DFGEX vs. SFREX - Sharpe Ratio Comparison

The current DFGEX Sharpe Ratio is 0.33, which is comparable to the SFREX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DFGEX and SFREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFGEXSFREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.44

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.01

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.16

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.15

+0.14

Correlation

The correlation between DFGEX and SFREX is 0.88, 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. SFREX - Dividend Comparison

DFGEX's dividend yield for the trailing twelve months is around 4.11%, more than SFREX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
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%
SFREX
Schwab Fundamental Global Real Estate Index Fund
3.60%3.51%3.75%3.53%2.89%2.92%3.46%4.10%5.45%2.78%5.00%1.29%

Drawdowns

DFGEX vs. SFREX - Drawdown Comparison

The maximum DFGEX drawdown since its inception was -42.67%, roughly equal to the maximum SFREX drawdown of -41.98%. Use the drawdown chart below to compare losses from any high point for DFGEX and SFREX.


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Drawdown Indicators


DFGEXSFREXDifference

Max Drawdown

Largest peak-to-trough decline

-42.67%

-41.98%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-11.96%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-32.78%

-34.18%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.67%

-41.98%

-0.69%

Current Drawdown

Current decline from peak

-8.94%

-11.77%

+2.83%

Average Drawdown

Average peak-to-trough decline

-9.75%

-10.54%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.19%

-0.45%

Volatility

DFGEX vs. SFREX - Volatility Comparison

The current volatility for DFA Global Real Estate Securities Portfolio (DFGEX) is 3.88%, while Schwab Fundamental Global Real Estate Index Fund (SFREX) has a volatility of 4.18%. This indicates that DFGEX experiences smaller price fluctuations and is considered to be less risky than SFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFGEXSFREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

4.18%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

8.35%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

13.75%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

16.32%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

17.91%

-0.22%