DFITX vs. DGEIX
DFITX (DFA International Real Estate Securities) and DGEIX (DFA Global Equity Portfolio Institutional Class) are both mutual funds - DFITX is a REIT fund managed by Dimensional, while DGEIX is a Global Equities fund managed by Dimensional. Over the past 10 years, DFITX returned 1.69%/yr vs 12.51%/yr for DGEIX. A 0.71 correlation means they provide meaningful diversification when combined. DFITX charges 0.27%/yr vs 0.25%/yr for DGEIX.
Performance
DFITX vs. DGEIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFITX achieves a -1.32% return, which is significantly lower than DGEIX's 13.03% return. Over the past 10 years, DFITX has underperformed DGEIX with an annualized return of 1.69%, while DGEIX has yielded a comparatively higher 12.51% annualized return.
DFITX
- 1D
- -0.27%
- 1M
- -1.06%
- YTD
- -1.32%
- 6M
- 0.20%
- 1Y
- 6.32%
- 3Y*
- 6.64%
- 5Y*
- -0.80%
- 10Y*
- 1.69%
DGEIX
- 1D
- 0.47%
- 1M
- 4.90%
- YTD
- 13.03%
- 6M
- 13.93%
- 1Y
- 30.01%
- 3Y*
- 20.54%
- 5Y*
- 10.87%
- 10Y*
- 12.51%
DFITX vs. DGEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | -1.32% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
DGEIX DFA Global Equity Portfolio Institutional Class | 13.03% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
Correlation
The correlation between DFITX and DGEIX is 0.64, 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 | 0.64 |
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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2007 | 0.71 |
The correlation between DFITX and DGEIX has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
DFITX vs. DGEIX — Risk / Return Rank
DFITX
DGEIX
DFITX vs. DGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Real Estate Securities (DFITX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.
| DFITX | DGEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.48 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.48 | -3.03 |
| Martin ratioReturn relative to average drawdown | 1.49 | 15.24 | -13.75 |
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
| DFITX | DGEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 2.62 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.70 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.74 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.51 | -0.41 |
Drawdowns
DFITX vs. DGEIX - Drawdown Comparison
The maximum DFITX drawdown since its inception was -73.49%, which is greater than DGEIX's maximum drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DFITX and DGEIX.
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Drawdown Indicators
| DFITX | DGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -59.77% | -13.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -8.85% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -16.97% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -25.20% | -9.64% |
Max Drawdown (10Y)Largest decline over 10 years | -45.26% | -37.00% | -8.26% |
Current DrawdownCurrent decline from peak | -7.97% | 0.00% | -7.97% |
Average DrawdownAverage peak-to-trough decline | -18.10% | -8.00% | -10.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.02% | +1.68% |
Volatility
DFITX vs. DGEIX - Volatility Comparison
DFA International Real Estate Securities (DFITX) and DFA Global Equity Portfolio Institutional Class (DGEIX) have volatilities of 3.41% and 3.28%, 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.
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Volatility by Period
| DFITX | DGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.28% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 9.09% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 11.75% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 15.66% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 16.87% | -0.40% |
DFITX vs. DGEIX - Expense Ratio Comparison
DFITX has a 0.27% expense ratio, which is higher than DGEIX's 0.25% 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
DFITX vs. DGEIX - Dividend Comparison
DFITX's dividend yield for the trailing twelve months is around 6.76%, more than DGEIX's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 6.76% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
DGEIX DFA Global Equity Portfolio Institutional Class | 2.68% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Frequently Asked Questions
DFITX and DGEIX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFITX has higher volatility (3.41%) compared to DGEIX (3.28%). In terms of maximum drawdown, DFITX dropped -73.49% vs DGEIX's -59.77%.
DGEIX currently has the higher Sharpe Ratio (2.62 vs 0.46), 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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