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DFITX vs. FIKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFITX vs. FIKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Real Estate Securities (DFITX) and Fidelity Advisor International Real Estate Fund Class Z (FIKLX). The values are adjusted to include any dividend payments, if applicable.

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DFITX vs. FIKLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DFITX
DFA International Real Estate Securities
-7.92%24.65%-7.70%5.96%-21.73%12.81%-9.02%23.61%-2.03%
FIKLX
Fidelity Advisor International Real Estate Fund Class Z
-5.05%22.93%-9.39%4.32%-26.54%12.03%5.85%28.22%-2.29%

Returns By Period

In the year-to-date period, DFITX achieves a -7.92% return, which is significantly lower than FIKLX's -5.05% return.


DFITX

1D
-0.29%
1M
-12.31%
YTD
-7.92%
6M
-6.97%
1Y
10.05%
3Y*
4.12%
5Y*
-0.61%
10Y*
1.34%

FIKLX

1D
0.10%
1M
-13.68%
YTD
-5.05%
6M
-3.04%
1Y
13.00%
3Y*
3.33%
5Y*
-2.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFITX vs. FIKLX - Expense Ratio Comparison

DFITX has a 0.27% expense ratio, which is lower than FIKLX's 0.79% expense ratio.


Return for Risk

DFITX vs. FIKLX — Risk / Return Rank

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

DFITX
DFITX Risk / Return Rank: 2727
Overall Rank
DFITX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DFITX Sortino Ratio Rank: 2727
Sortino Ratio Rank
DFITX Omega Ratio Rank: 2525
Omega Ratio Rank
DFITX Calmar Ratio Rank: 2424
Calmar Ratio Rank
DFITX Martin Ratio Rank: 2727
Martin Ratio Rank

FIKLX
FIKLX Risk / Return Rank: 4141
Overall Rank
FIKLX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FIKLX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FIKLX Omega Ratio Rank: 4141
Omega Ratio Rank
FIKLX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FIKLX Martin Ratio Rank: 3737
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.

DFITX vs. FIKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Real Estate Securities (DFITX) and Fidelity Advisor International Real Estate Fund Class Z (FIKLX). 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.


DFITXFIKLXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.98

-0.24

Sortino ratio

Return per unit of downside risk

1.03

1.36

-0.33

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.71

0.91

-0.20

Martin ratio

Return relative to average drawdown

2.98

3.97

-0.99

DFITX vs. FIKLX - Sharpe Ratio Comparison

The current DFITX Sharpe Ratio is 0.73, which is comparable to the FIKLX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DFITX and FIKLX, 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


DFITXFIKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.98

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.16

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.17

-0.09

Correlation

The correlation between DFITX and FIKLX 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

DFITX vs. FIKLX - Dividend Comparison

DFITX's dividend yield for the trailing twelve months is around 7.24%, more than FIKLX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
DFITX
DFA International Real Estate Securities
7.24%6.67%6.24%5.05%0.00%7.86%0.00%12.86%5.99%4.21%8.62%1.79%
FIKLX
Fidelity Advisor International Real Estate Fund Class Z
3.26%3.10%5.24%2.12%4.60%5.63%1.94%5.41%0.00%0.00%0.00%0.00%

Drawdowns

DFITX vs. FIKLX - Drawdown Comparison

The maximum DFITX drawdown since its inception was -73.49%, which is greater than FIKLX's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for DFITX and FIKLX.


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Drawdown Indicators


DFITXFIKLXDifference

Max Drawdown

Largest peak-to-trough decline

-73.49%

-36.93%

-36.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-13.77%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-36.93%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-45.26%

Current Drawdown

Current decline from peak

-14.12%

-21.17%

+7.05%

Average Drawdown

Average peak-to-trough decline

-18.19%

-15.69%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.15%

-0.21%

Volatility

DFITX vs. FIKLX - Volatility Comparison

The current volatility for DFA International Real Estate Securities (DFITX) is 4.58%, while Fidelity Advisor International Real Estate Fund Class Z (FIKLX) has a volatility of 5.13%. This indicates that DFITX experiences smaller price fluctuations and is considered to be less risky than FIKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFITXFIKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

5.13%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

8.63%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

12.77%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

13.51%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

14.73%

+1.68%