DFITX vs. IRFIX
Compare and contrast key facts about DFA International Real Estate Securities (DFITX) and Cohen & Steers International Realty Fund (IRFIX).
DFITX is managed by Dimensional. It was launched on Feb 28, 2007. IRFIX is managed by Cohen & Steers. It was launched on Mar 30, 2005.
Performance
DFITX vs. IRFIX - Performance Comparison
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DFITX vs. IRFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | -7.92% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
IRFIX Cohen & Steers International Realty Fund | -4.81% | 23.52% | -10.56% | 4.58% | -23.84% | 7.66% | -0.81% | 23.74% | -3.74% | 23.38% |
Returns By Period
In the year-to-date period, DFITX achieves a -7.92% return, which is significantly lower than IRFIX's -4.81% return. Over the past 10 years, DFITX has underperformed IRFIX with an annualized return of 1.34%, while IRFIX has yielded a comparatively higher 2.52% annualized 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%
IRFIX
- 1D
- 0.46%
- 1M
- -14.45%
- YTD
- -4.81%
- 6M
- -3.48%
- 1Y
- 14.38%
- 3Y*
- 3.81%
- 5Y*
- -2.16%
- 10Y*
- 2.52%
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DFITX vs. IRFIX - Expense Ratio Comparison
DFITX has a 0.27% expense ratio, which is lower than IRFIX's 1.00% expense ratio.
Return for Risk
DFITX vs. IRFIX — Risk / Return Rank
DFITX
IRFIX
DFITX vs. IRFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Real Estate Securities (DFITX) and Cohen & Steers International Realty Fund (IRFIX). 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 | IRFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.99 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.37 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.86 | -0.15 |
Martin ratioReturn relative to average drawdown | 2.98 | 3.90 | -0.92 |
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 | IRFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.99 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | -0.14 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.16 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.18 | -0.09 |
Correlation
The correlation between DFITX and IRFIX is 0.86, 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. IRFIX - Dividend Comparison
DFITX's dividend yield for the trailing twelve months is around 7.24%, more than IRFIX's 6.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IRFIX Cohen & Steers International Realty Fund | 6.48% | 6.17% | 3.24% | 2.62% | 2.62% | 7.70% | 3.40% | 9.81% | 4.19% | 3.37% | 6.46% | 3.36% |
Drawdowns
DFITX vs. IRFIX - Drawdown Comparison
The maximum DFITX drawdown since its inception was -73.49%, roughly equal to the maximum IRFIX drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for DFITX and IRFIX.
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Drawdown Indicators
| DFITX | IRFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -70.13% | -3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -14.85% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -38.41% | +3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -45.26% | -39.51% | -5.75% |
Current DrawdownCurrent decline from peak | -14.12% | -20.71% | +6.59% |
Average DrawdownAverage peak-to-trough decline | -18.19% | -18.69% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.29% | -0.35% |
Volatility
DFITX vs. IRFIX - Volatility Comparison
The current volatility for DFA International Real Estate Securities (DFITX) is 4.58%, while Cohen & Steers International Realty Fund (IRFIX) has a volatility of 5.06%. This indicates that DFITX experiences smaller price fluctuations and is considered to be less risky than IRFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFITX | IRFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.06% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 9.13% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 13.55% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 15.12% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 15.59% | +0.82% |