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DFREX vs. DFCEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFREX and DFCEX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

DFREX vs. DFCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Real Estate Securities Portfolio Class I (DFREX) and DFA Emerging Markets Core Equity Fund (DFCEX). The values are adjusted to include any dividend payments, if applicable.

240.00%260.00%280.00%300.00%320.00%JulyAugustSeptemberOctoberNovemberDecember
270.00%
278.28%
DFREX
DFCEX

Key characteristics

Sharpe Ratio

DFREX:

0.32

DFCEX:

0.81

Sortino Ratio

DFREX:

0.53

DFCEX:

1.16

Omega Ratio

DFREX:

1.07

DFCEX:

1.15

Calmar Ratio

DFREX:

0.21

DFCEX:

0.72

Martin Ratio

DFREX:

1.13

DFCEX:

2.96

Ulcer Index

DFREX:

4.53%

DFCEX:

3.45%

Daily Std Dev

DFREX:

16.08%

DFCEX:

12.56%

Max Drawdown

DFREX:

-74.36%

DFCEX:

-64.58%

Current Drawdown

DFREX:

-13.89%

DFCEX:

-8.97%

Returns By Period

In the year-to-date period, DFREX achieves a 3.16% return, which is significantly lower than DFCEX's 6.47% return. Over the past 10 years, DFREX has outperformed DFCEX with an annualized return of 5.36%, while DFCEX has yielded a comparatively lower 4.81% annualized return.


DFREX

YTD

3.16%

1M

-7.27%

6M

6.11%

1Y

4.22%

5Y*

3.29%

10Y*

5.36%

DFCEX

YTD

6.47%

1M

-1.97%

6M

-1.47%

1Y

8.75%

5Y*

4.56%

10Y*

4.81%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFREX vs. DFCEX - Expense Ratio Comparison

DFREX has a 0.18% expense ratio, which is lower than DFCEX's 0.40% expense ratio.


DFCEX
DFA Emerging Markets Core Equity Fund
Expense ratio chart for DFCEX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for DFREX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

DFREX vs. DFCEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and DFA Emerging Markets Core Equity Fund (DFCEX). 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.


Sharpe ratio
The chart of Sharpe ratio for DFREX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.320.81
The chart of Sortino ratio for DFREX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.531.16
The chart of Omega ratio for DFREX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.15
The chart of Calmar ratio for DFREX, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.0014.000.210.72
The chart of Martin ratio for DFREX, currently valued at 1.13, compared to the broader market0.0020.0040.0060.001.132.96
DFREX
DFCEX

The current DFREX Sharpe Ratio is 0.32, which is lower than the DFCEX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DFREX and DFCEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.81
DFREX
DFCEX

Dividends

DFREX vs. DFCEX - Dividend Comparison

DFREX's dividend yield for the trailing twelve months is around 1.33%, less than DFCEX's 1.92% yield.


TTM20232022202120202019201820172016201520142013
DFREX
DFA Real Estate Securities Portfolio Class I
1.33%3.17%2.60%1.59%3.22%2.09%4.88%2.98%3.16%2.86%2.60%3.03%
DFCEX
DFA Emerging Markets Core Equity Fund
1.92%3.53%3.77%2.59%1.70%2.42%2.33%1.92%1.99%2.28%2.04%2.03%

Drawdowns

DFREX vs. DFCEX - Drawdown Comparison

The maximum DFREX drawdown since its inception was -74.36%, which is greater than DFCEX's maximum drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for DFREX and DFCEX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.89%
-8.97%
DFREX
DFCEX

Volatility

DFREX vs. DFCEX - Volatility Comparison

DFA Real Estate Securities Portfolio Class I (DFREX) has a higher volatility of 5.94% compared to DFA Emerging Markets Core Equity Fund (DFCEX) at 3.15%. This indicates that DFREX's price experiences larger fluctuations and is considered to be riskier than DFCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.94%
3.15%
DFREX
DFCEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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