DFREX vs. DFCEX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and DFA Emerging Markets Core Equity Fund (DFCEX).
DFREX is managed by Dimensional Fund Advisors LP. It was launched on Jan 5, 1993. DFCEX is managed by Dimensional Fund Advisors LP. It was launched on Apr 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFREX or DFCEX.
Performance
DFREX vs. DFCEX - Performance Comparison
Returns By Period
In the year-to-date period, DFREX achieves a 11.24% return, which is significantly higher than DFCEX's 8.60% return. Over the past 10 years, DFREX has outperformed DFCEX with an annualized return of 6.67%, while DFCEX has yielded a comparatively lower 4.48% annualized return.
DFREX
11.24%
-1.08%
15.70%
25.05%
5.05%
6.67%
DFCEX
8.60%
-4.13%
0.13%
13.17%
6.09%
4.48%
Key characteristics
| DFREX | DFCEX | |
|---|---|---|
| Sharpe Ratio | 1.52 | 1.04 |
| Sortino Ratio | 2.14 | 1.47 |
| Omega Ratio | 1.27 | 1.19 |
| Calmar Ratio | 0.94 | 0.90 |
| Martin Ratio | 5.77 | 4.62 |
| Ulcer Index | 4.21% | 2.78% |
| Daily Std Dev | 15.96% | 12.40% |
| Max Drawdown | -74.36% | -64.58% |
| Current Drawdown | -7.14% | -7.15% |
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DFREX vs. DFCEX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is lower than DFCEX's 0.40% expense ratio.
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.
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.
Dividends
DFREX vs. DFCEX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 3.01%, less than DFCEX's 3.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 3.01% | 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 | 3.23% | 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.
Volatility
DFREX vs. DFCEX - Volatility Comparison
DFA Real Estate Securities Portfolio Class I (DFREX) has a higher volatility of 4.73% compared to DFA Emerging Markets Core Equity Fund (DFCEX) at 3.62%. 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.