DFREX vs. FIKMX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX).
DFREX is managed by Dimensional. It was launched on Jan 5, 1993. FIKMX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
DFREX vs. FIKMX - Performance Comparison
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DFREX vs. FIKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 1.79% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -1.93% |
FIKMX Fidelity Advisor Real Estate Income Fund Class Z | 0.00% | 7.29% | 8.03% | 9.51% | -14.48% | 19.04% | -0.98% | 18.04% | -1.71% |
Returns By Period
DFREX
- 1D
- 0.37%
- 1M
- -7.68%
- YTD
- 1.79%
- 6M
- -0.53%
- 1Y
- 0.96%
- 3Y*
- 6.01%
- 5Y*
- 3.57%
- 10Y*
- 4.83%
FIKMX
- 1D
- 0.33%
- 1M
- -3.12%
- YTD
- 0.00%
- 6M
- 1.05%
- 1Y
- 4.47%
- 3Y*
- 7.50%
- 5Y*
- 4.02%
- 10Y*
- —
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DFREX vs. FIKMX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is lower than FIKMX's 0.59% expense ratio.
Return for Risk
DFREX vs. FIKMX — Risk / Return Rank
DFREX
FIKMX
DFREX vs. FIKMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX). 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.
| DFREX | FIKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.94 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.28 | 1.25 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.18 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.11 | -0.97 |
Martin ratioReturn relative to average drawdown | 0.54 | 4.71 | -4.18 |
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
| DFREX | FIKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.94 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.62 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Correlation
The correlation between DFREX and FIKMX is 0.89, 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
DFREX vs. FIKMX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.84%, less than FIKMX's 4.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 2.84% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
FIKMX Fidelity Advisor Real Estate Income Fund Class Z | 4.80% | 4.80% | 4.81% | 5.15% | 6.24% | 1.59% | 4.90% | 5.82% | 2.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFREX vs. FIKMX - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than FIKMX's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for DFREX and FIKMX.
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Drawdown Indicators
| DFREX | FIKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -34.49% | -39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -4.35% | -7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -18.04% | -15.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | — | — |
Current DrawdownCurrent decline from peak | -8.98% | -3.12% | -5.86% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -5.26% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.02% | +2.09% |
Volatility
DFREX vs. FIKMX - Volatility Comparison
DFA Real Estate Securities Portfolio Class I (DFREX) has a higher volatility of 4.12% compared to Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) at 1.57%. This indicates that DFREX's price experiences larger fluctuations and is considered to be riskier than FIKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFREX | FIKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 1.57% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 2.88% | +6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 4.95% | +11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 6.52% | +12.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 10.69% | +9.61% |