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DFREX vs. FNCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFREX vs. FNCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Real Estate Securities Portfolio Class I (DFREX) and Fidelity NASDAQ Composite Index Fund (FNCMX). The values are adjusted to include any dividend payments, if applicable.

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DFREX vs. FNCMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFREX
DFA Real Estate Securities Portfolio Class I
3.33%1.52%5.52%11.20%-24.93%41.88%-5.03%28.12%-3.01%4.25%
FNCMX
Fidelity NASDAQ Composite Index Fund
-6.99%21.11%29.48%45.13%-32.40%22.21%44.57%36.63%-3.07%28.35%

Returns By Period

In the year-to-date period, DFREX achieves a 3.33% return, which is significantly higher than FNCMX's -6.99% return. Over the past 10 years, DFREX has underperformed FNCMX with an annualized return of 4.99%, while FNCMX has yielded a comparatively higher 16.86% annualized return.


DFREX

1D
1.52%
1M
-6.66%
YTD
3.33%
6M
0.85%
1Y
2.39%
3Y*
6.54%
5Y*
3.50%
10Y*
4.99%

FNCMX

1D
3.83%
1M
-5.04%
YTD
-6.99%
6M
-4.89%
1Y
24.46%
3Y*
21.83%
5Y*
10.80%
10Y*
16.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFREX vs. FNCMX - Expense Ratio Comparison

DFREX has a 0.18% expense ratio, which is lower than FNCMX's 0.29% expense ratio.


Return for Risk

DFREX vs. FNCMX — Risk / Return Rank

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

DFREX
DFREX Risk / Return Rank: 99
Overall Rank
DFREX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DFREX Sortino Ratio Rank: 77
Sortino Ratio Rank
DFREX Omega Ratio Rank: 77
Omega Ratio Rank
DFREX Calmar Ratio Rank: 1111
Calmar Ratio Rank
DFREX Martin Ratio Rank: 1212
Martin Ratio Rank

FNCMX
FNCMX Risk / Return Rank: 6868
Overall Rank
FNCMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FNCMX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FNCMX Omega Ratio Rank: 6262
Omega Ratio Rank
FNCMX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FNCMX Martin Ratio Rank: 7373
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.

DFREX vs. FNCMX - 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 NASDAQ Composite Index Fund (FNCMX). 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.


DFREXFNCMXDifference

Sharpe ratio

Return per unit of total volatility

0.16

1.10

-0.94

Sortino ratio

Return per unit of downside risk

0.32

1.70

-1.38

Omega ratio

Gain probability vs. loss probability

1.04

1.24

-0.20

Calmar ratio

Return relative to maximum drawdown

0.29

1.92

-1.63

Martin ratio

Return relative to average drawdown

1.12

7.03

-5.91

DFREX vs. FNCMX - Sharpe Ratio Comparison

The current DFREX Sharpe Ratio is 0.16, which is lower than the FNCMX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DFREX and FNCMX, 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


DFREXFNCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

1.10

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.48

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.77

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.53

-0.17

Correlation

The correlation between DFREX and FNCMX is 0.55, 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.


Dividends

DFREX vs. FNCMX - Dividend Comparison

DFREX's dividend yield for the trailing twelve months is around 2.80%, more than FNCMX's 0.55% yield.


TTM20252024202320222021202020192018201720162015
DFREX
DFA Real Estate Securities Portfolio Class I
2.80%2.84%2.97%3.59%6.24%2.56%3.36%2.23%4.88%1.89%2.83%2.86%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.55%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%

Drawdowns

DFREX vs. FNCMX - Drawdown Comparison

The maximum DFREX drawdown since its inception was -74.36%, which is greater than FNCMX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for DFREX and FNCMX.


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Drawdown Indicators


DFREXFNCMXDifference

Max Drawdown

Largest peak-to-trough decline

-74.36%

-55.08%

-19.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-13.25%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-33.11%

-35.64%

+2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.49%

-35.64%

-5.85%

Current Drawdown

Current decline from peak

-7.60%

-9.68%

+2.08%

Average Drawdown

Average peak-to-trough decline

-11.39%

-7.91%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.61%

-0.47%

Volatility

DFREX vs. FNCMX - Volatility Comparison

The current volatility for DFA Real Estate Securities Portfolio Class I (DFREX) is 4.47%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 6.98%. This indicates that DFREX experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFREXFNCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

6.98%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

13.04%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.14%

23.31%

-7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

22.47%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

22.01%

-1.71%