DFREX vs. FNCMX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and Fidelity NASDAQ Composite Index Fund (FNCMX).
DFREX is managed by Dimensional Fund Advisors LP. It was launched on Jan 5, 1993. FNCMX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFREX or FNCMX.
Correlation
The correlation between DFREX and FNCMX is 0.57, 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.
Performance
DFREX vs. FNCMX - Performance Comparison
Key characteristics
DFREX:
0.84
FNCMX:
1.39
DFREX:
1.20
FNCMX:
1.88
DFREX:
1.15
FNCMX:
1.25
DFREX:
0.47
FNCMX:
1.96
DFREX:
2.76
FNCMX:
7.02
DFREX:
4.74%
FNCMX:
3.66%
DFREX:
15.64%
FNCMX:
18.53%
DFREX:
-76.45%
FNCMX:
-55.71%
DFREX:
-13.24%
FNCMX:
-3.15%
Returns By Period
In the year-to-date period, DFREX achieves a 2.46% return, which is significantly higher than FNCMX's 1.18% return. Over the past 10 years, DFREX has underperformed FNCMX with an annualized return of 4.97%, while FNCMX has yielded a comparatively higher 15.14% annualized return.
DFREX
2.46%
1.55%
-2.30%
12.23%
1.71%
4.97%
FNCMX
1.18%
-2.59%
9.49%
22.81%
17.24%
15.14%
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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.
Risk-Adjusted Performance
DFREX vs. FNCMX — Risk-Adjusted Performance Rank
DFREX
FNCMX
DFREX vs. FNCMX - Risk-Adjusted Performance 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.
Dividends
DFREX vs. FNCMX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.90%, more than FNCMX's 0.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 2.90% | 2.97% | 3.17% | 2.60% | 1.59% | 3.22% | 2.09% | 4.88% | 2.98% | 3.16% | 2.86% | 2.60% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.60% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 0.97% | 0.94% | 0.70% | 0.91% | 0.89% | 0.80% |
Drawdowns
DFREX vs. FNCMX - Drawdown Comparison
The maximum DFREX drawdown since its inception was -76.45%, which is greater than FNCMX's maximum drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for DFREX and FNCMX. For additional features, visit the drawdowns tool.
Volatility
DFREX vs. FNCMX - Volatility Comparison
The current volatility for DFA Real Estate Securities Portfolio Class I (DFREX) is 3.70%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 5.44%. 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.