DFREX vs. FRINX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and Fidelity Advisor Real Estate Income Fund Class A (FRINX).
DFREX is managed by Dimensional. It was launched on Jan 5, 1993. FRINX is managed by Fidelity. It was launched on Apr 14, 2010.
Performance
DFREX vs. FRINX - Performance Comparison
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DFREX vs. FRINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 1.79% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
FRINX Fidelity Advisor Real Estate Income Fund Class A | -0.08% | 6.87% | 7.61% | 9.01% | -14.79% | 18.64% | -1.36% | 17.52% | -1.93% | 6.00% |
Returns By Period
In the year-to-date period, DFREX achieves a 1.79% return, which is significantly higher than FRINX's -0.08% return. Both investments have delivered pretty close results over the past 10 years, with DFREX having a 4.83% annualized return and FRINX not far ahead at 5.00%.
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%
FRINX
- 1D
- 0.33%
- 1M
- -3.12%
- YTD
- -0.08%
- 6M
- 0.84%
- 1Y
- 4.05%
- 3Y*
- 7.09%
- 5Y*
- 3.61%
- 10Y*
- 5.00%
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DFREX vs. FRINX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is lower than FRINX's 0.98% expense ratio.
Return for Risk
DFREX vs. FRINX — Risk / Return Rank
DFREX
FRINX
DFREX vs. FRINX - 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 A (FRINX). 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 | FRINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.86 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.28 | 1.16 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.17 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.03 | -0.89 |
Martin ratioReturn relative to average drawdown | 0.54 | 4.35 | -3.81 |
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 | FRINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.86 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.56 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.53 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.75 | -0.38 |
Correlation
The correlation between DFREX and FRINX is 0.90, 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. FRINX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.84%, less than FRINX's 4.40% 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% |
FRINX Fidelity Advisor Real Estate Income Fund Class A | 4.40% | 4.40% | 4.41% | 4.78% | 5.80% | 1.31% | 4.53% | 5.45% | 4.89% | 4.21% | 4.77% | 3.53% |
Drawdowns
DFREX vs. FRINX - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than FRINX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for DFREX and FRINX.
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Drawdown Indicators
| DFREX | FRINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -34.50% | -39.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -4.28% | -7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -18.30% | -14.81% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | -34.50% | -6.99% |
Current DrawdownCurrent decline from peak | -8.98% | -3.12% | -5.86% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -3.41% | -7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.01% | +2.10% |
Volatility
DFREX vs. FRINX - 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 A (FRINX) at 1.55%. This indicates that DFREX's price experiences larger fluctuations and is considered to be riskier than FRINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFREX | FRINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 1.55% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 2.84% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 4.92% | +11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 6.51% | +12.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 9.50% | +10.80% |