DFREX vs. FXAIX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and Fidelity 500 Index Fund (FXAIX).
DFREX is managed by Dimensional. It was launched on Jan 5, 1993. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
DFREX vs. FXAIX - Performance Comparison
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DFREX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, DFREX achieves a 1.79% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, DFREX has underperformed FXAIX with an annualized return of 4.83%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
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%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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DFREX vs. FXAIX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFREX vs. FXAIX — Risk / Return Rank
DFREX
FXAIX
DFREX vs. FXAIX - 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 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.84 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.28 | 1.30 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.05 | -0.92 |
Martin ratioReturn relative to average drawdown | 0.54 | 5.13 | -4.59 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.84 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.68 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.77 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.75 | -0.39 |
Correlation
The correlation between DFREX and FXAIX is 0.60, 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. FXAIX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.84%, more than FXAIX's 1.20% 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% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
DFREX vs. FXAIX - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DFREX and FXAIX.
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Drawdown Indicators
| DFREX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -33.79% | -40.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.13% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -24.50% | -8.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | -33.79% | -7.70% |
Current DrawdownCurrent decline from peak | -8.98% | -8.89% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -3.83% | -7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.50% | +0.61% |
Volatility
DFREX vs. FXAIX - Volatility Comparison
DFA Real Estate Securities Portfolio Class I (DFREX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.12% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFREX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.24% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.08% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 18.13% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 16.88% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 18.03% | +2.27% |