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 Fund Advisors LP. It was launched on Jan 5, 1993. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFREX or FXAIX.
Performance
DFREX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, DFREX achieves a 11.24% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, DFREX has underperformed FXAIX with an annualized return of 6.67%, while FXAIX has yielded a comparatively higher 13.04% annualized return.
DFREX
11.24%
-1.08%
15.70%
25.05%
5.05%
6.67%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| DFREX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.52 | 2.61 |
| Sortino Ratio | 2.14 | 3.49 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 0.94 | 3.78 |
| Martin Ratio | 5.77 | 17.01 |
| Ulcer Index | 4.21% | 1.88% |
| Daily Std Dev | 15.96% | 12.24% |
| Max Drawdown | -74.36% | -33.79% |
| Current Drawdown | -7.14% | -1.35% |
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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%.
Correlation
The correlation between DFREX and FXAIX is 0.61, 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.
Risk-Adjusted Performance
DFREX vs. FXAIX - 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 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.
Dividends
DFREX vs. FXAIX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 3.01%, more than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 3.01% | 3.17% | 2.60% | 1.59% | 3.22% | 2.09% | 4.88% | 2.98% | 3.16% | 2.86% | 2.60% | 3.03% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
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. For additional features, visit the drawdowns tool.
Volatility
DFREX vs. FXAIX - Volatility Comparison
DFA Real Estate Securities Portfolio Class I (DFREX) has a higher volatility of 4.73% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. This indicates that DFREX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.