DFREX vs. IVRSX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and VY CBRE Real Estate Portfolio (IVRSX).
DFREX is managed by Dimensional. It was launched on Jan 5, 1993. IVRSX is managed by Voya. It was launched on Jan 24, 1989.
Performance
DFREX vs. IVRSX - Performance Comparison
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DFREX vs. IVRSX - 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% |
IVRSX VY CBRE Real Estate Portfolio | 3.08% | -0.01% | 4.32% | 14.11% | -27.22% | 51.91% | -6.66% | 28.15% | -10.29% | 5.20% |
Returns By Period
In the year-to-date period, DFREX achieves a 1.79% return, which is significantly lower than IVRSX's 3.08% return. Over the past 10 years, DFREX has outperformed IVRSX with an annualized return of 4.83%, while IVRSX has yielded a comparatively lower 4.28% 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%
IVRSX
- 1D
- 0.25%
- 1M
- -7.06%
- YTD
- 3.08%
- 6M
- 1.83%
- 1Y
- 3.14%
- 3Y*
- 5.79%
- 5Y*
- 4.24%
- 10Y*
- 4.28%
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DFREX vs. IVRSX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is lower than IVRSX's 0.93% expense ratio.
Return for Risk
DFREX vs. IVRSX — Risk / Return Rank
DFREX
IVRSX
DFREX vs. IVRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and VY CBRE Real Estate Portfolio (IVRSX). 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 | IVRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.29 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.28 | 0.53 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.07 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | -0.01 | +0.14 |
Martin ratioReturn relative to average drawdown | 0.54 | -0.02 | +0.56 |
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 | IVRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.29 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.22 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.20 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.34 | +0.02 |
Correlation
The correlation between DFREX and IVRSX is 0.97, 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. IVRSX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.84%, less than IVRSX's 4.77% 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% |
IVRSX VY CBRE Real Estate Portfolio | 4.77% | 2.74% | 2.50% | 8.77% | 26.34% | 1.46% | 13.92% | 2.44% | 11.42% | 2.07% | 1.57% | 1.31% |
Drawdowns
DFREX vs. IVRSX - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, roughly equal to the maximum IVRSX drawdown of -73.77%. Use the drawdown chart below to compare losses from any high point for DFREX and IVRSX.
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Drawdown Indicators
| DFREX | IVRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -73.77% | -0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.85% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -34.51% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | -45.19% | +3.70% |
Current DrawdownCurrent decline from peak | -8.98% | -10.69% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -11.97% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.70% | -1.59% |
Volatility
DFREX vs. IVRSX - Volatility Comparison
DFA Real Estate Securities Portfolio Class I (DFREX) and VY CBRE Real Estate Portfolio (IVRSX) have volatilities of 4.12% and 4.23%, 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 | IVRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.23% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.13% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 17.98% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 19.65% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 21.53% | -1.23% |