DFREX vs. TILIX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
DFREX is managed by Dimensional Fund Advisors LP. It was launched on Jan 5, 1993. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFREX or TILIX.
Performance
DFREX vs. TILIX - Performance Comparison
Returns By Period
In the year-to-date period, DFREX achieves a 11.63% return, which is significantly lower than TILIX's 30.46% return. Over the past 10 years, DFREX has underperformed TILIX with an annualized return of 6.71%, while TILIX has yielded a comparatively higher 16.46% annualized return.
DFREX
11.63%
-2.72%
15.13%
24.72%
5.05%
6.71%
TILIX
30.46%
2.77%
14.26%
36.27%
19.57%
16.46%
Key characteristics
| DFREX | TILIX | |
|---|---|---|
| Sharpe Ratio | 1.60 | 2.23 |
| Sortino Ratio | 2.24 | 2.89 |
| Omega Ratio | 1.28 | 1.40 |
| Calmar Ratio | 1.00 | 2.87 |
| Martin Ratio | 6.10 | 11.26 |
| Ulcer Index | 4.20% | 3.35% |
| Daily Std Dev | 15.97% | 16.93% |
| Max Drawdown | -74.36% | -51.32% |
| Current Drawdown | -6.82% | -1.31% |
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DFREX vs. TILIX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is higher than TILIX's 0.05% 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 TILIX 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.
Risk-Adjusted Performance
DFREX vs. TILIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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. TILIX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 3.00%, more than TILIX's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 3.00% | 3.17% | 2.60% | 1.59% | 3.22% | 2.09% | 4.88% | 2.98% | 3.16% | 2.86% | 2.60% | 3.03% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 0.58% | 0.76% | 1.10% | 0.87% | 0.71% | 1.09% | 1.43% | 1.22% | 1.33% | 1.49% | 1.39% | 1.37% |
Drawdowns
DFREX vs. TILIX - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than TILIX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for DFREX and TILIX. For additional features, visit the drawdowns tool.
Volatility
DFREX vs. TILIX - Volatility Comparison
The current volatility for DFA Real Estate Securities Portfolio Class I (DFREX) is 4.73%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.58%. This indicates that DFREX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.