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DFREX vs. VIIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFREX vs. VIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Real Estate Securities Portfolio Class I (DFREX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DFREX having a 11.42% return and VIIIX slightly higher at 11.70%. Over the past 10 years, DFREX has underperformed VIIIX with an annualized return of 5.71%, while VIIIX has yielded a comparatively higher 15.74% annualized return.


DFREX

1D
0.30%
1M
-0.45%
YTD
11.42%
6M
10.51%
1Y
11.39%
3Y*
9.79%
5Y*
3.06%
10Y*
5.71%

VIIIX

1D
0.13%
1M
5.80%
YTD
11.70%
6M
11.74%
1Y
28.99%
3Y*
23.17%
5Y*
14.42%
10Y*
15.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFREX vs. VIIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFREX
DFA Real Estate Securities Portfolio Class I
11.42%1.52%5.52%11.20%-24.93%41.88%-5.03%28.12%-3.01%4.25%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
11.70%17.87%26.29%25.79%-18.14%28.69%18.41%31.48%-4.41%21.82%

Correlation

The correlation between DFREX and VIIIX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 8, 1997

0.59

Over the past year, the correlation between DFREX and VIIIX has dropped to 0.30 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

DFREX vs. VIIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFREX
DFREX Risk / Return Rank: 1212
Overall Rank
DFREX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DFREX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DFREX Omega Ratio Rank: 1010
Omega Ratio Rank
DFREX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DFREX Martin Ratio Rank: 1414
Martin Ratio Rank

VIIIX
VIIIX Risk / Return Rank: 7373
Overall Rank
VIIIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 6767
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFREX vs. VIIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.


DFREXVIIIXDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.15

1.46

-0.30

Calmar ratioReturn relative to maximum drawdown

1.32

3.36

-2.04

Martin ratioReturn relative to average drawdown

4.10

15.69

-11.60

DFREX vs. VIIIX - Sharpe Ratio Comparison

The current DFREX Sharpe Ratio is 0.85, which is lower than the VIIIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of DFREX and VIIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DFREXVIIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

2.52

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.86

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.87

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.12

Drawdowns

DFREX vs. VIIIX - Drawdown Comparison

The maximum DFREX drawdown since its inception was -74.36%, which is greater than VIIIX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for DFREX and VIIIX.


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Drawdown Indicators


DFREXVIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.36%

-55.18%

-19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-8.90%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

-18.75%

+1.11%

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 Drawdown

Current decline from peak

-2.91%

0.00%

-2.91%

Average Drawdown

Average peak-to-trough decline

-11.34%

-10.02%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.90%

+0.79%

Volatility

DFREX vs. VIIIX - Volatility Comparison

DFA Real Estate Securities Portfolio Class I (DFREX) has a higher volatility of 3.79% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 2.83%. This indicates that DFREX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFREXVIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

2.83%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

8.97%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

11.86%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

16.89%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

18.06%

+2.24%

DFREX vs. VIIIX - Expense Ratio Comparison

DFREX has a 0.18% expense ratio, which is higher than VIIIX'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%.


Dividends

DFREX vs. VIIIX - Dividend Comparison

DFREX's dividend yield for the trailing twelve months is around 2.60%, more than VIIIX's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
DFREX
DFA Real Estate Securities Portfolio Class I
2.60%2.84%2.97%3.59%6.24%2.56%3.36%2.23%4.88%1.89%2.83%2.86%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.41%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%

Frequently Asked Questions


DFREX and VIIIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFREX has higher volatility (3.79%) compared to VIIIX (2.83%). In terms of maximum drawdown, DFREX dropped -74.36% vs VIIIX's -55.18%.

VIIIX currently has the higher Sharpe Ratio (2.52 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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