DFREX vs. VITAX
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
DFREX is managed by Dimensional Fund Advisors LP. It was launched on Jan 5, 1993. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFREX or VITAX.
Key characteristics
| DFREX | VITAX | |
|---|---|---|
| YTD Return | -2.55% | 11.05% |
| 1Y Return | 9.32% | 39.06% |
| 3Y Return (Ann) | 0.20% | 14.70% |
| 5Y Return (Ann) | 3.39% | 22.48% |
| 10Y Return (Ann) | 6.15% | 20.83% |
| Sharpe Ratio | 0.58 | 2.10 |
| Daily Std Dev | 18.42% | 18.61% |
| Max Drawdown | -74.36% | -54.81% |
| Current Drawdown | -18.65% | 0.00% |
Correlation
The correlation between DFREX and VITAX is 0.54, 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.
Performance
DFREX vs. VITAX - Performance Comparison
In the year-to-date period, DFREX achieves a -2.55% return, which is significantly lower than VITAX's 11.05% return. Over the past 10 years, DFREX has underperformed VITAX with an annualized return of 6.15%, while VITAX has yielded a comparatively higher 20.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFREX vs. VITAX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is higher than VITAX's 0.10% 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%.
Risk-Adjusted Performance
DFREX vs. VITAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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. VITAX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 3.74%, more than VITAX's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 3.74% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 3.29% | 4.06% | 2.86% | 2.59% | 3.03% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
DFREX vs. VITAX - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for DFREX and VITAX. For additional features, visit the drawdowns tool.
Volatility
DFREX vs. VITAX - Volatility Comparison
The current volatility for DFA Real Estate Securities Portfolio Class I (DFREX) is 3.93%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.27%. This indicates that DFREX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.