DFREX vs. VITAX
DFREX (DFA Real Estate Securities Portfolio Class I) and VITAX (Vanguard Information Technology Index Fund Admiral Shares) are both mutual funds - DFREX is a REIT fund managed by Dimensional, while VITAX is a Technology Equities fund tracking the MSCI US Investable Market Information Technology 25/50 Index. Over the past 10 years, DFREX returned 5.71%/yr vs 25.97%/yr for VITAX. A 0.51 correlation means they provide meaningful diversification when combined. DFREX charges 0.18%/yr vs 0.09%/yr for VITAX.
Performance
DFREX vs. VITAX - Performance Comparison
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Returns By Period
In the year-to-date period, DFREX achieves a 11.42% return, which is significantly lower than VITAX's 33.66% return. Over the past 10 years, DFREX has underperformed VITAX with an annualized return of 5.71%, while VITAX has yielded a comparatively higher 25.97% 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%
VITAX
- 1D
- 1.27%
- 1M
- 19.87%
- YTD
- 33.66%
- 6M
- 32.51%
- 1Y
- 62.61%
- 3Y*
- 34.15%
- 5Y*
- 23.05%
- 10Y*
- 25.97%
DFREX vs. VITAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 33.66% | 21.78% | 29.26% | 52.69% | -29.67% | 30.36% | 45.93% | 48.72% | 2.51% | 37.07% |
Correlation
The correlation between DFREX and VITAX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2004 | 0.51 |
Over the past year, the correlation between DFREX and VITAX has dropped to 0.07 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
DFREX vs. VITAX — Risk / Return Rank
DFREX
VITAX
DFREX vs. VITAX - 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 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.
| DFREX | VITAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.51 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 4.00 | -2.68 |
| Martin ratioReturn relative to average drawdown | 4.10 | 12.75 | -8.65 |
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 | VITAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 3.18 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.91 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 1.05 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.67 | -0.30 |
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.
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Drawdown Indicators
| DFREX | VITAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -54.81% | -19.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -16.38% | +7.98% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -27.38% | +9.74% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -35.10% | +1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | -35.10% | -6.39% |
Current DrawdownCurrent decline from peak | -2.91% | 0.00% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -8.02% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 5.13% | -2.44% |
Volatility
DFREX vs. VITAX - Volatility Comparison
The current volatility for DFA Real Estate Securities Portfolio Class I (DFREX) is 3.79%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.01%. 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.
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Volatility by Period
| DFREX | VITAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 6.01% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 16.09% | -6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 20.61% | -7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 25.39% | -6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 24.84% | -4.54% |
DFREX vs. VITAX - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is higher than VITAX's 0.09% 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. VITAX - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.60%, more than VITAX's 0.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.30% | 0.40% | 0.60% | 0.65% | 0.91% | 0.63% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
DFREX and VITAX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VITAX has higher volatility (6.01%) compared to DFREX (3.79%). In terms of maximum drawdown, DFREX dropped -74.36% vs VITAX's -54.81%.
VITAX currently has the higher Sharpe Ratio (3.18 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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