DFREX vs. VV
DFREX (DFA Real Estate Securities Portfolio Class I) and VV (Vanguard Large-Cap ETF) are both funds - DFREX is a REIT fund managed by Dimensional, while VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index. Over the past 10 years, DFREX returned 5.35%/yr vs 15.17%/yr for VV. Their 0.63 correlation means they have sometimes moved together and sometimes differently. DFREX charges 0.18%/yr vs 0.04%/yr for VV.
Performance
DFREX vs. VV - Performance Comparison
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Returns By Period
In the year-to-date period, DFREX achieves a 17.50% return, which is significantly higher than VV's 11.47% return. Over the past 10 years, DFREX has underperformed VV with an annualized return of 5.35%, while VV has yielded a comparatively higher 15.17% annualized return.
DFREX
- 1D
- -0.56%
- 1M
- 0.78%
- 6M
- 15.69%
- YTD
- 17.50%
- 1Y
- 19.14%
- 3Y*
- 10.16%
- 5Y*
- 3.21%
- 10Y*
- 5.35%
- ALL TIME*
- 9.15%
VV
- 1D
- 1.54%
- 1M
- 1.73%
- 6M
- 9.64%
- YTD
- 11.47%
- 1Y
- 22.84%
- 3Y*
- 21.03%
- 5Y*
- 12.67%
- 10Y*
- 15.17%
- ALL TIME*
- 11.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $82.71M | $75.65M | $91.95M |
DFREX vs. VV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 17.50% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
VV Vanguard Large-Cap ETF | 11.47% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
Correlation
The correlation between DFREX and VV is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.63 |
Over the past year, the correlation between DFREX and VV has dropped to 0.16 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
DFREX vs. VV — Risk / Return Rank
DFREX
VV
DFREX vs. VV - 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 Large-Cap ETF (VV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFREX | VV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.49 | -0.22 |
| Martin ratioReturn relative to average drawdown | 7.60 | 10.49 | -2.89 |
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Drawdowns
DFREX vs. VV - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than VV's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for DFREX and VV.
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Drawdown Indicators
| DFREX | VV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -54.81% | -19.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -9.21% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -18.97% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -25.66% | -7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | -34.28% | -7.21% |
Current DrawdownCurrent decline from peak | -2.26% | -0.02% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -6.80% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.18% | +0.33% |
Volatility
DFREX vs. VV - Volatility Comparison
DFA Real Estate Securities Portfolio Class I (DFREX) has a higher volatility of 4.48% compared to Vanguard Large-Cap ETF (VV) at 3.94%. This indicates that DFREX's price experiences larger fluctuations and is considered to be riskier than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFREX | VV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 3.94% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 10.27% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 13.00% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 17.37% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 18.22% | +2.13% |
DFREX vs. VV - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is higher than VV's 0.04% 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. VV - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.74%, more than VV's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 2.74% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
VV Vanguard Large-Cap ETF | 1.01% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Frequently Asked Questions
DFREX and VV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFREX has higher volatility (4.48%) compared to VV (3.94%). In terms of maximum drawdown, DFREX dropped -74.36% vs VV's -54.81%.
VV currently has the higher Sharpe Ratio (1.77 vs 1.39), 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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