DREIX vs. FGIAX
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and Nuveen Global Infrastructure Fund Class A (FGIAX).
DREIX is managed by Dimensional. It was launched on Mar 6, 2012. FGIAX is a passively managed fund by Nuveen that tracks the performance of the S&P Global Infrastructure Index NR. It was launched on Dec 17, 2007.
Performance
DREIX vs. FGIAX - Performance Comparison
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DREIX vs. FGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | -2.71% | 21.88% | 14.91% | 20.52% | -14.84% | 19.09% | 13.43% | 25.48% | -12.30% | 24.27% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.53% | 17.73% | 10.70% | 8.51% | -6.23% | 14.51% | -2.76% | 29.32% | -7.91% | 19.40% |
Returns By Period
In the year-to-date period, DREIX achieves a -2.71% return, which is significantly lower than FGIAX's 9.53% return. Over the past 10 years, DREIX has outperformed FGIAX with an annualized return of 10.91%, while FGIAX has yielded a comparatively lower 8.70% annualized return.
DREIX
- 1D
- -0.43%
- 1M
- -8.69%
- YTD
- -2.71%
- 6M
- 0.65%
- 1Y
- 19.92%
- 3Y*
- 15.63%
- 5Y*
- 9.12%
- 10Y*
- 10.91%
FGIAX
- 1D
- 0.53%
- 1M
- -3.78%
- YTD
- 9.53%
- 6M
- 10.02%
- 1Y
- 20.91%
- 3Y*
- 14.03%
- 5Y*
- 10.45%
- 10Y*
- 8.70%
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DREIX vs. FGIAX - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is lower than FGIAX's 1.21% expense ratio.
Return for Risk
DREIX vs. FGIAX — Risk / Return Rank
DREIX
FGIAX
DREIX vs. FGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.
| DREIX | FGIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.75 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.26 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.61 | -1.30 |
Martin ratioReturn relative to average drawdown | 6.30 | 12.12 | -5.82 |
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
| DREIX | FGIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.75 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.80 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.58 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.42 | +0.26 |
Correlation
The correlation between DREIX and FGIAX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DREIX vs. FGIAX - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 5.43%, less than FGIAX's 9.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 5.43% | 5.06% | 3.22% | 3.23% | 3.54% | 1.40% | 1.47% | 2.12% | 2.88% | 1.42% | 1.77% | 2.11% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.12% | 9.99% | 7.46% | 2.27% | 6.11% | 7.20% | 1.38% | 7.06% | 6.32% | 5.83% | 8.23% | 3.05% |
Drawdowns
DREIX vs. FGIAX - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for DREIX and FGIAX.
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Drawdown Indicators
| DREIX | FGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -49.35% | +12.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -8.29% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -21.08% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -38.02% | +1.37% |
Current DrawdownCurrent decline from peak | -9.15% | -3.78% | -5.37% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -7.22% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.78% | +0.86% |
Volatility
DREIX vs. FGIAX - Volatility Comparison
DFA World Core Equity Portfolio (DREIX) has a higher volatility of 4.80% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that DREIX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREIX | FGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.05% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 7.09% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 12.28% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 13.08% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 15.17% | +1.25% |