FIREX vs. DFITX
FIREX (Fidelity International Real Estate Fund) and DFITX (DFA International Real Estate Securities) are both REIT funds. Over the past 10 years, FIREX returned 3.75%/yr vs 2.20%/yr for DFITX. Their correlation of 0.86 suggests significant overlap in exposure. FIREX charges 0.95%/yr vs 0.27%/yr for DFITX.
Performance
FIREX vs. DFITX - Performance Comparison
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Returns By Period
In the year-to-date period, FIREX achieves a -4.06% return, which is significantly lower than DFITX's -1.32% return. Over the past 10 years, FIREX has outperformed DFITX with an annualized return of 3.75%, while DFITX has yielded a comparatively lower 2.20% annualized return.
FIREX
- 1D
- 0.00%
- 1M
- -1.84%
- YTD
- -4.06%
- 6M
- -3.79%
- 1Y
- 1.91%
- 3Y*
- 4.44%
- 5Y*
- -3.57%
- 10Y*
- 3.75%
DFITX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -1.32%
- 6M
- -1.58%
- 1Y
- 4.38%
- 3Y*
- 8.34%
- 5Y*
- -0.88%
- 10Y*
- 2.20%
FIREX vs. DFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIREX Fidelity International Real Estate Fund | -4.06% | 22.85% | -9.46% | 4.01% | -26.61% | 11.85% | 5.71% | 27.96% | -6.15% | 24.61% |
DFITX DFA International Real Estate Securities | -1.32% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Correlation
The correlation between FIREX and DFITX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2007 | 0.86 |
The correlation between FIREX and DFITX has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
FIREX vs. DFITX — Risk / Return Rank
FIREX
DFITX
FIREX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Real Estate Fund (FIREX) and DFA International Real Estate Securities (DFITX). 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.
| FIREX | DFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.09 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.45 | -0.27 |
| Martin ratioReturn relative to average drawdown | 0.43 | 1.39 | -0.95 |
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Drawdowns
FIREX vs. DFITX - Drawdown Comparison
The maximum FIREX drawdown since its inception was -71.40%, roughly equal to the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for FIREX and DFITX.
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Drawdown Indicators
| FIREX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.40% | -73.49% | +2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.00% | -12.31% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -18.04% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -37.14% | -34.84% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.14% | -45.26% | +8.12% |
Current DrawdownCurrent decline from peak | -20.81% | -7.97% | -12.84% |
Average DrawdownAverage peak-to-trough decline | -18.73% | -18.06% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 3.96% | +1.82% |
Volatility
FIREX vs. DFITX - Volatility Comparison
The current volatility for Fidelity International Real Estate Fund (FIREX) is 3.43%, while DFA International Real Estate Securities (DFITX) has a volatility of 3.73%. This indicates that FIREX experiences smaller price fluctuations and is considered to be less risky than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIREX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.73% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 10.02% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 12.22% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.71% | 15.06% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.74% | 16.46% | -2.72% |
FIREX vs. DFITX - Expense Ratio Comparison
FIREX has a 0.95% expense ratio, which is higher than DFITX's 0.27% expense ratio.
Dividends
FIREX vs. DFITX - Dividend Comparison
FIREX's dividend yield for the trailing twelve months is around 3.09%, less than DFITX's 6.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 6.76% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
FIREX Fidelity International Real Estate Fund | 3.09% | 2.97% | 5.27% | 1.86% | 4.44% | 5.44% | 1.77% | 5.10% | 2.01% | 1.46% | 4.14% | 2.87% |
Frequently Asked Questions
FIREX and DFITX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFITX has higher volatility (3.73%) compared to FIREX (3.43%). In terms of maximum drawdown, FIREX dropped -71.40% vs DFITX's -73.49%.
DFITX currently has the higher Sharpe Ratio (0.45 vs 0.21), 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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