FTIHX vs. DFGEX

Last updated Jun 13, 2026

FTIHX (Fidelity Total International Index Fund) and DFGEX (DFA Global Real Estate Securities Portfolio) are both mutual funds - FTIHX is a Foreign Large Cap Equities fund tracking the MSCI ACWI (All Country World Index) ex USA Investable Market Index, while DFGEX is a REIT fund managed by Dimensional. Over the past 5 years, FTIHX returned 8.11%/yr vs 2.03%/yr for DFGEX. A 0.58 correlation means they provide meaningful diversification when combined. FTIHX charges 0.06%/yr vs 0.14%/yr for DFGEX.

Performance

FTIHX vs. DFGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total International Index Fund (FTIHX) and DFA Global Real Estate Securities Portfolio (DFGEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTIHX achieves a 12.99% return, which is significantly higher than DFGEX's 10.89% return.

FTIHX

• 1D: 3.27%
• 1M: 0.31%
• YTD: 12.99%
• 6M: 14.98%
• 1Y: 29.14%
• 3Y*: 18.54%
• 5Y*: 8.11%
• 10Y*: —

DFGEX

• 1D: 0.35%
• 1M: 1.84%
• YTD: 10.89%
• 6M: 11.70%
• 1Y: 13.17%
• 3Y*: 10.06%
• 5Y*: 2.03%
• 10Y*: 4.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTIHX vs. DFGEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTIHX Fidelity Total International Index Fund	12.99%	32.59%	4.98%	15.49%	-16.29%	8.45%	11.09%	21.50%	-14.40%	25.88%
DFGEX DFA Global Real Estate Securities Portfolio	10.89%	7.92%	1.92%	9.54%	-23.84%	31.03%	-6.71%	26.32%	-4.12%	5.95%

Correlation

The correlation between FTIHX and DFGEX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016	0.58

The correlation between FTIHX and DFGEX has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.

Return for Risk

FTIHX vs. DFGEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTIHX

FTIHX Risk / Return Rank: 64
FTIHX Sharpe Ratio Rank: 66
FTIHX Sortino Ratio Rank: 62
FTIHX Omega Ratio Rank: 66
FTIHX Calmar Ratio Rank: 66
FTIHX Martin Ratio Rank: 62

DFGEX

DFGEX Risk / Return Rank: 23
DFGEX Sharpe Ratio Rank: 23
DFGEX Sortino Ratio Rank: 22
DFGEX Omega Ratio Rank: 22
DFGEX Calmar Ratio Rank: 24
DFGEX Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTIHX vs. DFGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Index Fund (FTIHX) and DFA Global Real Estate Securities Portfolio (DFGEX). 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.

	FTIHX	DFGEX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.08	+0.78
Sortino ratio: Return per unit of downside risk	2.54	1.54	+0.99
Omega ratio: Gain probability vs. loss probability	1.35	1.19	+0.15
Calmar ratio: Return relative to maximum drawdown	2.51	1.42	+1.09
Martin ratio: Return relative to average drawdown	9.70	4.97	+4.74

FTIHX vs. DFGEX - Sharpe Ratio Comparison

The current FTIHX Sharpe Ratio is 1.86, which is higher than the DFGEX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FTIHX and DFGEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTIHX vs. DFGEX - Drawdown Comparison

The maximum FTIHX drawdown since its inception was -35.75%, smaller than the maximum DFGEX drawdown of -42.67%. Use the drawdown chart below to compare losses from any high point for FTIHX and DFGEX.

Drawdown Indicators

	FTIHX	DFGEX	Difference
Max Drawdown Largest peak-to-trough decline	-35.75%	-42.67%	+6.92%
Max Drawdown (1Y) Largest decline over 1 year	-11.25%	-9.04%	-2.21%
Max Drawdown (3Y) Largest decline over 3 years	-13.15%	-17.37%	+4.22%
Max Drawdown (5Y) Largest decline over 5 years	-29.99%	-32.78%	+2.79%
Max Drawdown (10Y) Largest decline over 10 years	-35.75%	-42.67%	+6.92%
Current Drawdown Current decline from peak	-2.20%	0.00%	-2.20%
Average Drawdown Average peak-to-trough decline	-7.20%	-9.63%	+2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.58%	+0.33%

Volatility

FTIHX vs. DFGEX - Volatility Comparison

Fidelity Total International Index Fund (FTIHX) has a higher volatility of 6.49% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 3.97%. This indicates that FTIHX's price experiences larger fluctuations and is considered to be riskier than DFGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTIHX	DFGEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.49%	3.97%	+2.52%
Volatility (6M) Calculated over the trailing 6-month period	13.16%	8.87%	+4.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.23%	11.92%	+3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	16.29%	-0.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.11%	17.72%	-1.61%

FTIHX vs. DFGEX - Expense Ratio Comparison

FTIHX has a 0.06% expense ratio, which is lower than DFGEX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

FTIHX vs. DFGEX - Dividend Comparison

FTIHX's dividend yield for the trailing twelve months is around 2.46%, less than DFGEX's 3.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFGEX DFA Global Real Estate Securities Portfolio	3.67%	4.07%	3.78%	3.36%	5.70%	4.50%	2.29%	6.95%	5.09%	0.64%	0.32%	2.45%
FTIHX Fidelity Total International Index Fund	2.46%	2.78%	2.88%	2.78%	2.51%	2.55%	1.62%	2.61%	2.21%	0.45%	0.47%	0.00%

Frequently Asked Questions

Can I hold both FTIHX and DFGEX in my portfolio?

FTIHX and DFGEX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTIHX or DFGEX?

FTIHX has higher volatility (6.49%) compared to DFGEX (3.97%). In terms of maximum drawdown, FTIHX dropped -35.75% vs DFGEX's -42.67%.

Which has better risk-adjusted returns?

FTIHX currently has the higher Sharpe Ratio (1.86 vs 1.08), 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.