FWRAX vs. DFGEX
Compare and contrast key facts about Fidelity Advisor Global Real Estate Fund Class A (FWRAX) and DFA Global Real Estate Securities Portfolio (DFGEX).
FWRAX is managed by Fidelity. It was launched on Aug 11, 2016. DFGEX is managed by Dimensional Fund Advisors LP. It was launched on Jun 3, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWRAX or DFGEX.
Performance
FWRAX vs. DFGEX - Performance Comparison
Returns By Period
In the year-to-date period, FWRAX achieves a 5.50% return, which is significantly lower than DFGEX's 7.89% return.
FWRAX
5.50%
-2.28%
10.76%
16.89%
1.92%
N/A
DFGEX
7.89%
-1.86%
14.11%
20.54%
2.57%
4.87%
Key characteristics
| FWRAX | DFGEX | |
|---|---|---|
| Sharpe Ratio | 1.28 | 1.45 |
| Sortino Ratio | 1.84 | 2.06 |
| Omega Ratio | 1.23 | 1.26 |
| Calmar Ratio | 0.72 | 0.83 |
| Martin Ratio | 4.48 | 4.95 |
| Ulcer Index | 3.88% | 4.23% |
| Daily Std Dev | 13.59% | 14.40% |
| Max Drawdown | -41.27% | -62.57% |
| Current Drawdown | -11.32% | -9.99% |
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FWRAX vs. DFGEX - Expense Ratio Comparison
FWRAX has a 1.20% expense ratio, which is higher than DFGEX's 0.14% expense ratio.
Correlation
The correlation between FWRAX and DFGEX is 0.95, 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.
Risk-Adjusted Performance
FWRAX vs. DFGEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Real Estate Fund Class A (FWRAX) 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.
Dividends
FWRAX vs. DFGEX - Dividend Comparison
FWRAX's dividend yield for the trailing twelve months is around 2.21%, less than DFGEX's 3.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWRAX Fidelity Advisor Global Real Estate Fund Class A | 2.21% | 2.33% | 0.94% | 1.17% | 1.29% | 2.05% | 1.63% | 1.35% | 0.80% | 0.00% | 0.00% | 0.00% |
DFGEX DFA Global Real Estate Securities Portfolio | 3.11% | 3.36% | 1.47% | 3.58% | 2.00% | 5.90% | 5.09% | 3.08% | 4.73% | 2.44% | 3.74% | 3.63% |
Drawdowns
FWRAX vs. DFGEX - Drawdown Comparison
The maximum FWRAX drawdown since its inception was -41.27%, smaller than the maximum DFGEX drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for FWRAX and DFGEX. For additional features, visit the drawdowns tool.
Volatility
FWRAX vs. DFGEX - Volatility Comparison
The current volatility for Fidelity Advisor Global Real Estate Fund Class A (FWRAX) is 3.59%, while DFA Global Real Estate Securities Portfolio (DFGEX) has a volatility of 4.04%. This indicates that FWRAX experiences smaller price fluctuations and is considered to be less risky than DFGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.