IVRSX vs. DFREX
Compare and contrast key facts about VY CBRE Real Estate Portfolio (IVRSX) and DFA Real Estate Securities Portfolio Class I (DFREX).
IVRSX is managed by Voya. It was launched on Jan 24, 1989. DFREX is managed by Dimensional. It was launched on Jan 5, 1993.
Performance
IVRSX vs. DFREX - Performance Comparison
Loading graphics...
IVRSX vs. DFREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 3.08% | -0.01% | 4.32% | 14.11% | -27.22% | 51.91% | -6.66% | 28.15% | -10.29% | 5.20% |
DFREX DFA Real Estate Securities Portfolio Class I | 3.33% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
Returns By Period
In the year-to-date period, IVRSX achieves a 3.08% return, which is significantly lower than DFREX's 3.33% return. Over the past 10 years, IVRSX has underperformed DFREX with an annualized return of 4.28%, while DFREX has yielded a comparatively higher 4.99% annualized return.
IVRSX
- 1D
- 0.25%
- 1M
- -7.06%
- YTD
- 3.08%
- 6M
- 1.83%
- 1Y
- 3.14%
- 3Y*
- 5.79%
- 5Y*
- 4.24%
- 10Y*
- 4.28%
DFREX
- 1D
- 1.52%
- 1M
- -6.66%
- YTD
- 3.33%
- 6M
- 0.85%
- 1Y
- 2.39%
- 3Y*
- 6.54%
- 5Y*
- 3.50%
- 10Y*
- 4.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IVRSX vs. DFREX - Expense Ratio Comparison
IVRSX has a 0.93% expense ratio, which is higher than DFREX's 0.18% expense ratio.
Return for Risk
IVRSX vs. DFREX — Risk / Return Rank
IVRSX
DFREX
IVRSX vs. DFREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY CBRE Real Estate Portfolio (IVRSX) and DFA Real Estate Securities Portfolio Class I (DFREX). 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.
| IVRSX | DFREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.16 | +0.13 |
Sortino ratioReturn per unit of downside risk | 0.53 | 0.32 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.04 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | 0.29 | -0.29 |
Martin ratioReturn relative to average drawdown | -0.02 | 1.12 | -1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IVRSX | DFREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.16 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.19 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.25 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.37 | -0.03 |
Correlation
The correlation between IVRSX and DFREX is 0.97, 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
IVRSX vs. DFREX - Dividend Comparison
IVRSX's dividend yield for the trailing twelve months is around 4.77%, more than DFREX's 2.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 4.77% | 2.74% | 2.50% | 8.77% | 26.34% | 1.46% | 13.92% | 2.44% | 11.42% | 2.07% | 1.57% | 1.31% |
DFREX DFA Real Estate Securities Portfolio Class I | 2.80% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
Drawdowns
IVRSX vs. DFREX - Drawdown Comparison
The maximum IVRSX drawdown since its inception was -73.77%, roughly equal to the maximum DFREX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for IVRSX and DFREX.
Loading graphics...
Drawdown Indicators
| IVRSX | DFREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.77% | -74.36% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -12.22% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -34.51% | -33.11% | -1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -45.19% | -41.49% | -3.70% |
Current DrawdownCurrent decline from peak | -10.69% | -7.60% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -11.97% | -11.39% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 3.14% | +1.56% |
Volatility
IVRSX vs. DFREX - Volatility Comparison
The current volatility for VY CBRE Real Estate Portfolio (IVRSX) is 4.23%, while DFA Real Estate Securities Portfolio Class I (DFREX) has a volatility of 4.47%. This indicates that IVRSX experiences smaller price fluctuations and is considered to be less risky than DFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IVRSX | DFREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.47% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 9.25% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 16.14% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 18.69% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.53% | 20.30% | +1.23% |