SFREX vs. DFGEX
Compare and contrast key facts about Schwab Fundamental Global Real Estate Index Fund (SFREX) and DFA Global Real Estate Securities Portfolio (DFGEX).
SFREX is managed by Charles Schwab. It was launched on Oct 21, 2014. DFGEX is managed by Dimensional. It was launched on Jun 3, 2008.
Performance
SFREX vs. DFGEX - Performance Comparison
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SFREX vs. DFGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | -2.53% | 11.26% | 3.05% | 4.10% | -21.06% | 18.56% | -11.16% | 22.61% | -8.26% | 20.07% |
DFGEX DFA Global Real Estate Securities Portfolio | -0.76% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
Returns By Period
In the year-to-date period, SFREX achieves a -2.53% return, which is significantly lower than DFGEX's -0.76% return. Over the past 10 years, SFREX has underperformed DFGEX with an annualized return of 2.93%, while DFGEX has yielded a comparatively higher 3.12% annualized return.
SFREX
- 1D
- 0.21%
- 1M
- -11.77%
- YTD
- -2.53%
- 6M
- -5.00%
- 1Y
- 6.19%
- 3Y*
- 5.99%
- 5Y*
- -0.08%
- 10Y*
- 2.93%
DFGEX
- 1D
- 0.19%
- 1M
- -8.86%
- YTD
- -0.76%
- 6M
- -1.94%
- 1Y
- 4.00%
- 3Y*
- 5.81%
- 5Y*
- 2.37%
- 10Y*
- 3.12%
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SFREX vs. DFGEX - Expense Ratio Comparison
SFREX has a 0.39% expense ratio, which is higher than DFGEX's 0.14% expense ratio.
Return for Risk
SFREX vs. DFGEX — Risk / Return Rank
SFREX
DFGEX
SFREX vs. DFGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) 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.
| SFREX | DFGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.33 | +0.12 |
Sortino ratioReturn per unit of downside risk | 0.72 | 0.54 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.07 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.39 | +0.08 |
Martin ratioReturn relative to average drawdown | 1.76 | 1.57 | +0.19 |
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
| SFREX | DFGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.33 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.15 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.18 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.29 | -0.14 |
Correlation
The correlation between SFREX and DFGEX is 0.88, 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
SFREX vs. DFGEX - Dividend Comparison
SFREX's dividend yield for the trailing twelve months is around 3.60%, less than DFGEX's 4.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | 3.60% | 3.51% | 3.75% | 3.53% | 2.89% | 2.92% | 3.46% | 4.10% | 5.45% | 2.78% | 5.00% | 1.29% |
DFGEX DFA Global Real Estate Securities Portfolio | 4.11% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
Drawdowns
SFREX vs. DFGEX - Drawdown Comparison
The maximum SFREX drawdown since its inception was -41.98%, roughly equal to the maximum DFGEX drawdown of -42.67%. Use the drawdown chart below to compare losses from any high point for SFREX and DFGEX.
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Drawdown Indicators
| SFREX | DFGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -42.67% | +0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.98% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -32.78% | -1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | -42.67% | +0.69% |
Current DrawdownCurrent decline from peak | -11.77% | -8.94% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -9.75% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.74% | +0.45% |
Volatility
SFREX vs. DFGEX - Volatility Comparison
Schwab Fundamental Global Real Estate Index Fund (SFREX) has a higher volatility of 4.18% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 3.88%. This indicates that SFREX'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.
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Volatility by Period
| SFREX | DFGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.88% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 7.98% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 14.20% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 16.22% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 17.69% | +0.22% |