Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/05/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFGEX (DFA Global Real Estate Securities Ptf) | 4.55% | 12.94% | -1.19% | 6.01% | 3.89% | 6.65% | NA | 5.55% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFGEX (DFA Global Real Estate Securities Ptf) | 08/04/2008 | 05/05/2025 |
The return data shown below all have the same latest date: 05/05/2025.
AR inception is since 08/04/2008.
AR inception is since 08/04/2008.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.33 | 12.94 | -1.19 | 6.01 | 3.89 | 6.65 | NA | 5.55 | 4.55 | 1.92 | 9.55 | -26.82 | 29.77 | -6.98 | 26.32 | -4.12 | 9.22 | 6.40 | 0.73 | 22.73 | 1.74 | 23.13 | 1.78 | 23.75 | 32.67 | -36.79 |
| Sharpe Ratio | NA | 0.50 | -0.31 | 0.19 | 0.12 | NA | NA | 0.18 | 0.60 | -0.33 | 0.31 | -1.30 | 2.43 | -0.21 | 2.63 | -0.43 | 1.08 | 0.41 | 0.05 | 2.52 | 0.13 | 1.94 | 0.07 | 0.96 | 0.71 | -0.87 |
| Standard Deviation(%) | NA | 15.84 | 18.27 | 17.87 | 17.77 | NA | NA | 23.77 | 20.08 | 14.12 | 17.16 | 21.82 | 12.22 | 34.89 | 9.46 | 12.63 | 8.00 | 15.22 | 14.43 | 9.00 | 13.20 | 11.99 | 25.55 | 24.77 | 45.72 | 77.56 |
| Draw Down(%) | NA | 17.37 | 28.68 | 35.41 | 42.67 | NA | NA | 62.61 | 12.41 | 12.32 | 21.16 | 32.34 | 7.51 | 42.67 | 4.83 | 10.04 | 5.19 | 14.34 | 15.58 | 7.19 | 16.30 | 8.14 | 21.18 | 14.27 | 39.12 | 56.99 |
| Yield(%) | 0.00 | 3.94 | 2.43 | 3.45 | 3.91 | 5.57 | 3.78 | 4.72 | 0.00 | 3.70 | 3.55 | 1.07 | 4.59 | 1.84 | 8.34 | 4.65 | 3.91 | 5.18 | 2.38 | 4.44 | 3.52 | 7.53 | 3.00 | 7.82 | 8.56 | 1.09 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFGEX (DFA Global Real Estate Securities Ptf) |
-6.51%
Dec 2021 - Dec 2024 |
-0.47%
Apr 2019 - Apr 2024 |
2.86%
Oct 2013 - Oct 2023 |
4.53%
Sep 2008 - Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFGEX (DFA Global Real Estate Securities Ptf) |
36.31%
Feb 2009 - Feb 2012 |
25.99%
Feb 2009 - Feb 2014 |
16.29%
Feb 2009 - Feb 2019 |
11.01%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart