DFA REAL Competition

DFREX Fund

USD 42.30 -0.23 -0.54%

The fund is listed under the Real Estate category and is part of the Dimensional Fund Advisors family. Dfa Real Estate competes with US MICRO, BlackRock Science, DAVIS NEW, INVESCO EQUALLY-WEIGHTED, and FRANKLIN MUTUAL and other related companies. This peer view supports relative benchmarking. Peer comparison for DFA REAL provides quick context before deeper valuation work.

DFA REAL vs BLACKROCK MID Correlation View

Significant diversification

For the present investment horizon, the measured correlation between DFREX and CMGIX stands at 0.06, or Significant diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.

Moving together with DFA Mutual Fund

0.84	DIHRX	Intal High Relative	Pair Corr
0.77	DILRX	Dfa International	Pair Corr
0.95	DIPSX	Dfa Inflation Protected	Pair Corr
0.81	DISVX	Dfa International Small	Pair Corr
0.69	DISMX	Dfa International	Pair Corr

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Mean reversion in DFA REAL's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.

Hype

Prediction

Low	Estimated	High
41.53	42.30	43.07

Details

Intrinsic

Valuation

Low	Real	High
41.79	42.56	43.33

Details

Naive

Forecast

Low	Next	High
40.42	41.19	41.97

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
41.85	43.06	44.28

Details

A rigorous investment case for DFA REAL requires more than studying its own financials. Benchmarking DFA REAL's performance, valuation, and risk profile against competitors is essential to validate any investment thesis.

DFA REAL Competition Correlation Matrix

Correlation analysis between Dfa Real Estate and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.

	DFSCX	BGSAX	NYVTX	VADRX	MUTHX	WSTAX	TNBMX	VGICX	LMGNX	CMGIX
DFSCX		0.07	0.85	0.78	0.93	0.63	0.8	0.96	0.82	0.34	DFSCX
BGSAX	0.07		0.23	-0.01	0.14	0.66	0.05	0.12	0.21	0.25	BGSAX
NYVTX	0.85	0.23		0.84	0.9	0.72	0.81	0.93	0.86	0.3	NYVTX
VADRX	0.78	-0.01	0.84		0.8	0.57	0.74	0.84	0.83	0.41	VADRX
MUTHX	0.93	0.14	0.9	0.8		0.6	0.81	0.97	0.9	0.37	MUTHX
WSTAX	0.63	0.66	0.72	0.57	0.6		0.53	0.66	0.65	0.33	WSTAX
TNBMX	0.8	0.05	0.81	0.74	0.81	0.53		0.84	0.71	0.14	TNBMX
VGICX	0.96	0.12	0.93	0.84	0.97	0.66	0.84		0.88	0.32	VGICX
LMGNX	0.82	0.21	0.86	0.83	0.9	0.65	0.71	0.88		0.55	LMGNX
CMGIX	0.34	0.25	0.3	0.41	0.37	0.33	0.14	0.32	0.55		CMGIX
	DFSCX	BGSAX	NYVTX	VADRX	MUTHX	WSTAX	TNBMX	VGICX	LMGNX	CMGIX

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High positive correlations

VGICX	+ 0.97	MUTHX
VGICX	+ 0.96	DFSCX
MUTHX	+ 0.93	DFSCX
VGICX	+ 0.93	NYVTX
MUTHX	+ 0.9	NYVTX
LMGNX	+ 0.9	MUTHX

High negative correlations

VADRX

- 0.01

BGSAX

Risk-Adjusted Indicators

There is a big difference between DFA Mutual Fund performing well and DFA REAL Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze DFA REAL's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DFSCX	0.79	0.08	0.07	0.02	0.96	-0.85	1.68	-1.80	4.97
BGSAX	1.18	-0.04	0.00	0.09	0.00	0.00	2.12	-2.97	8.26
NYVTX	0.63	0.04	0.10	-0.27	0.82	-0.63	1.23	-1.62	3.60
VADRX	0.74	0.20	0.26	0.18	0.55	-0.84	1.37	-1.29	11.37
MUTHX	0.54	0.01	0.00	-0.03	0.00	0.00	1.29	-1.25	3.16
WSTAX	1.22	0.05	0.07	-0.20	1.68	-1.20	2.14	-2.71	7.16
TNBMX	0.10	0.00	0.18	-0.10	0.11	-0.18	0.24	-0.23	0.93
VGICX	0.53	0.05	0.07	0.01	0.71	-0.52	1.13	-1.29	3.01
LMGNX	0.89	0.11	0.08	0.05	1.15	-0.93	1.51	-2.05	9.21
CMGIX	1.49	0.26	0.16	0.18	1.43	-1.74	2.39	-2.63	22.79

DFA REAL Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	DFREX	DFSCX	BGSAX	NYVTX	VADRX	MUTHX	WSTAX	TNBMX	VGICX	LMGNX
	0.54 42.30 DFA	1.80 32.10 DFSCX	0.44 68.93 BlackRock	0.24 29.17 DAVIS	1.52 71.79 INVESCO	2.01 25.30 FRANKLIN	0.27 60.11 IVY	0.23 8.51 TNBMX	1.29 72.92 JPMORGAN	2.12 72.53 CLEARBRIDGE
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Balanced	Weak	Soft	Mild	Moderate	Weak	Mild	Mild	Weak	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Buy	Strong Hold	Strong Sell	Sell	Strong Buy	Strong Hold	Strong Sell	Cautious Hold	Strong Hold	Hold
Net Asset	8.98 B	7.23 B	6.59 B	7.34 B	8.11 B	14.82 B	6.82 B	5.81 B	6.68 B	7.45 B
Minimum Initial Investment	N/A	N/A	N/A	N/A	N/A	100 K	N/A	N/A	N/A	1000 K
Price To Book	2.31	1.95	4.62	2.05	2.33	1.56	2.57	N/A	2.05	2.31
Five Year Return	5.85	7.61	8.34	10.12	8.82	7.33	14.36	0.97	10.13	4.92
One Year Return	6.15	23.06	28.35	23.75	14.49	10.84	44.29	4.26	13.29	13.19
Last Dividend Paid	0.13	0.05	N/A	0.02	0.1	N/A	N/A	0.01	0.06	0.11
Price To Earning	26.71	21.11	29.29	20.31	18.41	17.29	25.89	N/A	17.67	18.69
Price To Sales	6.51	0.95	3.55	1.86	1.45	1.44	1.6	N/A	1.6	2.17
Cash Position Weight	0.83	1.16	-0.14	1.74	-0.15	5.79	4.39	4.48	2.8	1.34
Equity Positions Weight	99.17	98.81	97.28	98.2	100.15	91.5	95.61	N/A	97.2	97.75
Three Year Return	8.44	12.97	28.69	23.18	11.26	12.74	33.0	5.68	11.93	13.17
Annual Yield	0.0258	0.0096	0.0132	0.0098	0.0129	0.0166	N/A	0.0354	0.0079	0.0148
Year To Date Return	8.24	4.71	1.06	0.73	3.35	3.51	3.35	0.49	1.94	4.38
Bond Positions Weight	N/A	N/A	N/A	N/A	N/A	2.71	N/A	90.62	N/A	N/A
Ten Year Return	9.41	8.62	19.01	9.37	10.86	6.57	15.14	N/A	10.26	10.81
Day Typical Price	42.3	32.1	68.93	29.17	71.79	25.3	60.11	8.51	72.92	72.53
Daily Balance Of Power	0	0	9.2 T	9.2 T	0	0	9.2 T	0	0	0
Period Momentum Indicator	-0.23	-0.59	0.3	0.07	-1.11	-0.52	0.16	-0.02	-0.95	-1.57
Rate Of Daily Change	0.99	0.98	1.0	1.0	0.98	0.98	1.0	1.0	0.99	0.98
Day Median Price	42.3	32.1	68.93	29.17	71.79	25.3	60.11	8.51	72.92	72.53
Price Action Indicator	-0.12	-0.29	0.15	0.035	-0.55	-0.26	0.08	-0.01	-0.48	-0.78
Relative Strength Index	52.43	40.29	N/A	45.44	46.88	33.24	50.23	43.85	38.18	39.81
Coefficient Of Variation	823.83	3294.31	-10,292	1468.68	860.46	-5,666	2076.0	4206.44	3792.9	1972.71
Mean Deviation	0.5744	0.7903	1.18	0.6268	0.7379	0.544	1.22	0.0975	0.5304	0.8878
Jensen Alpha	0.0976	0.0761	-0.04	0.0366	0.1975	0.0145	0.0495	-0.0034	0.0458	0.1073
Total Risk Alpha	0.1265	0.0837	0.0685	0.0923	0.2415	0.0209	0.1586	0.003	0.0497	0.1309
Sortino Ratio	0.1555	0.0674	N/A	0.1044	0.2554	N/A	0.0652	0.1837	0.0735	0.0842
Downside Variance	0.6894	1.06	N/A	0.7794	0.6357	N/A	2.99	0.0509	0.5807	1.48
Standard Deviation	0.7524	1.04	1.56	0.799	1.43	0.7291	1.56	0.1549	0.6915	1.27
Kurtosis	-0.09	0.3669	0.6627	0.1158	33.6	0.4133	0.1898	2.07	0.0642	6.23
Potential Upside	1.44	1.68	2.12	1.23	1.37	1.29	2.14	0.2358	1.13	1.51
Treynor Ratio	0.2384	0.0188	0.0872	-0.27	0.179	-0.03	-0.20	-0.10	0.0105	0.0494
Maximum Drawdown	3.27	4.97	8.26	3.6	11.37	3.16	7.16	0.9341	3.01	9.21
Variance	0.5661	1.08	2.44	0.6384	2.04	0.5316	2.43	0.024	0.4782	1.62
Market Risk Adjusted Performance	0.2484	0.0288	0.0972	-0.26	0.189	-0.02	-0.19	-0.09	0.0205	0.0594
Risk Adjusted Performance	0.0961	0.0265	-0.0028	0.0542	0.097	-0.01	0.0432	-0.02	0.0195	0.0441
Skewness	-0.18	0.1192	-0.20	-0.43	4.94	-0.31	-0.46	-0.05	-0.23	1.0
Semi Deviation	0.72	0.9649	N/A	0.8182	0.5478	N/A	1.68	0.1118	0.7111	1.15
Information Ratio	0.1716	0.0668	0.0145	0.1154	0.1427	0.0342	0.0724	0.2675	0.081	0.0804
Value At Risk	-1.14	-1.80	-2.97	-1.62	-1.29	-1.25	-2.71	-0.23	-1.29	-2.05
Expected Short fall	-0.56	-0.85	N/A	-0.63	-0.84	N/A	-1.20	-0.18	-0.52	-0.93
Downside Deviation	0.8303	1.03	N/A	0.8829	0.7973	N/A	1.73	0.2257	0.762	1.22
Semi Variance	0.5184	0.931	N/A	0.6694	0.3001	N/A	2.81	0.0125	0.5057	1.32

Peer Performance Charts

How to Analyze DFA REAL Against Peers

DFA REAL's peer analysis compares DFA REAL with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether DFA REAL trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where DFA REAL leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

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DFA REAL Competition

DFA REAL vs BLACKROCK MID Correlation View

Significant diversification

Moving together with DFA Mutual Fund

Specify up to 10 symbols:

DFA REAL Competition Correlation Matrix

High positive correlations

High negative correlations

Risk-Adjusted Indicators

DFA REAL Competitive Analysis

Peer Performance Charts

How to Analyze DFA REAL Against Peers

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