In most fighting games there is a way to protect yourself when you are faced with a bad situation. In most fighting games you can block to prevent most of the damage of an attack, and blocking is one of the most important things you need to do.
There are other ways to avoid facing damage. Many games have actions that make you invincible for a very brief time, and these can be used to avoid attacks too. Backdashes, Dragon Punches (DPs), and Reversal Supers usually make you invincible, and in the case of DPs and Supers you can get big damage afterwards.
Many games have other defensive actions that you can put to use too. The Marvel Vs. Capcom series (and many other games) have pushblock which allows you to push far away whenever you block an attack. Normally you can’t attack while blocking, but some games have a “Guard Cancel” technique that allows you to counter attack while blocking.
Learning how these defensive systems work, and taking full use of them will make you a better player in any fighting games. Its important to know the risks and rewards of each option and decide accordingly.
Street Fighter V’s V Reversal is a defensive tool to shut down offense. 
Guilty Gear Xrd’s Blitz Shield is a very good defensive options. The shield will parry the incoming attack – stunning the attacker. 
Dragon Ball Fighter Z’s Reflect is a powerful defensive tool that allows you to push attackers away, and may even let you punish certain attacks.
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