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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Emerging Markets ex China Core Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
DFA Emerging Markets ex China Core Equity Portfolio (DAADX) has returned 3.12% so far this year and 34.55% over the past 12 months.
DFA Emerging Markets ex China Core Equity Portfolio
- 1D
- -1.26%
- 1M
- -12.78%
- YTD
- 3.12%
- 6M
- 10.78%
- 1Y
- 34.55%
- 3Y*
- 17.39%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 11, 2021, DAADX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +10.2%, while the worst month was Mar 2026 at -12.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DAADX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Mar 3, 2026 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.64% | 8.84% | -12.78% | 3.12% | |||||||||
| 2025 | 0.40% | -3.00% | 0.41% | 2.47% | 5.92% | 6.42% | -0.36% | 0.81% | 4.69% | 5.08% | -1.39% | 3.67% | 27.59% |
| 2024 | -1.42% | 3.09% | 1.76% | -0.29% | 1.18% | 4.13% | 1.13% | 1.30% | 1.10% | -4.49% | -1.44% | -2.34% | 3.44% |
| 2023 | 6.74% | -4.13% | 2.44% | 1.17% | 1.39% | 4.73% | 4.63% | -3.37% | -1.58% | -3.69% | 9.63% | 5.30% | 24.58% |
| 2022 | -0.80% | -1.61% | 1.48% | -5.68% | -0.11% | -12.00% | 4.31% | 0.35% | -10.19% | 3.19% | 10.18% | -4.09% | -15.81% |
| 2021 | -4.90% | 5.37% | 0.20% |
Benchmark Metrics
DFA Emerging Markets ex China Core Equity Portfolio has an annualized alpha of 4.12%, beta of 0.55, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since November 12, 2021.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.21%) than losses (78.17%) — typical of diversified or defensive assets.
- Beta of 0.55 may look defensive, but with R² of 0.48 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.48 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.12%
- Beta
- 0.55
- R²
- 0.48
- Upside Capture
- 79.21%
- Downside Capture
- 78.17%
Expense Ratio
DAADX has an expense ratio of 0.43%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DAADX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and compare them to a chosen benchmark (S&P 500 Index).
| DAADX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.90 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.39 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.40 | +0.94 |
Martin ratioReturn relative to average drawdown | 9.52 | 6.61 | +2.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DAADX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA Emerging Markets ex China Core Equity Portfolio provided a 2.43% dividend yield over the last twelve months, with an annual payout of $0.31 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.31 | $0.28 | $0.26 | $0.28 | $0.25 | $0.03 |
Dividend yield | 2.43% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Emerging Markets ex China Core Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.03 | $0.03 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.28 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.26 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.04 | $0.25 |
| 2021 | $0.03 | $0.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Emerging Markets ex China Core Equity Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA Emerging Markets ex China Core Equity Portfolio was 24.98%, occurring on Sep 29, 2022. Recovery took 307 trading sessions.
The current DFA Emerging Markets ex China Core Equity Portfolio drawdown is 13.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.98% | Jan 13, 2022 | 179 | Sep 29, 2022 | 307 | Dec 19, 2023 | 486 |
| -18.78% | Sep 27, 2024 | 132 | Apr 8, 2025 | 43 | Jun 10, 2025 | 175 |
| -13.14% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -9.1% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -4.9% | Nov 17, 2021 | 9 | Nov 30, 2021 | 19 | Dec 28, 2021 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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