- ISIN
- US25239Y2871
- Issuer
- Dimensional
- Inception Date
- Nov 14, 2021
- Category
- Emerging Markets Diversified
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DAADX Performance Chart
DFA Emerging Markets ex China Core Equity Portfolio (DAADX) is up 40.4% since the beginning of the year. DAADX is currently trading at $17 per share.
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Returns By Period
DFA Emerging Markets ex China Core Equity Portfolio (DAADX) has returned 40.41% so far this year and 65.20% over the past 12 months.
DFA Emerging Markets ex China Core Equity Portfolio
- 1D
- 3.39%
- 1M
- 8.84%
- YTD
- 40.41%
- 6M
- 43.30%
- 1Y
- 65.20%
- 3Y*
- 26.41%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DAADX Monthly Returns History
Based on dividend-adjusted daily data since Nov 11, 2021, DAADX's average daily return is +0.06%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.
Historically, 63% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +15.8%, while the worst month was Jun 2022 at -12.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DAADX closed higher 53% of trading days. The best single day was Apr 8, 2026 with a return of +5.8%, while the worst single day was Jun 5, 2026 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.64% | 8.84% | -10.60% | 15.76% | 9.85% | 4.45% | 40.41% | ||||||
| 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 8.59%, beta of 0.59, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since November 11, 2021.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.29%) than losses (71.96%) - typical of diversified or defensive assets.
- Beta of 0.59 may look defensive, but with R2 of 0.46 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 0.46 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
- 8.59%
- Beta
- 0.59
- R²
- 0.46
- Upside Capture
- 89.29%
- Downside Capture
- 71.96%
Expense Ratio
DAADX has an expense ratio of 0.43%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DAADX ranks 93 for risk / return — in the top 93% 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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DAADX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.37 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.96 | 2.78 | +2.17 |
| Martin ratioReturn relative to average drawdown | 18.83 | 12.44 | +6.39 |
Dividends
Dividend History
DFA Emerging Markets ex China Core Equity Portfolio provided a 1.78% 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 | 1.78% | 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 | $0.00 | $0.00 | $0.00 | $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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.98%Sep 2022 | 8mo 19d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -18.78%Apr 2025 | 6mo 13d | 2mo 3d | 8mo 16dSep 2024 - Jun 2025 |
2026 correction2026 | -13.14%Mar 2026 | 1mo 1d | 17d | 1mo 18dFeb 2026 - Apr 2026 |
2024 pullback2024 | -9.10%Aug 2024 | 19d | 1mo 20d | 2mo 9dJul 2024 - Sep 2024 |
2026 pullback2026 | -8.78%Jun 2026 | 7d | 8d | 15dJun 2026 - Jun 2026 |
Drawdown Indicators
| DAADX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -56.78% | +31.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -9.10% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.78% | -18.90% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -10.71% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.03% | +1.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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