- ISIN
- US23320G1177
- Issuer
- Dimensional
- Inception Date
- Nov 13, 2018
- Category
- Emerging Markets Diversified
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DEMGX Performance Chart
DFA Emerging Markets Targeted Value Portfolio (DEMGX) is up 17.0% since the beginning of the year. DEMGX is currently trading at $15 per share. Investors who bought $1,000 worth of DEMGX shares 5 years ago would now be looking at an investment worth $1,470.
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Returns By Period
DFA Emerging Markets Targeted Value Portfolio (DEMGX) has returned 17.01% so far this year and 34.97% over the past 12 months.
DFA Emerging Markets Targeted Value Portfolio
- 1D
- 0.93%
- 1M
- 4.11%
- YTD
- 17.01%
- 6M
- 18.89%
- 1Y
- 34.97%
- 3Y*
- 18.74%
- 5Y*
- 8.01%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DEMGX Monthly Returns History
Based on dividend-adjusted daily data since Nov 14, 2018, DEMGX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Mar 2020 at -23.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DEMGX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +6.5%, while the worst single day was Mar 17, 2020 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.31% | 4.81% | -9.17% | 10.02% | 3.15% | 0.93% | 17.01% | ||||||
| 2025 | -0.82% | 0.18% | 1.01% | 0.82% | 6.12% | 5.85% | 1.76% | 2.68% | 3.22% | 0.52% | -0.96% | 1.83% | 24.27% |
| 2024 | -2.83% | 3.38% | 0.91% | 1.98% | 1.59% | 0.96% | 0.95% | 0.43% | 5.77% | -4.74% | -1.35% | -2.08% | 4.62% |
| 2023 | 6.39% | -4.10% | 1.69% | 1.37% | -1.35% | 4.59% | 5.61% | -3.81% | -1.20% | -4.38% | 8.18% | 4.00% | 17.19% |
| 2022 | -1.19% | -0.43% | 0.17% | -4.64% | 0.09% | -7.38% | 0.68% | 0.29% | -10.30% | -0.32% | 12.59% | -1.75% | -12.98% |
| 2021 | -1.05% | 7.06% | 3.22% | 5.75% | 2.42% | 1.33% | -3.35% | 1.88% | -2.51% | -0.45% | -4.04% | 4.18% | 14.64% |
Benchmark Metrics
DFA Emerging Markets Targeted Value Portfolio has an annualized alpha of 4.38%, beta of 0.44, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since November 15, 2018.
- This fund participated in 83.87% of S&P 500 Index downside but only 71.98% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.44 may look defensive, but with R2 of 0.31 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 0.31 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
- 4.38%
- Beta
- 0.44
- R²
- 0.31
- Upside Capture
- 71.98%
- Downside Capture
- 83.87%
Expense Ratio
DEMGX has an expense ratio of 0.66%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DEMGX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Emerging Markets Targeted Value Portfolio (DEMGX) and compare them to S&P 500 Index.
| DEMGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.61 | 2.39 | +0.23 |
Sortino ratioReturn per unit of downside risk | 3.49 | 3.25 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.43 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.24 | 3.11 | +0.12 |
Martin ratioReturn relative to average drawdown | 11.77 | 14.38 | -2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
DFA Emerging Markets Targeted Value Portfolio provided a 4.25% dividend yield over the last twelve months, with an annual payout of $0.65 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.65 | $0.65 | $0.51 | $0.57 | $0.42 | $1.29 | $0.26 | $0.34 | $0.01 |
Dividend yield | 4.25% | 4.98% | 4.60% | 5.21% | 4.28% | 10.93% | 2.23% | 3.17% | 0.08% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Emerging Markets Targeted Value 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.51 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.29 | $1.29 |
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 Targeted Value 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 Targeted Value Portfolio was 42.40%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.40%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
Bear market2022 | -26.19%Oct 2022 | 1y 4mo | 1y 6mo | 2y 10moJun 2021 - Apr 2024 |
2025 selloff2025 | -17.68%Apr 2025 | 6mo 7d | 1mo 29d | 8mo 6dOct 2024 - Jun 2025 |
2019 correction2019 | -13.30%Aug 2019 | 4mo 5d | 4mo 21d | 8mo 26dApr 2019 - Jan 2020 |
2026 correction2026 | -11.10%Mar 2026 | 1mo 2d | 1mo 6d | 2mo 8dFeb 2026 - May 2026 |
Drawdown Indicators
| DEMGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.40% | -56.78% | +14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -9.10% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -18.90% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.19% | -25.43% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -10.72% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.97% | +1.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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