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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Emerging Markets Targeted Value 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 Targeted Value Portfolio (DEMGX) has returned 1.08% so far this year and 25.16% over the past 12 months.
DFA Emerging Markets Targeted Value Portfolio
- 1D
- -0.76%
- 1M
- -10.13%
- YTD
- 1.08%
- 6M
- 2.47%
- 1Y
- 25.16%
- 3Y*
- 14.07%
- 5Y*
- 7.04%
- 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 14, 2018, DEMGX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.
Historically, 62% of months were positive and 38% 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% | -10.13% | 1.08% | |||||||||
| 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 3.60%, 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 83.19% of S&P 500 Index downside but only 71.07% 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
- 3.60%
- Beta
- 0.44
- R²
- 0.31
- Upside Capture
- 71.07%
- Downside Capture
- 83.19%
Expense Ratio
DEMGX has an expense ratio of 0.66%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DEMGX ranks 81 for risk / return — in the top 81% 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 Targeted Value Portfolio (DEMGX) and compare them to a chosen benchmark (S&P 500 Index).
| DEMGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.90 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.39 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.40 | +0.51 |
Martin ratioReturn relative to average drawdown | 7.34 | 6.61 | +0.73 |
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 DEMGX 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 Targeted Value Portfolio provided a 4.93% 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 | 4.93% | 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 | |||||||||
| 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.
The current DFA Emerging Markets Targeted Value Portfolio drawdown is 11.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.4% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -26.19% | Jun 8, 2021 | 343 | Oct 14, 2022 | 385 | Apr 29, 2024 | 728 |
| -17.68% | Oct 3, 2024 | 128 | Apr 8, 2025 | 41 | Jun 6, 2025 | 169 |
| -13.3% | Apr 11, 2019 | 87 | Aug 14, 2019 | 97 | Jan 2, 2020 | 184 |
| -11.1% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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