DFA Emerging Markets Targeted Value Portfolio (DEMGX)
The portfolio will seek to achieve its investment objective through exposure to a broad and diverse portfolio of securities, with a focus on small and mid-cap value companies with higher profitability associated with emerging markets, which may include frontier markets, authorized for investment by the Dimensional Fund Advisors LP's (the Advisor) Investment Committee (Approved Markets). As a non-fundamental policy, under normal circumstances, it will invest at least 80% of its net assets in emerging markets equity investments.
Fund Info
| ISIN | US23320G1177 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Nov 13, 2018 |
| Category | Emerging Markets Diversified |
| Min. Investment | $0 |
| Asset Class | Multi-Asset |
Asset Class Size | Mid-Cap |
Asset Class Style | Value |
Expense Ratio
DEMGX features an expense ratio of 0.66%, falling within the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: DEMGX vs. VEIEX, DEMGX vs. DEMSX, DEMGX vs. GQGPX, DEMGX vs. FEDDX
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.
Returns By Period
DFA Emerging Markets Targeted Value Portfolio had a return of 9.31% year-to-date (YTD) and 18.70% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.31% | 25.70% |
| 1 month | -1.40% | 3.51% |
| 6 months | 4.08% | 14.80% |
| 1 year | 18.70% | 37.91% |
| 5 years (annualized) | 8.06% | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
Monthly Returns
The table below presents the monthly returns of DEMGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.83% | 3.38% | 0.91% | 1.98% | 1.59% | 0.96% | 0.95% | 0.43% | 5.77% | -4.74% | 9.31% | ||
| 2023 | 6.39% | -4.10% | 1.69% | 1.37% | -1.35% | 4.59% | 5.61% | -3.80% | -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% | -0.46% | -4.04% | 4.18% | 14.64% |
| 2020 | -6.95% | -6.87% | -23.42% | 13.83% | 0.86% | 7.91% | 6.65% | 3.07% | -0.82% | 0.41% | 12.98% | 6.77% | 8.55% |
| 2019 | 7.98% | -0.28% | 0.56% | 0.09% | -5.06% | 5.14% | -3.23% | -5.05% | 1.20% | 3.37% | -0.10% | 8.09% | 12.30% |
| 2018 | 0.68% | 0.68% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DEMGX is 28, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Emerging Markets Targeted Value Portfolio (DEMGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Emerging Markets Targeted Value Portfolio provided a 3.27% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.39 | $0.24 | $0.42 | $0.23 | $0.23 | $0.01 |
Dividend yield | 3.27% | 3.58% | 2.45% | 3.55% | 2.03% | 2.12% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2021 | $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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2018 | $0.01 | $0.01 |
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.
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 5.00%.
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 |
| -13.3% | Apr 11, 2019 | 87 | Aug 14, 2019 | 94 | Dec 27, 2019 | 181 |
| -7.88% | Jul 15, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
| -5.95% | Oct 3, 2024 | 17 | Oct 25, 2024 | — | — | — |
Volatility
Volatility Chart
The current DFA Emerging Markets Targeted Value Portfolio volatility is 3.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.