DFA Emerging Markets Small Cap Portfolio (DEMSX)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DFA Emerging Markets Small Cap Portfolio (DEMSX) is up 12.0% since the beginning of the year. DEMSX is currently trading at $30 per share. Investors who bought $1,000 worth of DEMSX shares 5 years ago would now be looking at an investment worth $1,424.

DFA Emerging Markets Small Cap Portfolio (DEMSX) has returned 11.97% so far this year and 23.79% over the past 12 months. Over the last ten years, DEMSX has returned 9.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Mar 5, 1998, DEMSX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +22.9%, while the worst month was Oct 2008 at -30.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 10 months.

On a daily basis, DEMSX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +9.2%, while the worst single day was Sep 17, 2001 at -12.8%.

DFA Emerging Markets Small Cap Portfolio has an annualized alpha of 6.70%, beta of 0.56, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since March 05, 1998.

• This fund captured 107.45% of S&P 500 Index gains but only 93.57% of its losses - a favorable profile for investors.
• Beta of 0.56 may look defensive, but with R2 of 0.39 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 0.39 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

DEMSX has an expense ratio of 0.59%, placing it in the medium range.

DEMSX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

DFA Emerging Markets Small Cap Portfolio provided a 3.41% dividend yield over the last twelve months, with an annual payout of $1.01 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for DFA Emerging Markets Small Cap Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the DFA Emerging Markets Small Cap 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 Small Cap Portfolio was 66.70%, occurring on Nov 20, 2008. Recovery took 459 trading sessions.

The current DFA Emerging Markets Small Cap Portfolio drawdown is 1.46%.

The chart below shows the rolling one-month volatility.