DFA Emerging Markets Small Cap Portfolio (DEMSX)
The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corresponding master fund, the Emerging Markets Small Cap Series (the "Emerging Markets Small Cap Series") of the DFA Investment Trust Company (the "Trust"), which has the same investment objective and policies as the Portfolio. As a non-fundamental policy, under normal circumstances, the Emerging Markets Small Cap Series will invest at least 80% of its net assets in emerging market investments that are designated in the Prospectus as Approved Market securities of small companies.
Fund Info
| ISIN | US2332036118 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Mar 4, 1998 |
| Category | Emerging Markets Diversified |
| Min. Investment | $0 |
| Asset Class | Multi-Asset |
Asset Class Size | Mid-Cap |
Asset Class Style | Value |
Expense Ratio
DEMSX features an expense ratio of 0.59%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DEMSX vs. DFESX, DEMSX vs. DISVX, DEMSX vs. HSCZ, DEMSX vs. DEMGX, DEMSX vs. VTI, DEMSX vs. VINIX, DEMSX vs. VOO, DEMSX vs. DGS, DEMSX vs. VWO, DEMSX vs. DFEVX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Emerging Markets Small Cap 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 Small Cap Portfolio had a return of 5.66% year-to-date (YTD) and 13.81% in the last 12 months. Over the past 10 years, DFA Emerging Markets Small Cap Portfolio had an annualized return of 5.55%, while the S&P 500 had an annualized return of 11.39%, indicating that DFA Emerging Markets Small Cap Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.66% | 25.45% |
| 1 month | -4.36% | 2.91% |
| 6 months | 0.71% | 14.05% |
| 1 year | 13.81% | 35.64% |
| 5 years (annualized) | 7.77% | 14.13% |
| 10 years (annualized) | 5.55% | 11.39% |
Monthly Returns
The table below presents the monthly returns of DEMSX, 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 | -3.51% | 3.36% | 0.75% | 2.05% | 1.67% | 1.38% | 0.25% | 0.79% | 5.41% | -4.32% | 5.66% | ||
| 2023 | 6.57% | -3.53% | 1.70% | 0.52% | -0.99% | 4.49% | 4.99% | -3.23% | -1.85% | -4.08% | 8.12% | 3.43% | 16.32% |
| 2022 | -3.21% | -1.28% | 0.00% | -5.12% | 0.40% | -7.28% | 1.15% | 0.57% | -10.46% | -0.42% | 12.05% | -1.24% | -15.30% |
| 2021 | -1.21% | 5.68% | 2.64% | 5.00% | 2.00% | 3.12% | -2.56% | 1.43% | -3.00% | -0.15% | -2.65% | 3.92% | 14.61% |
| 2020 | -5.18% | -5.97% | -23.24% | 13.95% | 2.58% | 8.24% | 7.61% | 2.94% | -0.67% | -0.15% | 12.20% | 6.62% | 13.82% |
| 2019 | 7.36% | 0.30% | 1.04% | 0.93% | -4.96% | 5.04% | -2.44% | -4.20% | 1.90% | 3.83% | -0.90% | 6.92% | 14.89% |
| 2018 | 6.54% | -4.25% | -0.57% | -0.99% | -2.21% | -6.74% | 1.60% | -2.93% | -3.21% | -9.48% | 6.14% | -1.84% | -17.55% |
| 2017 | 5.82% | 5.25% | 3.10% | 1.27% | 0.37% | 0.62% | 4.19% | 2.30% | -0.49% | 2.85% | 1.53% | 4.02% | 35.30% |
| 2016 | -5.97% | -0.42% | 12.31% | 2.50% | -4.18% | 5.55% | 5.81% | 0.60% | 1.63% | -0.39% | -6.08% | 0.57% | 10.95% |
| 2015 | 1.61% | 2.57% | -0.77% | 7.10% | -1.41% | -3.43% | -6.11% | -9.81% | -0.15% | 5.53% | -2.05% | -0.90% | -8.66% |
| 2014 | -4.28% | 4.42% | 3.43% | 0.82% | 3.39% | 2.57% | 0.23% | 3.06% | -4.99% | -0.88% | -1.17% | -3.10% | 2.97% |
| 2013 | 1.84% | 1.02% | -0.47% | 2.03% | -1.45% | -8.66% | 0.46% | -4.18% | 7.31% | 3.84% | -1.42% | -0.84% | -1.39% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DEMSX is 18, indicating that it is in the bottom 18% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) 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 Small Cap Portfolio provided a 3.21% dividend yield over the last twelve months, with an annual payout of $0.76 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.76 | $0.67 | $0.50 | $0.84 | $0.52 | $0.52 | $0.41 | $0.60 | $0.48 | $0.43 | $0.43 | $0.44 |
Dividend yield | 3.21% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% | 2.17% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.45 | |
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.31 | $0.67 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.13 | $0.50 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.63 | $0.84 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.36 | $0.52 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.28 | $0.52 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.41 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.34 | $0.60 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.25 | $0.48 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 | $0.43 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.21 | $0.43 |
| 2013 | $0.02 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.44 |
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 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 7.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.7% | Nov 1, 2007 | 266 | Nov 20, 2008 | 459 | Sep 20, 2010 | 725 |
| -47.28% | Jan 29, 2018 | 541 | Mar 23, 2020 | 198 | Jan 4, 2021 | 739 |
| -29.78% | Apr 28, 2011 | 110 | Oct 3, 2011 | 671 | Jun 6, 2014 | 781 |
| -27.77% | Sep 8, 2014 | 346 | Jan 21, 2016 | 269 | Feb 14, 2017 | 615 |
| -26.23% | Jul 1, 2021 | 326 | Oct 14, 2022 | 396 | May 14, 2024 | 722 |
Volatility
Volatility Chart
The current DFA Emerging Markets Small Cap Portfolio volatility is 3.69%, 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.