DFA Emerging Markets Portfolio (DFEMX)
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 Series (the "Emerging Markets 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 Series will invest at least 80% of its net assets in emerging markets investments that are defined in the Prospectus as Approved Market securities.
Fund Info
US2332037850
Apr 24, 1994
$0
Large-Cap
Blend
Expense Ratio
DFEMX has an expense ratio of 0.36%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DFA Emerging Markets Portfolio (DFEMX) returned 8.68% year-to-date (YTD) and 9.54% over the past 12 months. Over the past 10 years, DFEMX returned 3.90% annually, underperforming the S&P 500 benchmark at 10.69%.
DFEMX
8.68%
11.27%
4.62%
9.54%
9.29%
3.90%
^GSPC (Benchmark)
-0.64%
8.97%
-2.62%
11.90%
15.76%
10.69%
Monthly Returns
The table below presents the monthly returns of DFEMX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.43% | 0.17% | 1.19% | 0.51% | 5.16% | 8.68% | |||||||
| 2024 | -3.96% | 4.50% | 2.27% | 0.18% | 1.98% | 2.72% | 0.88% | 0.77% | 5.27% | -4.34% | -1.88% | -1.20% | 6.90% |
| 2023 | 8.37% | -5.89% | 3.23% | -0.42% | -1.70% | 4.34% | 5.85% | -5.84% | -2.09% | -3.71% | 7.62% | 4.00% | 13.08% |
| 2022 | 0.13% | -2.12% | -1.82% | -5.54% | 0.94% | -6.94% | 0.00% | -0.60% | -11.05% | -1.60% | 15.14% | -3.10% | -17.11% |
| 2021 | 1.99% | 2.28% | 0.34% | 2.05% | 2.27% | 0.63% | -5.55% | 2.34% | -3.60% | 0.43% | -3.63% | -0.32% | -1.18% |
| 2020 | -6.13% | -4.89% | -18.38% | 10.45% | 1.66% | 6.58% | 8.27% | 1.02% | -0.71% | 1.47% | 9.88% | 7.85% | 13.89% |
| 2019 | 8.18% | -0.90% | 0.90% | 1.58% | -5.96% | 5.59% | -2.46% | -4.03% | 2.55% | 4.00% | -0.51% | 7.05% | 16.02% |
| 2018 | 7.52% | -4.79% | -0.51% | -1.29% | -3.95% | -4.25% | 3.60% | -2.30% | -1.19% | -8.35% | 4.36% | -2.31% | -13.62% |
| 2017 | 5.98% | 3.32% | 3.21% | 1.91% | 2.98% | 0.93% | 5.28% | 2.07% | -0.98% | 3.39% | 0.30% | 3.39% | 36.57% |
| 2016 | -4.26% | -0.61% | 13.20% | 0.59% | -3.94% | 5.30% | 5.12% | 1.19% | 1.25% | 0.21% | -5.22% | 0.00% | 12.11% |
| 2015 | 0.64% | 3.02% | -2.12% | 6.65% | -4.02% | -2.44% | -6.44% | -8.28% | -2.71% | 6.03% | -3.47% | -2.74% | -15.79% |
| 2014 | -6.97% | 3.60% | 3.48% | 0.58% | 3.38% | 2.75% | 1.16% | 3.09% | -7.39% | 1.06% | -1.01% | -4.53% | -1.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFEMX is 57, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
DFA Emerging Markets Portfolio provided a 2.93% dividend yield over the last twelve months, with an annual payout of $0.91 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.91 | $0.90 | $0.92 | $0.92 | $0.76 | $0.47 | $0.68 | $0.55 | $0.53 | $0.44 | $0.43 | $0.51 |
Dividend yield | 2.93% | 3.14% | 3.34% | 3.65% | 2.42% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.09% | 2.02% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Emerging Markets 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | |||||||
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.31 | $0.90 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.37 | $0.92 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.21 | $0.92 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.20 | $0.76 |
| 2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.09 | $0.47 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.16 | $0.68 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.16 | $0.55 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.17 | $0.53 |
| 2016 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.44 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.14 | $0.43 |
| 2014 | $0.12 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.13 | $0.51 |
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 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 Portfolio was 63.93%, occurring on Nov 20, 2008. Recovery took 2292 trading sessions.
The current DFA Emerging Markets Portfolio drawdown is 3.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.93% | Nov 1, 2007 | 266 | Nov 20, 2008 | 2292 | Jan 2, 2018 | 2558 |
| -55.48% | Jul 8, 1997 | 325 | Oct 5, 1998 | 310 | Dec 13, 1999 | 635 |
| -51.29% | Jan 19, 2000 | 429 | Oct 8, 2001 | 750 | Oct 4, 2004 | 1179 |
| -40.44% | Jan 29, 2018 | 541 | Mar 23, 2020 | 179 | Dec 4, 2020 | 720 |
| -34.31% | Jun 7, 2021 | 350 | Oct 24, 2022 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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