DFA Emerging Markets Portfolio (DFEMX)

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DFA Emerging Markets Portfolio (DFEMX) is up 19.8% since the beginning of the year. DFEMX is currently trading at $44 per share. Investors who bought $1,000 worth of DFEMX shares 5 years ago would now be looking at an investment worth $1,537.

DFA Emerging Markets Portfolio (DFEMX) has returned 19.84% so far this year and 35.94% over the past 12 months. Over the last ten years, DFEMX has returned 9.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.17% annually.

Based on dividend-adjusted daily data since Apr 22, 1994, DFEMX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 1999 with a return of +17.8%, while the worst month was Oct 2008 at -26.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DFEMX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.2%, while the worst single day was Sep 17, 2001 at -11.5%.

DFA Emerging Markets Portfolio has an annualized alpha of 1.93%, beta of 0.68, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since April 22, 1994.

• This fund participated in 102.96% of S&P 500 Index downside but only 95.30% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.68 may look defensive, but with R2 of 0.44 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 0.44 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

DFEMX has an expense ratio of 0.36%, placing it in the medium range.

DFEMX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

DFA Emerging Markets Portfolio provided a 2.04% dividend yield over the last twelve months, with an annual payout of $0.90 per share.

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.

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 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 62.43%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.

The current DFA Emerging Markets Portfolio drawdown is 9.06%.

The chart below shows the rolling one-month volatility.