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
| ISIN | US2332037850 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Apr 24, 1994 |
| Category | Emerging Markets Diversified |
| Min. Investment | $0 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
DFEMX has a high expense ratio of 0.36%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Emerging Markets 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 Portfolio had a return of 8.57% year-to-date (YTD) and 17.10% in the last 12 months. Over the past 10 years, DFA Emerging Markets Portfolio had an annualized return of 3.79%, while the S&P 500 had an annualized return of 10.90%, indicating that DFA Emerging Markets Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.57% | 11.05% |
| 1 month | 8.91% | 4.86% |
| 6 months | 14.02% | 17.50% |
| 1 year | 17.10% | 27.37% |
| 5 years (annualized) | 6.34% | 13.14% |
| 10 years (annualized) | 3.79% | 10.90% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.96% | 4.50% | 2.27% | 0.18% | 8.57% | ||||||||
| 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% | -1.83% | -5.54% | 0.94% | -6.94% | 0.00% | -0.60% | -11.05% | -1.60% | 15.14% | -2.85% | -16.91% |
| 2021 | 1.99% | 2.28% | 0.34% | 2.05% | 2.27% | 0.63% | -5.55% | 2.34% | -3.60% | 0.43% | -3.63% | 3.43% | 2.53% |
| 2020 | -6.13% | -4.89% | -18.37% | 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% | 7.06% | 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% | 12.10% |
| 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% |
| 2013 | 0.51% | -1.19% | -1.45% | 1.08% | -3.27% | -6.30% | 1.43% | -2.38% | 7.14% | 4.53% | -1.52% | -1.07% | -3.13% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFEMX is 44, 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.
DFEMX (DFA Emerging Markets Portfolio)
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.
Dividends
Dividend History
DFA Emerging Markets Portfolio granted a 3.14% dividend yield in the last twelve months. The annual payout for that period amounted to $0.94 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.92 | $0.98 | $1.93 | $0.47 | $0.68 | $0.55 | $0.53 | $0.44 | $0.43 | $0.51 | $0.71 |
Dividend yield | 3.14% | 3.34% | 3.90% | 6.13% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.08% | 2.02% | 2.72% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | |||||||
| 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 | $0.28 | $0.98 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $1.37 | $1.93 |
| 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.13 | $0.51 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.31 | $0.71 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 62.43%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.
The current DFA Emerging Markets Portfolio drawdown is 6.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.43% | Nov 1, 2007 | 266 | Nov 20, 2008 | 532 | Jan 3, 2011 | 798 |
| -55.47% | 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 |
| -34.8% | Sep 4, 2014 | 348 | Jan 21, 2016 | 371 | Jul 12, 2017 | 719 |
Volatility
Volatility Chart
The current DFA Emerging Markets Portfolio volatility is 3.09%, 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.