- ISIN
- US25434D8496
- Issuer
- Dimensional
- Inception Date
- Aug 13, 1997
- Category
- Emerging Markets Diversified
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DFETX Performance Chart
DFA Emerging Markets II Portfolio (DFETX) is up 31.4% since the beginning of the year. DFETX is currently trading at $29 per share. Investors who bought $1,000 worth of DFETX shares 5 years ago would now be looking at an investment worth $1,675.
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Returns By Period
DFA Emerging Markets II Portfolio (DFETX) has returned 31.43% so far this year and 57.85% over the past 12 months. Over the last ten years, DFETX has returned 11.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA Emerging Markets II Portfolio
- 1D
- 3.06%
- 1M
- 7.54%
- YTD
- 31.43%
- 6M
- 33.43%
- 1Y
- 57.85%
- 3Y*
- 24.31%
- 5Y*
- 10.87%
- 10Y*
- 11.56%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFETX Monthly Returns History
Based on dividend-adjusted daily data since Aug 14, 1997, DFETX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 1999 with a return of +18.2%, while the worst month was Oct 2008 at -26.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DFETX closed higher 53% 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 -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.22% | 6.38% | -9.94% | 13.14% | 8.17% | 3.58% | 31.43% | ||||||
| 2025 | 1.45% | 0.17% | 1.21% | 0.49% | 4.71% | 6.56% | 1.41% | 2.20% | 6.08% | 4.01% | -1.61% | 2.92% | 33.54% |
| 2024 | -3.99% | 4.52% | 2.25% | 0.17% | 2.02% | 2.70% | 0.91% | 0.74% | 5.28% | -4.31% | -1.94% | -1.19% | 6.86% |
| 2023 | 8.36% | -5.86% | 3.20% | -0.42% | -1.74% | 4.39% | 5.84% | -5.85% | -2.11% | -3.65% | 7.59% | 4.03% | 13.11% |
| 2022 | 0.14% | -2.10% | -1.86% | -5.52% | 0.95% | -6.94% | -0.00% | -0.62% | -11.00% | -1.65% | 15.14% | -2.78% | -16.84% |
| 2021 | 1.97% | 2.34% | 0.31% | 2.04% | 2.27% | 0.64% | -5.57% | 2.37% | -3.59% | 0.44% | -3.67% | 3.47% | 2.58% |
Benchmark Metrics
DFA Emerging Markets II Portfolio has an annualized alpha of 3.17%, beta of 0.69, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since August 14, 1997.
- Beta of 0.69 may look defensive, but with R2 of 0.46 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 0.46 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.17%
- Beta
- 0.69
- R²
- 0.46
- Upside Capture
- 104.16%
- Downside Capture
- 102.86%
Expense Ratio
DFETX has an expense ratio of 0.37%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFETX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFETX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.37 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 2.78 | +1.71 |
| Martin ratioReturn relative to average drawdown | 17.14 | 12.44 | +4.71 |
Dividends
Dividend History
DFA Emerging Markets II Portfolio provided a 6.27% dividend yield over the last twelve months, with an annual payout of $1.81 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.81 | $1.81 | $0.63 | $0.66 | $1.48 | $4.03 | $2.87 | $2.99 | $1.97 | $0.56 | $0.52 | $0.67 |
Dividend yield | 6.27% | 8.24% | 3.50% | 3.84% | 9.30% | 19.29% | 11.79% | 12.48% | 8.49% | 1.93% | 2.40% | 3.40% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Emerging Markets II 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.81 | $1.81 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.66 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.48 | $1.48 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.03 | $4.03 |
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 II 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 II Portfolio was 62.33%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.33%Nov 2008 | 1y 20d | 2y 1mo | 3y 2moNov 2007 - Jan 2011 |
1998 bear market1998 | -51.46%Oct 1998 | 1y 1mo | 9mo 4d | 1y 10moAug 1997 - Jul 1999 |
Dot-com crash2000–2002 | -51.05%Oct 2001 | 1y 8mo | 2y 12mo | 4y 8moJan 2000 - Oct 2004 |
COVID crash2020 | -40.20%Mar 2020 | 2y 1mo | 8mo 15d | 2y 10moJan 2018 - Dec 2020 |
2016 bear market2016 | -34.55%Jan 2016 | 1y 4mo | 1y 4mo | 2y 9moSep 2014 - Jun 2017 |
Drawdown Indicators
| DFETX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.33% | -56.78% | -5.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -9.10% | -3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -18.90% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -25.43% | -5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -33.92% | -6.28% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -10.71% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.03% | +1.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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