DFA Emerging Markets Value Portfolio (DFEVX)

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DFA Emerging Markets Value Portfolio (DFEVX) is up 24.9% since the beginning of the year. DFEVX is currently trading at $46 per share. Investors who bought $1,000 worth of DFEVX shares 5 years ago would now be looking at an investment worth $1,765.

DFA Emerging Markets Value Portfolio (DFEVX) has returned 24.94% so far this year and 46.22% over the past 12 months. Over the last ten years, DFEVX has returned 11.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.

Based on dividend-adjusted daily data since Mar 31, 1998, DFEVX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 1999 with a return of +25.1%, while the worst month was Oct 2008 at -31.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DFEVX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.4%, while the worst single day was Sep 17, 2001 at -13.0%.

DFA Emerging Markets Value Portfolio has an annualized alpha of 5.89%, beta of 0.67, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since March 31, 1998.

• This fund captured 116.60% of S&P 500 Index gains and 102.01% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• Beta of 0.67 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.

DFEVX has an expense ratio of 0.45%, placing it in the medium range.

DFEVX ranks 88 for risk / return — in the top 88% 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.

DFA Emerging Markets Value Portfolio provided a 3.00% dividend yield over the last twelve months, with an annual payout of $1.39 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for DFA Emerging Markets Value 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 Value 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 Value Portfolio was 67.59%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.

The current DFA Emerging Markets Value Portfolio drawdown is 0.62%.

The chart below shows the rolling one-month volatility.