BADEX vs. DFESX
Compare and contrast key facts about BlackRock Defensive Advantage Emerging Markets Fund (BADEX) and DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX).
BADEX is managed by BlackRock. It was launched on Dec 20, 2020. DFESX is managed by T. Rowe Price. It was launched on Aug 30, 2006.
Performance
BADEX vs. DFESX - Performance Comparison
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BADEX vs. DFESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BADEX BlackRock Defensive Advantage Emerging Markets Fund | -0.28% | 13.95% | 10.15% | 11.67% | -11.34% | 4.49% | 2.32% |
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 0.15% | 29.95% | 7.16% | 14.58% | -18.49% | 4.16% | 2.82% |
Returns By Period
In the year-to-date period, BADEX achieves a -0.28% return, which is significantly lower than DFESX's 0.15% return.
BADEX
- 1D
- -0.65%
- 1M
- -7.80%
- YTD
- -0.28%
- 6M
- 2.63%
- 1Y
- 10.81%
- 3Y*
- 10.26%
- 5Y*
- 4.56%
- 10Y*
- —
DFESX
- 1D
- -1.08%
- 1M
- -12.17%
- YTD
- 0.15%
- 6M
- 4.22%
- 1Y
- 28.38%
- 3Y*
- 14.71%
- 5Y*
- 5.15%
- 10Y*
- 8.27%
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BADEX vs. DFESX - Expense Ratio Comparison
BADEX has a 1.06% expense ratio, which is higher than DFESX's 0.45% expense ratio.
Return for Risk
BADEX vs. DFESX — Risk / Return Rank
BADEX
DFESX
BADEX vs. DFESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Defensive Advantage Emerging Markets Fund (BADEX) and DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BADEX | DFESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.77 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.29 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.95 | -0.86 |
Martin ratioReturn relative to average drawdown | 4.45 | 7.55 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BADEX | DFESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.77 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.36 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.38 | +0.16 |
Correlation
The correlation between BADEX and DFESX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BADEX vs. DFESX - Dividend Comparison
BADEX's dividend yield for the trailing twelve months is around 7.54%, more than DFESX's 2.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BADEX BlackRock Defensive Advantage Emerging Markets Fund | 7.54% | 7.52% | 2.27% | 1.92% | 2.43% | 7.54% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 2.74% | 2.59% | 3.15% | 3.23% | 3.17% | 2.37% | 1.64% | 2.33% | 2.37% | 2.04% | 2.05% | 2.17% |
Drawdowns
BADEX vs. DFESX - Drawdown Comparison
The maximum BADEX drawdown since its inception was -21.86%, smaller than the maximum DFESX drawdown of -41.43%. Use the drawdown chart below to compare losses from any high point for BADEX and DFESX.
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Drawdown Indicators
| BADEX | DFESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.86% | -41.43% | +19.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -12.79% | +3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -32.64% | +10.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.43% | — |
Current DrawdownCurrent decline from peak | -8.89% | -12.79% | +3.90% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -10.87% | +5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 3.31% | -1.12% |
Volatility
BADEX vs. DFESX - Volatility Comparison
The current volatility for BlackRock Defensive Advantage Emerging Markets Fund (BADEX) is 4.93%, while DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) has a volatility of 7.89%. This indicates that BADEX experiences smaller price fluctuations and is considered to be less risky than DFESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BADEX | DFESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 7.89% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 11.42% | -4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 15.74% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.96% | 14.58% | -4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.17% | 15.86% | -5.69% |