DAADX vs. DFSTX
Compare and contrast key facts about DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and DFA U.S. Small Cap Portfolio (DFSTX).
DAADX is managed by Dimensional. It was launched on Nov 14, 2021. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DAADX vs. DFSTX - Performance Comparison
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DAADX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 3.12% | 27.59% | 3.44% | 24.58% | -15.81% | 0.20% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | -2.89% |
Returns By Period
In the year-to-date period, DAADX achieves a 3.12% return, which is significantly higher than DFSTX's -0.13% return.
DAADX
- 1D
- -1.26%
- 1M
- -12.78%
- YTD
- 3.12%
- 6M
- 10.78%
- 1Y
- 34.55%
- 3Y*
- 17.39%
- 5Y*
- —
- 10Y*
- —
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DAADX vs. DFSTX - Expense Ratio Comparison
DAADX has a 0.43% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
DAADX vs. DFSTX — Risk / Return Rank
DAADX
DFSTX
DAADX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
| DAADX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.80 | +1.35 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.27 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.03 | +1.31 |
Martin ratioReturn relative to average drawdown | 9.52 | 4.16 | +5.36 |
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
| DAADX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.80 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.48 | +0.14 |
Correlation
The correlation between DAADX and DFSTX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DAADX vs. DFSTX - Dividend Comparison
DAADX's dividend yield for the trailing twelve months is around 2.43%, more than DFSTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.43% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DAADX vs. DFSTX - Drawdown Comparison
The maximum DAADX drawdown since its inception was -24.98%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DAADX and DFSTX.
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Drawdown Indicators
| DAADX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -60.99% | +36.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -13.92% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.78% | — |
Current DrawdownCurrent decline from peak | -13.14% | -9.09% | -4.05% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -8.80% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.47% | -0.24% |
Volatility
DAADX vs. DFSTX - Volatility Comparison
DFA Emerging Markets ex China Core Equity Portfolio (DAADX) has a higher volatility of 8.67% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DAADX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAADX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 5.43% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 12.19% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 21.77% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 20.61% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 22.06% | -8.18% |