PortfoliosLab logoPortfoliosLab logo
DAADX vs. EFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAADX vs. EFEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DAADX vs. EFEIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DAADX
DFA Emerging Markets ex China Core Equity Portfolio
3.12%27.59%3.44%24.58%-15.81%0.20%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
-4.81%20.69%24.12%10.60%-15.91%-3.52%

Returns By Period

In the year-to-date period, DAADX achieves a 3.12% return, which is significantly higher than EFEIX's -4.81% return.


DAADX

1D
-1.26%
1M
-12.78%
YTD
3.12%
6M
10.78%
1Y
34.55%
3Y*
17.39%
5Y*
10Y*

EFEIX

1D
-0.39%
1M
-10.76%
YTD
-4.81%
6M
-1.64%
1Y
12.63%
3Y*
15.99%
5Y*
9.66%
10Y*
6.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DAADX vs. EFEIX - Expense Ratio Comparison

DAADX has a 0.43% expense ratio, which is lower than EFEIX's 1.52% expense ratio.


Return for Risk

DAADX vs. EFEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAADX
DAADX Risk / Return Rank: 9090
Overall Rank
DAADX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DAADX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DAADX Omega Ratio Rank: 9090
Omega Ratio Rank
DAADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
DAADX Martin Ratio Rank: 8888
Martin Ratio Rank

EFEIX
EFEIX Risk / Return Rank: 4444
Overall Rank
EFEIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EFEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
EFEIX Omega Ratio Rank: 4646
Omega Ratio Rank
EFEIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
EFEIX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DAADX vs. EFEIX - 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 Ashmore Emerging Markets Frontier Equity Fund (EFEIX). 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.


DAADXEFEIXDifference

Sharpe ratio

Return per unit of total volatility

2.15

1.00

+1.15

Sortino ratio

Return per unit of downside risk

2.71

1.36

+1.35

Omega ratio

Gain probability vs. loss probability

1.41

1.19

+0.21

Calmar ratio

Return relative to maximum drawdown

2.34

1.03

+1.32

Martin ratio

Return relative to average drawdown

9.52

3.59

+5.93

DAADX vs. EFEIX - Sharpe Ratio Comparison

The current DAADX Sharpe Ratio is 2.15, which is higher than the EFEIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DAADX and EFEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DAADXEFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.00

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.36

+0.26

Correlation

The correlation between DAADX and EFEIX is 0.58, 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. EFEIX - Dividend Comparison

DAADX's dividend yield for the trailing twelve months is around 2.43%, less than EFEIX's 11.96% yield.


TTM2025202420232022202120202019201820172016
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%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
11.96%11.69%2.15%2.26%0.17%1.61%0.96%1.63%1.44%0.88%0.38%

Drawdowns

DAADX vs. EFEIX - Drawdown Comparison

The maximum DAADX drawdown since its inception was -24.98%, smaller than the maximum EFEIX drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for DAADX and EFEIX.


Loading graphics...

Drawdown Indicators


DAADXEFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-40.50%

+15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-11.62%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

Max Drawdown (10Y)

Largest decline over 10 years

-40.50%

Current Drawdown

Current decline from peak

-13.14%

-11.62%

-1.52%

Average Drawdown

Average peak-to-trough decline

-6.94%

-12.38%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.32%

-0.09%

Volatility

DAADX vs. EFEIX - Volatility Comparison

DFA Emerging Markets ex China Core Equity Portfolio (DAADX) has a higher volatility of 8.67% compared to Ashmore Emerging Markets Frontier Equity Fund (EFEIX) at 6.28%. This indicates that DAADX's price experiences larger fluctuations and is considered to be riskier than EFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DAADXEFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

6.28%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

8.74%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

12.26%

+3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

9.69%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

10.93%

+2.95%