DAADX vs. EMXC

In the year-to-date period, DAADX achieves a 6.36% return, which is significantly lower than EMXC's 6.83% return.

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DAADX has a 0.43% expense ratio, which is lower than EMXC's 0.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.

The current DAADX Sharpe Ratio is 0.37, which is comparable to the EMXC Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of DAADX and EMXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DAADX's dividend yield for the trailing twelve months is around 2.53%, which matches EMXC's 2.52% yield.

The maximum DAADX drawdown since its inception was -24.99%, smaller than the maximum EMXC drawdown of -42.80%. Use the drawdown chart below to compare losses from any high point for DAADX and EMXC.

The current volatility for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) is 3.26%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 4.28%. This indicates that DAADX experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.