DAADX vs. FRDM
Compare and contrast key facts about DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and Freedom 100 Emerging Markets ETF (FRDM).
DAADX is managed by Dimensional Fund Advisors LP. It was launched on Nov 14, 2021. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAADX or FRDM.
Correlation
The correlation between DAADX and FRDM is 0.70, 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.
Performance
DAADX vs. FRDM - Performance Comparison
Key characteristics
DAADX:
0.05
FRDM:
0.64
DAADX:
0.16
FRDM:
1.04
DAADX:
1.02
FRDM:
1.13
DAADX:
0.04
FRDM:
0.91
DAADX:
0.11
FRDM:
2.36
DAADX:
6.77%
FRDM:
5.95%
DAADX:
14.27%
FRDM:
22.03%
DAADX:
-24.99%
FRDM:
-40.49%
DAADX:
-10.03%
FRDM:
-1.43%
Returns By Period
In the year-to-date period, DAADX achieves a -0.80% return, which is significantly lower than FRDM's 11.27% return.
DAADX
-0.80%
0.61%
-5.41%
-0.48%
N/A
N/A
FRDM
11.27%
2.70%
2.43%
13.01%
13.39%
N/A
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DAADX vs. FRDM - Expense Ratio Comparison
DAADX has a 0.43% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Risk-Adjusted Performance
DAADX vs. FRDM — Risk-Adjusted Performance Rank
DAADX
FRDM
DAADX vs. FRDM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and Freedom 100 Emerging Markets ETF (FRDM). 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.
Dividends
DAADX vs. FRDM - Dividend Comparison
DAADX's dividend yield for the trailing twelve months is around 2.71%, less than FRDM's 2.98% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.71% | 2.63% | 2.81% | 3.01% | 0.30% | 0.00% | 0.00% |
FRDM Freedom 100 Emerging Markets ETF | 2.98% | 2.54% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% |
Drawdowns
DAADX vs. FRDM - Drawdown Comparison
The maximum DAADX drawdown since its inception was -24.99%, smaller than the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for DAADX and FRDM. For additional features, visit the drawdowns tool.
Volatility
DAADX vs. FRDM - Volatility Comparison
The current volatility for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) is 7.72%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 12.48%. This indicates that DAADX experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.