DEHP vs. FRDM

In the year-to-date period, DEHP achieves a 6.42% return, which is significantly lower than FRDM's 16.60% return.

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

DEHP has a 0.41% expense ratio, which is lower than FRDM's 0.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) 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.

The current DEHP Sharpe Ratio is 0.25, which is lower than the FRDM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DEHP and FRDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DEHP's dividend yield for the trailing twelve months is around 2.27%, less than FRDM's 2.84% yield.

The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for DEHP and FRDM.

Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 4.92% compared to Freedom 100 Emerging Markets ETF (FRDM) at 3.59%. This indicates that DEHP's price experiences larger fluctuations and is considered to be riskier than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.