DEM vs. DISMX
Compare and contrast key facts about WisdomTree Emerging Markets Equity Income Fund (DEM) and DFA International Small Cap Growth Portfolio (DISMX).
DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007. DISMX is managed by Dimensional. It was launched on Dec 19, 2012.
Performance
DEM vs. DISMX - Performance Comparison
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DEM vs. DISMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEM WisdomTree Emerging Markets Equity Income Fund | 6.89% | 21.29% | 4.46% | 20.93% | -10.43% | 11.49% | -5.84% | 19.84% | -7.69% | 26.26% |
DISMX DFA International Small Cap Growth Portfolio | -4.33% | 27.95% | 1.30% | 11.55% | -25.16% | 9.27% | 16.42% | 25.78% | -17.96% | 34.06% |
Returns By Period
In the year-to-date period, DEM achieves a 6.89% return, which is significantly higher than DISMX's -4.33% return. Over the past 10 years, DEM has outperformed DISMX with an annualized return of 9.12%, while DISMX has yielded a comparatively lower 6.31% annualized return.
DEM
- 1D
- 2.73%
- 1M
- -3.50%
- YTD
- 6.89%
- 6M
- 9.69%
- 1Y
- 23.52%
- 3Y*
- 15.42%
- 5Y*
- 8.66%
- 10Y*
- 9.12%
DISMX
- 1D
- -0.47%
- 1M
- -12.22%
- YTD
- -4.33%
- 6M
- -3.35%
- 1Y
- 18.68%
- 3Y*
- 9.25%
- 5Y*
- 1.85%
- 10Y*
- 6.31%
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DEM vs. DISMX - Expense Ratio Comparison
DEM has a 0.63% expense ratio, which is higher than DISMX's 0.53% expense ratio.
Return for Risk
DEM vs. DISMX — Risk / Return Rank
DEM
DISMX
DEM vs. DISMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and DFA International Small Cap Growth Portfolio (DISMX). 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.
| DEM | DISMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.12 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.55 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.35 | +0.73 |
Martin ratioReturn relative to average drawdown | 9.47 | 5.36 | +4.12 |
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
| DEM | DISMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.12 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.11 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.39 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.45 | -0.25 |
Correlation
The correlation between DEM and DISMX is 0.68, 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
DEM vs. DISMX - Dividend Comparison
DEM's dividend yield for the trailing twelve months is around 4.22%, more than DISMX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEM WisdomTree Emerging Markets Equity Income Fund | 4.22% | 4.88% | 5.24% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% |
DISMX DFA International Small Cap Growth Portfolio | 2.06% | 1.98% | 2.48% | 2.15% | 2.17% | 1.89% | 1.11% | 2.31% | 5.59% | 3.79% | 1.73% | 2.75% |
Drawdowns
DEM vs. DISMX - Drawdown Comparison
The maximum DEM drawdown since its inception was -51.85%, which is greater than DISMX's maximum drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for DEM and DISMX.
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Drawdown Indicators
| DEM | DISMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.85% | -41.53% | -10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -12.22% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.18% | -41.53% | +14.35% |
Max Drawdown (10Y)Largest decline over 10 years | -37.79% | -41.53% | +3.74% |
Current DrawdownCurrent decline from peak | -4.57% | -12.22% | +7.65% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -10.60% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.07% | -0.58% |
Volatility
DEM vs. DISMX - Volatility Comparison
WisdomTree Emerging Markets Equity Income Fund (DEM) has a higher volatility of 7.33% compared to DFA International Small Cap Growth Portfolio (DISMX) at 6.07%. This indicates that DEM's price experiences larger fluctuations and is considered to be riskier than DISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEM | DISMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 6.07% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 10.27% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 15.61% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 16.59% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 16.28% | +1.73% |