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DEMGX vs. DEMSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEMGX and DEMSX is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DEMGX vs. DEMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Targeted Value Portfolio (DEMGX) and DFA Emerging Markets Small Cap Portfolio (DEMSX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
31.90%
43.61%
DEMGX
DEMSX

Key characteristics

Sharpe Ratio

DEMGX:

0.24

DEMSX:

0.26

Sortino Ratio

DEMGX:

0.40

DEMSX:

0.43

Omega Ratio

DEMGX:

1.05

DEMSX:

1.06

Calmar Ratio

DEMGX:

0.19

DEMSX:

0.21

Martin Ratio

DEMGX:

0.54

DEMSX:

0.59

Ulcer Index

DEMGX:

6.41%

DEMSX:

6.10%

Daily Std Dev

DEMGX:

14.73%

DEMSX:

14.07%

Max Drawdown

DEMGX:

-42.40%

DEMSX:

-68.86%

Current Drawdown

DEMGX:

-9.34%

DEMSX:

-8.46%

Returns By Period

In the year-to-date period, DEMGX achieves a 0.18% return, which is significantly higher than DEMSX's -0.76% return.


DEMGX

YTD

0.18%

1M

-1.96%

6M

-3.14%

1Y

2.84%

5Y*

10.75%

10Y*

N/A

DEMSX

YTD

-0.76%

1M

-1.10%

6M

-3.01%

1Y

2.86%

5Y*

11.33%

10Y*

3.08%

*Annualized

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DEMGX vs. DEMSX - Expense Ratio Comparison

DEMGX has a 0.66% expense ratio, which is higher than DEMSX's 0.59% expense ratio.


Expense ratio chart for DEMGX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DEMGX: 0.66%
Expense ratio chart for DEMSX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DEMSX: 0.59%

Risk-Adjusted Performance

DEMGX vs. DEMSX — Risk-Adjusted Performance Rank

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

DEMGX
The Risk-Adjusted Performance Rank of DEMGX is 3535
Overall Rank
The Sharpe Ratio Rank of DEMGX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DEMGX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DEMGX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of DEMGX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DEMGX is 3333
Martin Ratio Rank

DEMSX
The Risk-Adjusted Performance Rank of DEMSX is 3636
Overall Rank
The Sharpe Ratio Rank of DEMSX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DEMSX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DEMSX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of DEMSX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DEMSX is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DEMGX vs. DEMSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Targeted Value Portfolio (DEMGX) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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 chart of Sharpe ratio for DEMGX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.00
DEMGX: 0.24
DEMSX: 0.26
The chart of Sortino ratio for DEMGX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.00
DEMGX: 0.40
DEMSX: 0.43
The chart of Omega ratio for DEMGX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
DEMGX: 1.05
DEMSX: 1.06
The chart of Calmar ratio for DEMGX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.00
DEMGX: 0.19
DEMSX: 0.21
The chart of Martin ratio for DEMGX, currently valued at 0.54, compared to the broader market0.0010.0020.0030.0040.00
DEMGX: 0.54
DEMSX: 0.59

The current DEMGX Sharpe Ratio is 0.24, which is comparable to the DEMSX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of DEMGX and DEMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.24
0.26
DEMGX
DEMSX

Dividends

DEMGX vs. DEMSX - Dividend Comparison

DEMGX's dividend yield for the trailing twelve months is around 4.59%, more than DEMSX's 3.31% yield.


TTM20242023202220212020201920182017201620152014
DEMGX
DFA Emerging Markets Targeted Value Portfolio
4.59%4.60%3.58%2.45%3.55%2.03%2.12%0.08%0.00%0.00%0.00%0.00%
DEMSX
DFA Emerging Markets Small Cap Portfolio
3.31%3.27%2.94%2.45%3.36%2.25%2.48%2.16%2.50%2.59%2.44%2.15%

Drawdowns

DEMGX vs. DEMSX - Drawdown Comparison

The maximum DEMGX drawdown since its inception was -42.40%, smaller than the maximum DEMSX drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for DEMGX and DEMSX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-9.34%
-8.46%
DEMGX
DEMSX

Volatility

DEMGX vs. DEMSX - Volatility Comparison

DFA Emerging Markets Targeted Value Portfolio (DEMGX) has a higher volatility of 8.22% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 7.77%. This indicates that DEMGX's price experiences larger fluctuations and is considered to be riskier than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.22%
7.77%
DEMGX
DEMSX