DEMGX vs. EFEIX
Compare and contrast key facts about DFA Emerging Markets Targeted Value Portfolio (DEMGX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX).
DEMGX is managed by Dimensional. It was launched on Nov 13, 2018. EFEIX is managed by Ashmore. It was launched on Nov 3, 2013.
Performance
DEMGX vs. EFEIX - Performance Comparison
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DEMGX vs. EFEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DEMGX DFA Emerging Markets Targeted Value Portfolio | 1.08% | 24.27% | 4.62% | 17.19% | -12.98% | 14.64% | 8.55% | 11.08% | 0.38% |
EFEIX Ashmore Emerging Markets Frontier Equity Fund | -4.81% | 20.69% | 24.12% | 10.60% | -15.91% | 24.18% | -4.12% | 14.07% | -1.35% |
Returns By Period
In the year-to-date period, DEMGX achieves a 1.08% return, which is significantly higher than EFEIX's -4.81% return.
DEMGX
- 1D
- -0.76%
- 1M
- -10.13%
- YTD
- 1.08%
- 6M
- 2.47%
- 1Y
- 25.16%
- 3Y*
- 14.07%
- 5Y*
- 7.04%
- 10Y*
- —
EFEIX
- 1D
- -0.39%
- 1M
- -10.76%
- YTD
- -4.81%
- 6M
- -1.64%
- 1Y
- 12.63%
- 3Y*
- 15.99%
- 5Y*
- 9.66%
- 10Y*
- 6.72%
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DEMGX vs. EFEIX - Expense Ratio Comparison
DEMGX has a 0.66% expense ratio, which is lower than EFEIX's 1.52% expense ratio.
Return for Risk
DEMGX vs. EFEIX — Risk / Return Rank
DEMGX
EFEIX
DEMGX vs. EFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Targeted Value Portfolio (DEMGX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). 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.
| DEMGX | EFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.00 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.36 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.03 | +0.88 |
Martin ratioReturn relative to average drawdown | 7.34 | 3.59 | +3.75 |
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
| DEMGX | EFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.00 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.00 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.36 | +0.21 |
Correlation
The correlation between DEMGX and EFEIX is 0.55, 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
DEMGX vs. EFEIX - Dividend Comparison
DEMGX's dividend yield for the trailing twelve months is around 4.93%, less than EFEIX's 11.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEMGX DFA Emerging Markets Targeted Value Portfolio | 4.93% | 4.98% | 4.60% | 5.21% | 4.28% | 10.93% | 2.23% | 3.17% | 0.08% | 0.00% | 0.00% |
EFEIX Ashmore Emerging Markets Frontier Equity Fund | 11.96% | 11.69% | 2.15% | 2.26% | 0.17% | 1.61% | 0.96% | 1.63% | 1.44% | 0.88% | 0.38% |
Drawdowns
DEMGX vs. EFEIX - Drawdown Comparison
The maximum DEMGX drawdown since its inception was -42.40%, roughly equal to the maximum EFEIX drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for DEMGX and EFEIX.
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Drawdown Indicators
| DEMGX | EFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.40% | -40.50% | -1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -11.62% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.19% | -20.83% | -5.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.50% | — |
Current DrawdownCurrent decline from peak | -11.10% | -11.62% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -12.38% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.32% | -0.23% |
Volatility
DEMGX vs. EFEIX - Volatility Comparison
DFA Emerging Markets Targeted Value Portfolio (DEMGX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX) have volatilities of 6.20% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEMGX | EFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 6.28% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 8.74% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 12.26% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 9.69% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 10.93% | +4.78% |