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

Correlation

The correlation between DEMGX and GQGPX is 0.61, 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. GQGPX - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
33.10%
73.76%
DEMGX
GQGPX

Key characteristics

Sharpe Ratio

DEMGX:

0.33

GQGPX:

-0.10

Sortino Ratio

DEMGX:

0.52

GQGPX:

-0.02

Omega Ratio

DEMGX:

1.07

GQGPX:

1.00

Calmar Ratio

DEMGX:

0.27

GQGPX:

-0.10

Martin Ratio

DEMGX:

0.77

GQGPX:

-0.20

Ulcer Index

DEMGX:

6.38%

GQGPX:

8.97%

Daily Std Dev

DEMGX:

14.71%

GQGPX:

17.36%

Max Drawdown

DEMGX:

-42.40%

GQGPX:

-33.68%

Current Drawdown

DEMGX:

-8.52%

GQGPX:

-11.97%

Returns By Period

In the year-to-date period, DEMGX achieves a 1.09% return, which is significantly higher than GQGPX's -0.18% return.


DEMGX

YTD

1.09%

1M

-1.25%

6M

-2.59%

1Y

4.05%

5Y*

10.96%

10Y*

N/A

GQGPX

YTD

-0.18%

1M

-1.08%

6M

-5.15%

1Y

-3.28%

5Y*

10.30%

10Y*

N/A

*Annualized

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DEMGX vs. GQGPX - Expense Ratio Comparison

DEMGX has a 0.66% expense ratio, which is lower than GQGPX's 1.22% expense ratio.


Expense ratio chart for GQGPX: current value is 1.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GQGPX: 1.22%
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%

Risk-Adjusted Performance

DEMGX vs. GQGPX — 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 4242
Overall Rank
The Sharpe Ratio Rank of DEMGX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of DEMGX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of DEMGX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DEMGX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of DEMGX is 3838
Martin Ratio Rank

GQGPX
The Risk-Adjusted Performance Rank of GQGPX is 1919
Overall Rank
The Sharpe Ratio Rank of GQGPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of GQGPX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GQGPX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GQGPX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of GQGPX is 2020
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. GQGPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Targeted Value Portfolio (DEMGX) and GQG Partners Emerging Markets Equity Fund (GQGPX). 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 0.33, compared to the broader market-1.000.001.002.003.00
DEMGX: 0.33
GQGPX: -0.10
The chart of Sortino ratio for DEMGX, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.00
DEMGX: 0.52
GQGPX: -0.02
The chart of Omega ratio for DEMGX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
DEMGX: 1.07
GQGPX: 1.00
The chart of Calmar ratio for DEMGX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.00
DEMGX: 0.27
GQGPX: -0.10
The chart of Martin ratio for DEMGX, currently valued at 0.77, compared to the broader market0.0010.0020.0030.0040.0050.00
DEMGX: 0.77
GQGPX: -0.20

The current DEMGX Sharpe Ratio is 0.33, which is higher than the GQGPX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of DEMGX and GQGPX, 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
0.33
-0.10
DEMGX
GQGPX

Dividends

DEMGX vs. GQGPX - Dividend Comparison

DEMGX's dividend yield for the trailing twelve months is around 4.55%, more than GQGPX's 1.50% yield.


TTM20242023202220212020201920182017
DEMGX
DFA Emerging Markets Targeted Value Portfolio
4.55%4.60%5.21%4.28%10.93%2.23%4.23%0.08%0.00%
GQGPX
GQG Partners Emerging Markets Equity Fund
1.50%1.50%2.54%5.52%3.78%0.15%2.39%0.59%0.17%

Drawdowns

DEMGX vs. GQGPX - Drawdown Comparison

The maximum DEMGX drawdown since its inception was -42.40%, which is greater than GQGPX's maximum drawdown of -33.68%. Use the drawdown chart below to compare losses from any high point for DEMGX and GQGPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.52%
-11.97%
DEMGX
GQGPX

Volatility

DEMGX vs. GQGPX - Volatility Comparison

DFA Emerging Markets Targeted Value Portfolio (DEMGX) has a higher volatility of 8.18% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 6.99%. This indicates that DEMGX's price experiences larger fluctuations and is considered to be riskier than GQGPX 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%9.00%NovemberDecember2025FebruaryMarchApril
8.18%
6.99%
DEMGX
GQGPX