DEMGX vs. GQGPX
Compare and contrast key facts about DFA Emerging Markets Targeted Value Portfolio (DEMGX) and GQG Partners Emerging Markets Equity Fund (GQGPX).
DEMGX is managed by Dimensional Fund Advisors LP. It was launched on Nov 13, 2018. GQGPX is managed by GQG Partners Inc. It was launched on Dec 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMGX or GQGPX.
Correlation
The correlation between DEMGX and GQGPX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DEMGX vs. GQGPX - Performance Comparison
Key characteristics
DEMGX:
0.33
GQGPX:
-0.26
DEMGX:
0.52
GQGPX:
-0.24
DEMGX:
1.07
GQGPX:
0.96
DEMGX:
0.31
GQGPX:
-0.28
DEMGX:
0.75
GQGPX:
-0.53
DEMGX:
5.63%
GQGPX:
8.17%
DEMGX:
12.78%
GQGPX:
16.30%
DEMGX:
-42.40%
GQGPX:
-34.66%
DEMGX:
-8.60%
GQGPX:
-12.08%
Returns By Period
In the year-to-date period, DEMGX achieves a 1.00% return, which is significantly higher than GQGPX's -0.30% return.
DEMGX
1.00%
1.65%
-7.20%
3.49%
12.67%
N/A
GQGPX
-0.30%
3.40%
-7.53%
-4.84%
11.62%
N/A
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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.
Risk-Adjusted Performance
DEMGX vs. GQGPX — Risk-Adjusted Performance Rank
DEMGX
GQGPX
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.
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.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
DEMGX DFA Emerging Markets Targeted Value Portfolio | 4.55% | 4.60% | 3.58% | 2.45% | 3.55% | 2.03% | 2.12% | 0.08% | 0.00% |
GQGPX GQG Partners Emerging Markets Equity Fund | 1.50% | 1.50% | 2.53% | 5.52% | 2.27% | 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 -34.66%. Use the drawdown chart below to compare losses from any high point for DEMGX and GQGPX. For additional features, visit the drawdowns tool.
Volatility
DEMGX vs. GQGPX - Volatility Comparison
DFA Emerging Markets Targeted Value Portfolio (DEMGX) and GQG Partners Emerging Markets Equity Fund (GQGPX) have volatilities of 4.59% and 4.43%, 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.