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.
Key characteristics
| DEMGX | GQGPX | |
|---|---|---|
| YTD Return | 10.22% | 11.43% |
| 1Y Return | 18.47% | 23.08% |
| 3Y Return (Ann) | 4.01% | 3.22% |
| 5Y Return (Ann) | 8.15% | 8.74% |
| Sharpe Ratio | 1.68 | 1.67 |
| Sortino Ratio | 2.22 | 2.21 |
| Omega Ratio | 1.31 | 1.33 |
| Calmar Ratio | 1.78 | 1.19 |
| Martin Ratio | 8.33 | 6.62 |
| Ulcer Index | 2.42% | 3.55% |
| Daily Std Dev | 12.02% | 14.11% |
| Max Drawdown | -42.40% | -33.68% |
| Current Drawdown | -4.20% | -7.29% |
Correlation
The correlation between DEMGX and GQGPX is 0.76, 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
In the year-to-date period, DEMGX achieves a 10.22% return, which is significantly lower than GQGPX's 11.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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 4.72%, more than GQGPX's 2.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
DEMGX DFA Emerging Markets Targeted Value Portfolio | 4.72% | 5.21% | 4.28% | 10.93% | 2.23% | 4.23% | 0.08% | 0.00% |
GQGPX GQG Partners Emerging Markets Equity Fund | 2.28% | 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.
Volatility
DEMGX vs. GQGPX - Volatility Comparison
DFA Emerging Markets Targeted Value Portfolio (DEMGX) has a higher volatility of 4.06% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 2.81%. 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.