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DEMGX vs. SSKEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEMGX vs. SSKEX - Performance Comparison

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

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DEMGX vs. SSKEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
SSKEX
State Street Emerging Markets Equity Index Fund
1.08%33.79%7.00%9.50%-20.23%-2.80%18.20%18.16%0.02%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with DEMGX at 1.08% and SSKEX at 1.08%.


DEMGX

1D
-0.76%
1M
-10.13%
YTD
1.08%
6M
2.47%
1Y
25.16%
3Y*
14.07%
5Y*
7.04%
10Y*

SSKEX

1D
-0.06%
1M
-11.97%
YTD
1.08%
6M
5.80%
1Y
30.40%
3Y*
15.02%
5Y*
3.75%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEMGX vs. SSKEX - Expense Ratio Comparison

DEMGX has a 0.66% expense ratio, which is higher than SSKEX's 0.17% expense ratio.


Return for Risk

DEMGX vs. SSKEX — Risk / Return Rank

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

DEMGX
DEMGX Risk / Return Rank: 8181
Overall Rank
DEMGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DEMGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEMGX Omega Ratio Rank: 8181
Omega Ratio Rank
DEMGX Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEMGX Martin Ratio Rank: 7676
Martin Ratio Rank

SSKEX
SSKEX Risk / Return Rank: 8686
Overall Rank
SSKEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SSKEX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSKEX Omega Ratio Rank: 8585
Omega Ratio Rank
SSKEX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SSKEX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEMGX vs. SSKEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Targeted Value Portfolio (DEMGX) and State Street Emerging Markets Equity Index Fund (SSKEX). 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.


DEMGXSSKEXDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.84

-0.14

Sortino ratio

Return per unit of downside risk

2.18

2.37

-0.19

Omega ratio

Gain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratio

Return relative to maximum drawdown

1.91

2.22

-0.31

Martin ratio

Return relative to average drawdown

7.34

8.63

-1.29

DEMGX vs. SSKEX - Sharpe Ratio Comparison

The current DEMGX Sharpe Ratio is 1.70, which is comparable to the SSKEX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of DEMGX and SSKEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEMGXSSKEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.84

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.23

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.49

+0.07

Correlation

The correlation between DEMGX and SSKEX is 0.84, 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.


Dividends

DEMGX vs. SSKEX - Dividend Comparison

DEMGX's dividend yield for the trailing twelve months is around 4.93%, more than SSKEX's 2.82% yield.


TTM2025202420232022202120202019201820172016
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%
SSKEX
State Street Emerging Markets Equity Index Fund
2.82%2.85%2.90%3.26%3.90%1.95%1.84%2.84%3.01%2.55%2.29%

Drawdowns

DEMGX vs. SSKEX - Drawdown Comparison

The maximum DEMGX drawdown since its inception was -42.40%, which is greater than SSKEX's maximum drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for DEMGX and SSKEX.


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Drawdown Indicators


DEMGXSSKEXDifference

Max Drawdown

Largest peak-to-trough decline

-42.40%

-39.23%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-12.44%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.19%

-37.16%

+10.97%

Max Drawdown (10Y)

Largest decline over 10 years

-39.23%

Current Drawdown

Current decline from peak

-11.10%

-12.44%

+1.34%

Average Drawdown

Average peak-to-trough decline

-7.70%

-13.46%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.21%

-0.12%

Volatility

DEMGX vs. SSKEX - Volatility Comparison

The current volatility for DFA Emerging Markets Targeted Value Portfolio (DEMGX) is 6.20%, while State Street Emerging Markets Equity Index Fund (SSKEX) has a volatility of 7.57%. This indicates that DEMGX experiences smaller price fluctuations and is considered to be less risky than SSKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEMGXSSKEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

7.57%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

12.01%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

16.37%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

16.10%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

17.09%

-1.38%