DEMGX vs. VEIEX
Compare and contrast key facts about DFA Emerging Markets Targeted Value Portfolio (DEMGX) and Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX).
DEMGX is managed by Dimensional Fund Advisors LP. It was launched on Nov 13, 2018. VEIEX is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Markets All Cap China A Inclusion Index. It was launched on May 4, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMGX or VEIEX.
Key characteristics
| DEMGX | VEIEX | |
|---|---|---|
| YTD Return | 9.31% | 15.18% |
| 1Y Return | 18.70% | 23.23% |
| 3Y Return (Ann) | 3.40% | 0.08% |
| 5Y Return (Ann) | 8.06% | 4.63% |
| Sharpe Ratio | 1.48 | 1.75 |
| Sortino Ratio | 1.97 | 2.49 |
| Omega Ratio | 1.27 | 1.31 |
| Calmar Ratio | 1.58 | 0.89 |
| Martin Ratio | 7.28 | 9.48 |
| Ulcer Index | 2.46% | 2.35% |
| Daily Std Dev | 12.11% | 12.70% |
| Max Drawdown | -42.40% | -65.96% |
| Current Drawdown | -5.00% | -7.53% |
Correlation
The correlation between DEMGX and VEIEX is 0.89, 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. VEIEX - Performance Comparison
In the year-to-date period, DEMGX achieves a 9.31% return, which is significantly lower than VEIEX's 15.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEMGX vs. VEIEX - Expense Ratio Comparison
DEMGX has a 0.66% expense ratio, which is higher than VEIEX's 0.29% expense ratio.
Risk-Adjusted Performance
DEMGX vs. VEIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Targeted Value Portfolio (DEMGX) and Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX). 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. VEIEX - Dividend Comparison
DEMGX's dividend yield for the trailing twelve months is around 3.27%, more than VEIEX's 2.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMGX DFA Emerging Markets Targeted Value Portfolio | 3.27% | 3.58% | 2.45% | 3.55% | 2.03% | 2.12% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.38% | 3.31% | 3.87% | 2.41% | 1.72% | 3.07% | 2.67% | 2.14% | 2.33% | 3.04% | 2.67% | 2.57% |
Drawdowns
DEMGX vs. VEIEX - Drawdown Comparison
The maximum DEMGX drawdown since its inception was -42.40%, smaller than the maximum VEIEX drawdown of -65.96%. Use the drawdown chart below to compare losses from any high point for DEMGX and VEIEX. For additional features, visit the drawdowns tool.
Volatility
DEMGX vs. VEIEX - Volatility Comparison
The current volatility for DFA Emerging Markets Targeted Value Portfolio (DEMGX) is 3.81%, while Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has a volatility of 4.19%. This indicates that DEMGX experiences smaller price fluctuations and is considered to be less risky than VEIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.