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. 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.
Performance
DEMGX vs. VEIEX - Performance Comparison
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DEMGX vs. VEIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DEMGX DFA Emerging Markets Targeted Value Portfolio | 2.16% | 24.27% | 4.62% | 17.19% | -12.98% | 14.64% | 8.55% | 11.08% | 0.38% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | -0.26% | 24.58% | 11.15% | 8.66% | -17.91% | 0.72% | 15.05% | 20.11% | -0.03% |
Returns By Period
In the year-to-date period, DEMGX achieves a 2.16% return, which is significantly higher than VEIEX's -0.26% return.
DEMGX
- 1D
- 1.07%
- 1M
- -8.17%
- YTD
- 2.16%
- 6M
- 2.95%
- 1Y
- 25.69%
- 3Y*
- 14.47%
- 5Y*
- 7.09%
- 10Y*
- —
VEIEX
- 1D
- 2.35%
- 1M
- -6.43%
- YTD
- -0.26%
- 6M
- 0.31%
- 1Y
- 21.25%
- 3Y*
- 13.15%
- 5Y*
- 3.42%
- 10Y*
- 7.36%
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DEMGX vs. VEIEX - Expense Ratio Comparison
DEMGX has a 0.66% expense ratio, which is higher than VEIEX's 0.29% expense ratio.
Return for Risk
DEMGX vs. VEIEX — Risk / Return Rank
DEMGX
VEIEX
DEMGX vs. VEIEX - Risk-Adjusted Trends 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.
| DEMGX | VEIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.42 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.93 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.92 | +0.12 |
Martin ratioReturn relative to average drawdown | 7.67 | 7.00 | +0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEMGX | VEIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.42 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.23 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.31 | +0.26 |
Correlation
The correlation between DEMGX and VEIEX is 0.88, 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. VEIEX - Dividend Comparison
DEMGX's dividend yield for the trailing twelve months is around 4.87%, more than VEIEX's 2.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMGX DFA Emerging Markets Targeted Value Portfolio | 4.87% | 4.98% | 4.60% | 5.21% | 4.28% | 10.93% | 2.23% | 3.17% | 0.08% | 0.00% | 0.00% | 0.00% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.55% | 2.59% | 2.97% | 3.32% | 3.87% | 2.41% | 1.72% | 3.07% | 2.67% | 2.14% | 2.33% | 3.04% |
Drawdowns
DEMGX vs. VEIEX - Drawdown Comparison
The maximum DEMGX drawdown since its inception was -42.40%, smaller than the maximum VEIEX drawdown of -66.47%. Use the drawdown chart below to compare losses from any high point for DEMGX and VEIEX.
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Drawdown Indicators
| DEMGX | VEIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.40% | -66.47% | +24.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -11.10% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.19% | -32.73% | +6.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.30% | — |
Current DrawdownCurrent decline from peak | -10.16% | -8.97% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -17.29% | +9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.04% | +0.12% |
Volatility
DEMGX vs. VEIEX - Volatility Comparison
The current volatility for DFA Emerging Markets Targeted Value Portfolio (DEMGX) is 6.35%, while Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has a volatility of 6.91%. 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.
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Volatility by Period
| DEMGX | VEIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 6.91% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 10.92% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 15.41% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 15.22% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 16.39% | -0.68% |