DEMSX vs. AVEE
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and Avantis Emerging Markets Small Cap Equity ETF (AVEE).
DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998. AVEE is an actively managed fund by Avantis. It was launched on Nov 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMSX or AVEE.
Correlation
The correlation between DEMSX and AVEE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DEMSX vs. AVEE - Performance Comparison
Key characteristics
DEMSX:
0.35
AVEE:
0.14
DEMSX:
0.55
AVEE:
0.31
DEMSX:
1.07
AVEE:
1.04
DEMSX:
0.29
AVEE:
0.12
DEMSX:
0.80
AVEE:
0.36
DEMSX:
6.20%
AVEE:
7.03%
DEMSX:
14.07%
AVEE:
17.90%
DEMSX:
-68.86%
AVEE:
-20.21%
DEMSX:
-5.39%
AVEE:
-6.43%
Returns By Period
In the year-to-date period, DEMSX achieves a 2.56% return, which is significantly lower than AVEE's 3.02% return.
DEMSX
2.56%
7.99%
-1.45%
2.78%
11.42%
3.62%
AVEE
3.02%
10.30%
-2.51%
2.16%
N/A
N/A
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DEMSX vs. AVEE - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is higher than AVEE's 0.42% expense ratio.
Risk-Adjusted Performance
DEMSX vs. AVEE — Risk-Adjusted Performance Rank
DEMSX
AVEE
DEMSX vs. AVEE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and Avantis Emerging Markets Small Cap Equity ETF (AVEE). 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
DEMSX vs. AVEE - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.21%, more than AVEE's 3.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.21% | 3.27% | 2.94% | 4.47% | 6.19% | 2.25% | 3.11% | 5.02% | 4.83% | 5.07% | 3.24% | 4.14% |
AVEE Avantis Emerging Markets Small Cap Equity ETF | 3.16% | 3.26% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEMSX vs. AVEE - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -68.86%, which is greater than AVEE's maximum drawdown of -20.21%. Use the drawdown chart below to compare losses from any high point for DEMSX and AVEE. For additional features, visit the drawdowns tool.
Volatility
DEMSX vs. AVEE - Volatility Comparison
The current volatility for DFA Emerging Markets Small Cap Portfolio (DEMSX) is 6.53%, while Avantis Emerging Markets Small Cap Equity ETF (AVEE) has a volatility of 8.36%. This indicates that DEMSX experiences smaller price fluctuations and is considered to be less risky than AVEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.