DEMSX vs. DEMGX
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA Emerging Markets Targeted Value Portfolio (DEMGX).
DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998. DEMGX is managed by Dimensional Fund Advisors LP. It was launched on Nov 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMSX or DEMGX.
Correlation
The correlation between DEMSX and DEMGX is 0.97, 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
DEMSX vs. DEMGX - Performance Comparison
Key characteristics
DEMSX:
0.59
DEMGX:
0.58
DEMSX:
0.82
DEMGX:
0.82
DEMSX:
1.11
DEMGX:
1.11
DEMSX:
0.57
DEMGX:
0.51
DEMSX:
1.46
DEMGX:
1.39
DEMSX:
4.63%
DEMGX:
5.04%
DEMSX:
11.55%
DEMGX:
12.14%
DEMSX:
-68.86%
DEMGX:
-42.40%
DEMSX:
-6.84%
DEMGX:
-7.36%
Returns By Period
In the year-to-date period, DEMSX achieves a 0.99% return, which is significantly lower than DEMGX's 2.37% return.
DEMSX
0.99%
1.91%
-0.38%
5.68%
6.09%
4.04%
DEMGX
2.37%
3.02%
0.24%
5.94%
5.34%
N/A
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DEMSX vs. DEMGX - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is lower than DEMGX's 0.66% expense ratio.
Risk-Adjusted Performance
DEMSX vs. DEMGX — Risk-Adjusted Performance Rank
DEMSX
DEMGX
DEMSX vs. DEMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA Emerging Markets Targeted Value Portfolio (DEMGX). 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. DEMGX - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.23%, less than DEMGX's 4.49% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.23% | 3.27% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% |
DEMGX DFA Emerging Markets Targeted Value Portfolio | 4.49% | 4.60% | 3.58% | 2.45% | 3.55% | 2.03% | 2.12% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEMSX vs. DEMGX - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -68.86%, which is greater than DEMGX's maximum drawdown of -42.40%. Use the drawdown chart below to compare losses from any high point for DEMSX and DEMGX. For additional features, visit the drawdowns tool.
Volatility
DEMSX vs. DEMGX - Volatility Comparison
DFA Emerging Markets Small Cap Portfolio (DEMSX) has a higher volatility of 2.64% compared to DFA Emerging Markets Targeted Value Portfolio (DEMGX) at 2.47%. This indicates that DEMSX's price experiences larger fluctuations and is considered to be riskier than DEMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.