DEMSX vs. DFFVX
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DEMSX is managed by Dimensional. It was launched on Mar 4, 1998. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
DEMSX vs. DFFVX - Performance Comparison
Loading graphics...
DEMSX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | -0.04% | 19.01% | 4.92% | 16.32% | -15.30% | 19.54% | 13.82% | 14.89% | -17.55% | 33.32% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, DEMSX achieves a -0.04% return, which is significantly lower than DFFVX's 5.44% return. Over the past 10 years, DEMSX has underperformed DFFVX with an annualized return of 8.18%, while DFFVX has yielded a comparatively higher 10.46% annualized return.
DEMSX
- 1D
- 1.07%
- 1M
- -7.71%
- YTD
- -0.04%
- 6M
- -1.04%
- 1Y
- 19.82%
- 3Y*
- 11.56%
- 5Y*
- 6.32%
- 10Y*
- 8.18%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEMSX vs. DFFVX - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
DEMSX vs. DFFVX — Risk / Return Rank
DEMSX
DFFVX
DEMSX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| DEMSX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.08 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.62 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.66 | +0.04 |
Martin ratioReturn relative to average drawdown | 6.28 | 6.14 | +0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DEMSX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.08 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.38 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.44 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.14 |
Correlation
The correlation between DEMSX and DFFVX is 0.57, 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.
Dividends
DEMSX vs. DFFVX - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.82%, more than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.82% | 3.79% | 3.27% | 2.94% | 4.47% | 10.20% | 2.25% | 3.11% | 5.02% | 3.41% | 3.74% | 3.24% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
DEMSX vs. DFFVX - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -66.70%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DEMSX and DFFVX.
Loading graphics...
Drawdown Indicators
| DEMSX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -64.21% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -14.71% | +4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -26.09% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -47.28% | -50.75% | +3.47% |
Current DrawdownCurrent decline from peak | -9.35% | -6.13% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -13.67% | -9.76% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.98% | -1.03% |
Volatility
DEMSX vs. DFFVX - Volatility Comparison
DFA Emerging Markets Small Cap Portfolio (DEMSX) has a higher volatility of 6.19% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 5.40%. This indicates that DEMSX's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DEMSX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 5.40% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 12.36% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 22.64% | -9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.08% | 21.71% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 23.68% | -9.00% |