DEMSX vs. DFIEX
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA International Core Equity Portfolio I (DFIEX).
DEMSX is managed by Dimensional. It was launched on Mar 4, 1998. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DEMSX vs. DFIEX - Performance Comparison
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DEMSX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DEMSX achieves a -0.04% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, DEMSX has underperformed DFIEX with an annualized return of 8.18%, while DFIEX has yielded a comparatively higher 9.64% 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%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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DEMSX vs. DFIEX - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DEMSX vs. DFIEX — Risk / Return Rank
DEMSX
DFIEX
DEMSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.95 | -0.40 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.55 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.57 | -0.88 |
Martin ratioReturn relative to average drawdown | 6.28 | 10.07 | -3.79 |
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
| DEMSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.95 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.60 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.59 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.35 | +0.24 |
Correlation
The correlation between DEMSX and DFIEX is 0.76, 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
DEMSX vs. DFIEX - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.82%, more than DFIEX's 3.14% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DEMSX vs. DFIEX - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -66.70%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DEMSX and DFIEX.
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Drawdown Indicators
| DEMSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -62.22% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -11.01% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -28.66% | +4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -47.28% | -41.04% | -6.24% |
Current DrawdownCurrent decline from peak | -9.35% | -7.75% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -13.67% | -12.26% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.81% | +0.14% |
Volatility
DEMSX vs. DFIEX - Volatility Comparison
The current volatility for DFA Emerging Markets Small Cap Portfolio (DEMSX) is 6.19%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DEMSX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEMSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 7.09% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 10.45% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 15.90% | -2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.08% | 15.65% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 16.35% | -1.67% |