DEMSX vs. DGS
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS).
DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998. DGS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets SmallCap Dividend Index. It was launched on Oct 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMSX or DGS.
Key characteristics
| DEMSX | DGS | |
|---|---|---|
| YTD Return | 8.30% | 4.72% |
| 1Y Return | 16.87% | 15.78% |
| 3Y Return (Ann) | 2.21% | 3.46% |
| 5Y Return (Ann) | 7.93% | 6.51% |
| 10Y Return (Ann) | 5.81% | 5.31% |
| Sharpe Ratio | 1.40 | 1.12 |
| Sortino Ratio | 1.85 | 1.61 |
| Omega Ratio | 1.26 | 1.20 |
| Calmar Ratio | 1.38 | 1.63 |
| Martin Ratio | 6.67 | 5.78 |
| Ulcer Index | 2.39% | 2.55% |
| Daily Std Dev | 11.38% | 13.19% |
| Max Drawdown | -66.70% | -61.83% |
| Current Drawdown | -4.79% | -5.84% |
Correlation
The correlation between DEMSX and DGS is 0.86, 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. DGS - Performance Comparison
In the year-to-date period, DEMSX achieves a 8.30% return, which is significantly higher than DGS's 4.72% return. Over the past 10 years, DEMSX has outperformed DGS with an annualized return of 5.81%, while DGS has yielded a comparatively lower 5.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEMSX vs. DGS - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is lower than DGS's 0.63% expense ratio.
Risk-Adjusted Performance
DEMSX vs. DGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS). 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. DGS - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.14%, less than DGS's 3.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.14% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% | 2.17% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.51% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
Drawdowns
DEMSX vs. DGS - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -66.70%, which is greater than DGS's maximum drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for DEMSX and DGS. For additional features, visit the drawdowns tool.
Volatility
DEMSX vs. DGS - Volatility Comparison
The current volatility for DFA Emerging Markets Small Cap Portfolio (DEMSX) is 3.26%, while WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) has a volatility of 3.71%. This indicates that DEMSX experiences smaller price fluctuations and is considered to be less risky than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.