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.
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
Key characteristics
DEMSX:
0.59
DGS:
0.30
DEMSX:
0.82
DGS:
0.49
DEMSX:
1.11
DGS:
1.06
DEMSX:
0.57
DGS:
0.32
DEMSX:
1.46
DGS:
0.77
DEMSX:
4.63%
DGS:
4.92%
DEMSX:
11.55%
DGS:
12.52%
DEMSX:
-68.86%
DGS:
-61.83%
DEMSX:
-6.84%
DGS:
-7.13%
Returns By Period
In the year-to-date period, DEMSX achieves a 0.99% return, which is significantly lower than DGS's 2.13% return. Over the past 10 years, DEMSX has underperformed DGS with an annualized return of 4.04%, while DGS has yielded a comparatively higher 5.12% annualized return.
DEMSX
0.99%
1.91%
-0.38%
5.68%
6.09%
4.04%
DGS
2.13%
1.96%
-4.40%
3.00%
6.77%
5.12%
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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 Rank
DEMSX
DGS
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 3.23%, less than DGS's 3.29% 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% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.29% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% |
Drawdowns
DEMSX vs. DGS - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -68.86%, 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
DFA Emerging Markets Small Cap Portfolio (DEMSX) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) have volatilities of 2.64% and 2.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.