DEMSX vs. DGS
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS).
DEMSX is managed by Dimensional. 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.
Performance
DEMSX vs. DGS - Performance Comparison
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DEMSX vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | -1.09% | 19.01% | 4.92% | 16.32% | -15.30% | 19.54% | 13.82% | 14.89% | -17.55% | 33.32% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 5.34% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 4.06% | 18.90% | -16.52% | 37.47% |
Returns By Period
In the year-to-date period, DEMSX achieves a -1.09% return, which is significantly lower than DGS's 5.34% return. Over the past 10 years, DEMSX has underperformed DGS with an annualized return of 8.07%, while DGS has yielded a comparatively higher 8.94% annualized return.
DEMSX
- 1D
- -0.91%
- 1M
- -9.72%
- YTD
- -1.09%
- 6M
- -1.58%
- 1Y
- 19.44%
- 3Y*
- 11.17%
- 5Y*
- 6.30%
- 10Y*
- 8.07%
DGS
- 1D
- 2.72%
- 1M
- -6.99%
- YTD
- 5.34%
- 6M
- 6.67%
- 1Y
- 29.07%
- 3Y*
- 13.78%
- 5Y*
- 7.49%
- 10Y*
- 8.94%
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DEMSX vs. DGS - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is higher than DGS's 0.58% expense ratio.
Return for Risk
DEMSX vs. DGS — Risk / Return Rank
DEMSX
DGS
DEMSX vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and WisdomTree Emerging Markets SmallCap Dividend 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.
| DEMSX | DGS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.76 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.37 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.56 | -1.01 |
Martin ratioReturn relative to average drawdown | 5.86 | 9.49 | -3.63 |
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 | DGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.76 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.51 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.52 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.21 | +0.38 |
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.
Dividends
DEMSX vs. DGS - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.86%, more than DGS's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.86% | 3.79% | 3.27% | 2.94% | 4.47% | 10.20% | 2.25% | 3.11% | 5.02% | 3.41% | 3.74% | 3.24% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.49% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
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.
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Drawdown Indicators
| DEMSX | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -61.83% | -4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -10.99% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -24.86% | +0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -47.28% | -44.08% | -3.20% |
Current DrawdownCurrent decline from peak | -10.30% | -7.62% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -13.67% | -12.68% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.96% | -0.07% |
Volatility
DEMSX vs. DGS - Volatility Comparison
The current volatility for DFA Emerging Markets Small Cap Portfolio (DEMSX) is 6.04%, while WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a volatility of 8.48%. 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.
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Volatility by Period
| DEMSX | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 8.48% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 11.46% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 16.59% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.07% | 14.66% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.67% | 17.25% | -2.58% |