DEMSX vs. DISVX
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA International Small Cap Value Portfolio (DISVX).
DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMSX or DISVX.
Correlation
The correlation between DEMSX and DISVX is 0.65, 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.
Performance
DEMSX vs. DISVX - Performance Comparison
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Key characteristics
DEMSX:
0.33
DISVX:
0.93
DEMSX:
0.63
DISVX:
1.43
DEMSX:
1.09
DISVX:
1.21
DEMSX:
0.34
DISVX:
1.28
DEMSX:
0.94
DISVX:
4.02
DEMSX:
6.25%
DISVX:
4.36%
DEMSX:
14.15%
DISVX:
16.97%
DEMSX:
-68.86%
DISVX:
-63.79%
DEMSX:
-2.85%
DISVX:
0.00%
Returns By Period
In the year-to-date period, DEMSX achieves a 5.32% return, which is significantly lower than DISVX's 18.71% return. Over the past 10 years, DEMSX has underperformed DISVX with an annualized return of 3.74%, while DISVX has yielded a comparatively higher 4.79% annualized return.
DEMSX
5.32%
8.58%
6.43%
4.63%
12.01%
3.74%
DISVX
18.71%
8.33%
18.14%
15.69%
17.05%
4.79%
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DEMSX vs. DISVX - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is higher than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
DEMSX vs. DISVX — Risk-Adjusted Performance Rank
DEMSX
DISVX
DEMSX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and DFA International Small Cap Value Portfolio (DISVX). 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.
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Dividends
DEMSX vs. DISVX - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.12%, less than DISVX's 3.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.12% | 3.27% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% |
DISVX DFA International Small Cap Value Portfolio | 3.18% | 3.72% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% |
Drawdowns
DEMSX vs. DISVX - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -68.86%, which is greater than DISVX's maximum drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for DEMSX and DISVX. For additional features, visit the drawdowns tool.
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Volatility
DEMSX vs. DISVX - Volatility Comparison
DFA Emerging Markets Small Cap Portfolio (DEMSX) has a higher volatility of 3.37% compared to DFA International Small Cap Value Portfolio (DISVX) at 2.60%. This indicates that DEMSX's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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