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DEMSX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEMSX and VOO is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DEMSX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Small Cap Portfolio (DEMSX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
50.79%
552.28%
DEMSX
VOO

Key characteristics

Sharpe Ratio

DEMSX:

0.37

VOO:

0.57

Sortino Ratio

DEMSX:

0.57

VOO:

0.92

Omega Ratio

DEMSX:

1.08

VOO:

1.13

Calmar Ratio

DEMSX:

0.30

VOO:

0.58

Martin Ratio

DEMSX:

0.86

VOO:

2.42

Ulcer Index

DEMSX:

6.08%

VOO:

4.51%

Daily Std Dev

DEMSX:

14.05%

VOO:

19.17%

Max Drawdown

DEMSX:

-68.86%

VOO:

-33.99%

Current Drawdown

DEMSX:

-7.66%

VOO:

-10.56%

Returns By Period

In the year-to-date period, DEMSX achieves a 0.10% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, DEMSX has underperformed VOO with an annualized return of 3.21%, while VOO has yielded a comparatively higher 12.02% annualized return.


DEMSX

YTD

0.10%

1M

-0.54%

6M

-2.62%

1Y

3.98%

5Y*

11.54%

10Y*

3.21%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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DEMSX vs. VOO - Expense Ratio Comparison

DEMSX has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for DEMSX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DEMSX: 0.59%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

DEMSX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEMSX
The Risk-Adjusted Performance Rank of DEMSX is 4545
Overall Rank
The Sharpe Ratio Rank of DEMSX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of DEMSX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DEMSX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of DEMSX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of DEMSX is 4040
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DEMSX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for DEMSX, currently valued at 0.37, compared to the broader market-1.000.001.002.003.00
DEMSX: 0.37
VOO: 0.57
The chart of Sortino ratio for DEMSX, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.00
DEMSX: 0.57
VOO: 0.92
The chart of Omega ratio for DEMSX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
DEMSX: 1.08
VOO: 1.13
The chart of Calmar ratio for DEMSX, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.00
DEMSX: 0.30
VOO: 0.58
The chart of Martin ratio for DEMSX, currently valued at 0.86, compared to the broader market0.0010.0020.0030.0040.0050.00
DEMSX: 0.86
VOO: 2.42

The current DEMSX Sharpe Ratio is 0.37, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DEMSX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
0.57
DEMSX
VOO

Dividends

DEMSX vs. VOO - Dividend Comparison

DEMSX's dividend yield for the trailing twelve months is around 3.28%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
DEMSX
DFA Emerging Markets Small Cap Portfolio
3.28%3.27%2.94%2.45%3.36%2.25%2.48%2.16%2.50%2.59%2.44%2.15%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DEMSX vs. VOO - Drawdown Comparison

The maximum DEMSX drawdown since its inception was -68.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DEMSX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.66%
-10.56%
DEMSX
VOO

Volatility

DEMSX vs. VOO - Volatility Comparison

The current volatility for DFA Emerging Markets Small Cap Portfolio (DEMSX) is 7.73%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that DEMSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.73%
13.97%
DEMSX
VOO