DEMSX vs. VTI
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and Vanguard Total Stock Market ETF (VTI).
DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMSX or VTI.
Key characteristics
| DEMSX | VTI | |
|---|---|---|
| YTD Return | 7.94% | 21.49% |
| 1Y Return | 15.25% | 34.31% |
| 3Y Return (Ann) | 2.36% | 7.24% |
| 5Y Return (Ann) | 7.75% | 14.56% |
| 10Y Return (Ann) | 5.81% | 12.51% |
| Sharpe Ratio | 1.62 | 2.78 |
| Sortino Ratio | 2.13 | 3.68 |
| Omega Ratio | 1.30 | 1.51 |
| Calmar Ratio | 1.56 | 3.68 |
| Martin Ratio | 7.89 | 17.71 |
| Ulcer Index | 2.33% | 1.94% |
| Daily Std Dev | 11.31% | 12.38% |
| Max Drawdown | -66.70% | -55.45% |
| Current Drawdown | -5.10% | -1.24% |
Correlation
The correlation between DEMSX and VTI is 0.66, 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. VTI - Performance Comparison
In the year-to-date period, DEMSX achieves a 7.94% return, which is significantly lower than VTI's 21.49% return. Over the past 10 years, DEMSX has underperformed VTI with an annualized return of 5.81%, while VTI has yielded a comparatively higher 12.51% 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. VTI - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
DEMSX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.15%, more than VTI's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.15% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% | 2.17% |
VTI Vanguard Total Stock Market ETF | 1.31% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DEMSX vs. VTI - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -66.70%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DEMSX and VTI. For additional features, visit the drawdowns tool.
Volatility
DEMSX vs. VTI - Volatility Comparison
DFA Emerging Markets Small Cap Portfolio (DEMSX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.11% and 3.20%, 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.