Correlation
The correlation between DEMSX and VWO is 0.67, 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.
DEMSX vs. VWO
Compare and contrast key facts about DFA Emerging Markets Small Cap Portfolio (DEMSX) and Vanguard FTSE Emerging Markets ETF (VWO).
DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEMSX or VWO.
Performance
DEMSX vs. VWO - Performance Comparison
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Key characteristics
DEMSX:
0.49
VWO:
0.69
DEMSX:
0.67
VWO:
0.97
DEMSX:
1.09
VWO:
1.13
DEMSX:
0.37
VWO:
0.57
DEMSX:
1.02
VWO:
1.89
DEMSX:
6.24%
VWO:
5.84%
DEMSX:
14.08%
VWO:
18.56%
DEMSX:
-68.86%
VWO:
-67.68%
DEMSX:
-1.42%
VWO:
-3.78%
Returns By Period
In the year-to-date period, DEMSX achieves a 6.87% return, which is significantly lower than VWO's 8.08% return. Both investments have delivered pretty close results over the past 10 years, with DEMSX having a 4.04% annualized return and VWO not far ahead at 4.19%.
DEMSX
6.87%
6.49%
5.99%
6.88%
6.50%
11.41%
4.04%
VWO
8.08%
5.32%
7.47%
12.75%
7.07%
8.22%
4.19%
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DEMSX vs. VWO - Expense Ratio Comparison
DEMSX has a 0.59% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
DEMSX vs. VWO — Risk-Adjusted Performance Rank
DEMSX
VWO
DEMSX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Small Cap Portfolio (DEMSX) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
DEMSX's dividend yield for the trailing twelve months is around 3.08%, more than VWO's 2.98% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.08% | 3.27% | 2.94% | 4.47% | 6.18% | 2.25% | 3.11% | 5.02% | 4.83% | 5.08% | 3.24% | 4.14% |
VWO Vanguard FTSE Emerging Markets ETF | 2.98% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
DEMSX vs. VWO - Drawdown Comparison
The maximum DEMSX drawdown since its inception was -68.86%, roughly equal to the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DEMSX and VWO.
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Volatility
DEMSX vs. VWO - Volatility Comparison
The current volatility for DFA Emerging Markets Small Cap Portfolio (DEMSX) is 2.54%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.05%. This indicates that DEMSX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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