DESIX vs. BEMIX
DESIX (DFA Emerging Markets Sustainability Core 1 Portfolio) and BEMIX (Brandes Emerging Markets Fund) are both Emerging Markets Equities funds. Over the past 5 years, DESIX returned 10.98%/yr vs 13.55%/yr for BEMIX. Their correlation of 0.89 means they have usually moved in the same direction. DESIX charges 0.46%/yr vs 1.12%/yr for BEMIX.
Performance
DESIX vs. BEMIX - Performance Comparison
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Returns By Period
In the year-to-date period, DESIX achieves a 9.92% return, which is significantly lower than BEMIX's 21.14% return.
DESIX
- 1D
- 3.23%
- 1M
- -3.62%
- 6M
- 3.15%
- YTD
- 9.92%
- 1Y
- 22.34%
- 3Y*
- 14.29%
- 5Y*
- 10.98%
- 10Y*
- —
- ALL TIME*
- 10.09%
BEMIX
- 1D
- 2.96%
- 1M
- 2.53%
- 6M
- 11.44%
- YTD
- 21.14%
- 1Y
- 45.06%
- 3Y*
- 23.07%
- 5Y*
- 13.55%
- 10Y*
- 8.91%
- ALL TIME*
- 5.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DESIX vs. BEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 9.92% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
BEMIX Brandes Emerging Markets Fund | 21.14% | 47.83% | 4.01% | 22.53% | -15.91% | 1.68% | -6.17% | 18.60% | -6.09% |
Correlation
The correlation between DESIX and BEMIX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018 | 0.89 |
The correlation between DESIX and BEMIX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
DESIX vs. BEMIX — Risk / Return Rank
DESIX
BEMIX
DESIX vs. BEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Brandes Emerging Markets Fund (BEMIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DESIX | BEMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.43 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.60 | -2.08 |
| Martin ratioReturn relative to average drawdown | 4.71 | 12.87 | -8.17 |
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Drawdowns
DESIX vs. BEMIX - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.03%, smaller than the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for DESIX and BEMIX.
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Drawdown Indicators
| DESIX | BEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -46.05% | +10.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.16% | -12.07% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -16.08% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -32.88% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.05% | — |
Current DrawdownCurrent decline from peak | -10.36% | -3.70% | -6.66% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -14.07% | +6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.37% | +0.86% |
Volatility
DESIX vs. BEMIX - Volatility Comparison
DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a higher volatility of 8.09% compared to Brandes Emerging Markets Fund (BEMIX) at 6.36%. This indicates that DESIX's price experiences larger fluctuations and is considered to be riskier than BEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DESIX | BEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 6.36% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 16.81% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.67% | 18.95% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 16.99% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 17.17% | +1.78% |
DESIX vs. BEMIX - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is lower than BEMIX's 1.12% expense ratio.
Dividends
DESIX vs. BEMIX - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.44%, more than BEMIX's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEMIX Brandes Emerging Markets Fund | 1.90% | 2.15% | 3.04% | 2.45% | 2.86% | 2.31% | 1.31% | 2.56% | 1.55% | 1.41% | 2.20% | 1.54% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.44% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DESIX and BEMIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DESIX has higher volatility (8.09%) compared to BEMIX (6.36%). In terms of maximum drawdown, DESIX dropped -36.03% vs BEMIX's -46.05%.
BEMIX currently has the higher Sharpe Ratio (2.29 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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