DESIX vs. DEMIX
Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Delaware Emerging Markets Fund (DEMIX).
DESIX is managed by Dimensional. It was launched on Mar 26, 2018. DEMIX is managed by Delaware Funds. It was launched on Jun 9, 1996.
Performance
DESIX vs. DEMIX - Performance Comparison
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DESIX vs. DEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | -1.30% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
DEMIX Delaware Emerging Markets Fund | 13.36% | 86.79% | 6.52% | 17.59% | -28.66% | -2.08% | 26.09% | 24.33% | -8.14% |
Returns By Period
In the year-to-date period, DESIX achieves a -1.30% return, which is significantly lower than DEMIX's 13.36% return.
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
DEMIX
- 1D
- 0.99%
- 1M
- -18.24%
- YTD
- 13.36%
- 6M
- 43.46%
- 1Y
- 104.80%
- 3Y*
- 35.24%
- 5Y*
- 12.50%
- 10Y*
- 14.40%
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DESIX vs. DEMIX - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is lower than DEMIX's 1.26% expense ratio.
Return for Risk
DESIX vs. DEMIX — Risk / Return Rank
DESIX
DEMIX
DESIX vs. DEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Delaware Emerging Markets Fund (DEMIX). 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.
| DESIX | DEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 3.11 | -1.58 |
Sortino ratioReturn per unit of downside risk | 2.03 | 3.29 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.51 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 4.81 | -3.13 |
Martin ratioReturn relative to average drawdown | 6.42 | 18.57 | -12.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DESIX | DEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 3.11 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.54 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.44 | +0.05 |
Correlation
The correlation between DESIX and DEMIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DESIX vs. DEMIX - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.67%, less than DEMIX's 16.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.67% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
DEMIX Delaware Emerging Markets Fund | 16.74% | 18.97% | 1.99% | 2.95% | 1.89% | 3.42% | 0.87% | 0.80% | 0.65% | 1.80% | 0.94% | 0.30% |
Drawdowns
DESIX vs. DEMIX - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.03%, smaller than the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for DESIX and DEMIX.
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Drawdown Indicators
| DESIX | DEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -63.15% | +27.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -20.32% | +7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -43.95% | +14.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.29% | — |
Current DrawdownCurrent decline from peak | -12.70% | -19.53% | +6.83% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -18.54% | +10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 5.26% | -1.94% |
Volatility
DESIX vs. DEMIX - Volatility Comparison
The current volatility for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) is 7.33%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that DESIX experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DESIX | DEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 19.15% | -11.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 28.50% | -17.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 33.36% | -17.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 23.11% | -4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 21.94% | -3.43% |