DESIX vs. DFEVX
Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and DFA Emerging Markets Value Portfolio (DFEVX).
DESIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 26, 2018. DFEVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DESIX or DFEVX.
Performance
DESIX vs. DFEVX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DESIX having a 7.64% return and DFEVX slightly higher at 7.95%.
DESIX
7.64%
-3.51%
0.91%
12.20%
4.25%
N/A
DFEVX
7.95%
-3.07%
-0.71%
13.60%
6.60%
4.52%
Key characteristics
| DESIX | DFEVX | |
|---|---|---|
| Sharpe Ratio | 0.95 | 1.09 |
| Sortino Ratio | 1.36 | 1.50 |
| Omega Ratio | 1.17 | 1.20 |
| Calmar Ratio | 0.63 | 1.59 |
| Martin Ratio | 4.06 | 4.58 |
| Ulcer Index | 3.01% | 2.97% |
| Daily Std Dev | 12.91% | 12.49% |
| Max Drawdown | -36.73% | -67.59% |
| Current Drawdown | -7.99% | -7.40% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DESIX vs. DFEVX - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is higher than DFEVX's 0.45% expense ratio.
Correlation
The correlation between DESIX and DFEVX is 0.95, 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.
Risk-Adjusted Performance
DESIX vs. DFEVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and DFA Emerging Markets Value Portfolio (DFEVX). 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
DESIX vs. DFEVX - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.65%, less than DFEVX's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.65% | 2.84% | 2.52% | 1.99% | 1.39% | 1.99% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEVX DFA Emerging Markets Value Portfolio | 4.58% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% | 2.39% |
Drawdowns
DESIX vs. DFEVX - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.73%, smaller than the maximum DFEVX drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for DESIX and DFEVX. For additional features, visit the drawdowns tool.
Volatility
DESIX vs. DFEVX - Volatility Comparison
DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and DFA Emerging Markets Value Portfolio (DFEVX) have volatilities of 3.79% and 3.90%, 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.