DESIX vs. DFEVX
DESIX (DFA Emerging Markets Sustainability Core 1 Portfolio) and DFEVX (DFA Emerging Markets Value Portfolio) are both Emerging Markets Equities funds from Dimensional. Over the past 5 years, DESIX returned 10.98%/yr vs 10.75%/yr for DFEVX. Their correlation of 0.94 means they have usually moved in the same direction. DESIX charges 0.46%/yr vs 0.45%/yr for DFEVX.
Performance
DESIX vs. DFEVX - 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 DFEVX's 15.08% 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%
DFEVX
- 1D
- 3.06%
- 1M
- -1.74%
- 6M
- 7.00%
- YTD
- 15.08%
- 1Y
- 29.77%
- 3Y*
- 16.88%
- 5Y*
- 10.75%
- 10Y*
- 9.60%
- ALL TIME*
- 9.71%
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. DFEVX - 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% |
DFEVX DFA Emerging Markets Value Portfolio | 15.08% | 29.50% | 6.17% | 16.50% | -10.77% | 12.42% | 2.73% | 9.64% | -5.50% |
Correlation
The correlation between DESIX and DFEVX is 0.93, 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. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018 | 0.94 |
The correlation between DESIX and DFEVX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
DESIX vs. DFEVX — Risk / Return Rank
DESIX
DFEVX
DESIX vs. DFEVX - Risk-Adjusted Trends 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.
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 | DFEVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.39 | -0.87 |
| Martin ratioReturn relative to average drawdown | 4.71 | 7.14 | -2.43 |
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Drawdowns
DESIX vs. DFEVX - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.03%, 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.
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Drawdown Indicators
| DESIX | DFEVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -67.59% | +31.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.16% | -11.35% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -16.17% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -23.49% | -5.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.53% | — |
Current DrawdownCurrent decline from peak | -10.36% | -8.47% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -16.43% | +8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.79% | +0.44% |
Volatility
DESIX vs. DFEVX - Volatility Comparison
DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a higher volatility of 8.09% compared to DFA Emerging Markets Value Portfolio (DFEVX) at 7.42%. This indicates that DESIX's price experiences larger fluctuations and is considered to be riskier than DFEVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DESIX | DFEVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 7.42% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 15.91% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.67% | 17.44% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 14.66% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 15.74% | +3.21% |
DESIX vs. DFEVX - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is higher than DFEVX's 0.45% expense ratio.
Dividends
DESIX vs. DFEVX - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.44%, less than DFEVX's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFEVX DFA Emerging Markets Value Portfolio | 3.27% | 3.80% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 2.47% | 2.49% | 2.45% | 1.99% | 2.55% |
Frequently Asked Questions
With a correlation of 0.93, DESIX and DFEVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DESIX has higher volatility (8.09%) compared to DFEVX (7.42%). In terms of maximum drawdown, DESIX dropped -36.03% vs DFEVX's -67.59%.
DFEVX currently has the higher Sharpe Ratio (1.56 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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