DESIX vs. DFSTX
Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and DFA U.S. Small Cap Portfolio (DFSTX).
DESIX is managed by Dimensional. It was launched on Mar 26, 2018. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DESIX vs. DFSTX - Performance Comparison
Loading graphics...
DESIX vs. DFSTX - 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% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -17.62% |
Returns By Period
In the year-to-date period, DESIX achieves a -1.30% return, which is significantly lower than DFSTX's -0.13% return.
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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. DFSTX - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
DESIX vs. DFSTX — Risk / Return Rank
DESIX
DFSTX
DESIX vs. DFSTX - 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 U.S. Small Cap Portfolio (DFSTX). 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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.80 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.27 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.03 | +0.64 |
Martin ratioReturn relative to average drawdown | 6.42 | 4.16 | +2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DESIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.80 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.30 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Correlation
The correlation between DESIX and DFSTX is 0.57, 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.
Dividends
DESIX vs. DFSTX - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.67%, more than DFSTX's 1.09% 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% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DESIX vs. DFSTX - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.03%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DESIX and DFSTX.
Loading graphics...
Drawdown Indicators
| DESIX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -60.99% | +24.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -13.92% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -25.91% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.78% | — |
Current DrawdownCurrent decline from peak | -12.70% | -9.09% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -8.80% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.47% | -0.15% |
Volatility
DESIX vs. DFSTX - Volatility Comparison
DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a higher volatility of 7.33% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DESIX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DESIX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 5.43% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 12.19% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 21.77% | -6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 20.61% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 22.06% | -3.55% |