DESIX vs. FCEEX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX).

DESIX is managed by Dimensional. It was launched on Mar 26, 2018. FCEEX is managed by Franklin Templeton. It was launched on Jul 31, 2019.

Performance

DESIX vs. FCEEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX). The values are adjusted to include any dividend payments, if applicable.

DESIX vs. FCEEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio	-1.30%	27.87%	6.66%	14.24%	-18.07%	24.59%	14.05%	9.86%
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor	1.82%	34.81%	10.51%	12.52%	-16.96%	-1.29%	10.19%	9.77%

Returns By Period

In the year-to-date period, DESIX achieves a -1.30% return, which is significantly lower than FCEEX's 1.82% return.

DESIX

• 1D: -1.13%
• 1M: -11.90%
• YTD: -1.30%
• 6M: 0.35%
• 1Y: 24.39%
• 3Y*: 13.31%
• 5Y*: 8.46%
• 10Y*: —

FCEEX

• 1D: -0.96%
• 1M: -11.83%
• YTD: 1.82%
• 6M: 5.92%
• 1Y: 31.80%
• 3Y*: 17.72%
• 5Y*: 5.70%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DESIX vs. FCEEX - Expense Ratio Comparison

DESIX has a 0.46% expense ratio, which is higher than FCEEX's 0.17% expense ratio.

DESIX

DFA Emerging Markets Sustainability Core 1 Portfolio

FCEEX

Franklin Emerging Market Core Equity (IU) Fund Advisor

Return for Risk

DESIX vs. FCEEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DESIX

DESIX Risk / Return Rank: 76
DESIX Sharpe Ratio Rank: 83
DESIX Sortino Ratio Rank: 81
DESIX Omega Ratio Rank: 77
DESIX Calmar Ratio Rank: 73
DESIX Martin Ratio Rank: 68

FCEEX

FCEEX Risk / Return Rank: 87
FCEEX Sharpe Ratio Rank: 89
FCEEX Sortino Ratio Rank: 87
FCEEX Omega Ratio Rank: 85
FCEEX Calmar Ratio Rank: 88
FCEEX Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DESIX vs. FCEEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX). 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	FCEEX	Difference
Sharpe ratio Return per unit of total volatility	1.54	1.80	-0.26
Sortino ratio Return per unit of downside risk	2.03	2.33	-0.30
Omega ratio Gain probability vs. loss probability	1.29	1.35	-0.05
Calmar ratio Return relative to maximum drawdown	1.68	2.33	-0.65
Martin ratio Return relative to average drawdown	6.42	9.14	-2.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DESIX vs. FCEEX - Sharpe Ratio Comparison

The current DESIX Sharpe Ratio is 1.54, which is comparable to the FCEEX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of DESIX and FCEEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DESIX	FCEEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	1.80	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.35	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.47	+0.02

Correlation

The correlation between DESIX and FCEEX is 0.94, 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. FCEEX - Dividend Comparison

DESIX's dividend yield for the trailing twelve months is around 2.67%, less than FCEEX's 3.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor	3.23%	3.29%	4.17%	4.36%	4.08%	3.38%	2.98%	0.40%	0.00%

Drawdowns

DESIX vs. FCEEX - Drawdown Comparison

The maximum DESIX drawdown since its inception was -36.03%, roughly equal to the maximum FCEEX drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for DESIX and FCEEX.

Drawdown Indicators

	DESIX	FCEEX	Difference
Max Drawdown Largest peak-to-trough decline	-36.03%	-34.68%	-1.35%
Max Drawdown (1Y) Largest decline over 1 year	-12.70%	-12.98%	+0.28%
Max Drawdown (5Y) Largest decline over 5 years	-29.09%	-33.96%	+4.87%
Current Drawdown Current decline from peak	-12.70%	-12.98%	+0.28%
Average Drawdown Average peak-to-trough decline	-7.86%	-11.50%	+3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	3.30%	+0.02%

Volatility

DESIX vs. FCEEX - Volatility Comparison

The current volatility for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) is 7.33%, while Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has a volatility of 8.12%. This indicates that DESIX experiences smaller price fluctuations and is considered to be less risky than FCEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DESIX	FCEEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.33%	8.12%	-0.79%
Volatility (6M) Calculated over the trailing 6-month period	10.95%	13.24%	-2.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.51%	17.66%	-2.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.17%	16.53%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.51%	18.16%	+0.35%