DFAE vs. DFEMX
Compare and contrast key facts about Dimensional Emerging Core Equity Market ETF (DFAE) and DFA Emerging Markets Portfolio (DFEMX).
DFAE is an actively managed fund by Dimensional. It was launched on Dec 2, 2020. DFEMX is managed by Dimensional. It was launched on Apr 24, 1994.
Performance
DFAE vs. DFEMX - Performance Comparison
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DFAE vs. DFEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAE Dimensional Emerging Core Equity Market ETF | 4.95% | 31.48% | 7.68% | 12.63% | -17.52% | 3.53% | 4.85% |
DFEMX DFA Emerging Markets Portfolio | 3.65% | 33.57% | 6.90% | 13.08% | -16.91% | 2.53% | 5.32% |
Returns By Period
In the year-to-date period, DFAE achieves a 4.95% return, which is significantly higher than DFEMX's 3.65% return.
DFAE
- 1D
- 0.80%
- 1M
- -6.60%
- YTD
- 4.95%
- 6M
- 8.22%
- 1Y
- 34.15%
- 3Y*
- 16.80%
- 5Y*
- 6.27%
- 10Y*
- —
DFEMX
- 1D
- 2.48%
- 1M
- -9.04%
- YTD
- 3.65%
- 6M
- 8.28%
- 1Y
- 33.87%
- 3Y*
- 16.71%
- 5Y*
- 6.13%
- 10Y*
- 8.80%
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DFAE vs. DFEMX - Expense Ratio Comparison
DFAE has a 0.35% expense ratio, which is lower than DFEMX's 0.36% expense ratio.
Return for Risk
DFAE vs. DFEMX — Risk / Return Rank
DFAE
DFEMX
DFAE vs. DFEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Core Equity Market ETF (DFAE) and DFA Emerging Markets Portfolio (DFEMX). 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.
| DFAE | DFEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 2.14 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.76 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.52 | +0.20 |
Martin ratioReturn relative to average drawdown | 10.40 | 9.69 | +0.71 |
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
| DFAE | DFEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.14 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.41 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.37 | +0.08 |
Correlation
The correlation between DFAE and DFEMX 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
DFAE vs. DFEMX - Dividend Comparison
DFAE's dividend yield for the trailing twelve months is around 2.09%, less than DFEMX's 2.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAE Dimensional Emerging Core Equity Market ETF | 2.09% | 2.20% | 2.35% | 2.43% | 2.85% | 1.63% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEMX DFA Emerging Markets Portfolio | 2.46% | 2.55% | 3.14% | 3.34% | 3.90% | 6.13% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.08% |
Drawdowns
DFAE vs. DFEMX - Drawdown Comparison
The maximum DFAE drawdown since its inception was -32.21%, smaller than the maximum DFEMX drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for DFAE and DFEMX.
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Drawdown Indicators
| DFAE | DFEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.21% | -62.43% | +30.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -12.85% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -32.21% | -31.84% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.44% | — |
Current DrawdownCurrent decline from peak | -9.02% | -10.69% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -15.41% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.35% | +0.01% |
Volatility
DFAE vs. DFEMX - Volatility Comparison
Dimensional Emerging Core Equity Market ETF (DFAE) has a higher volatility of 9.12% compared to DFA Emerging Markets Portfolio (DFEMX) at 8.56%. This indicates that DFAE's price experiences larger fluctuations and is considered to be riskier than DFEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAE | DFEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.12% | 8.56% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 12.10% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 16.41% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 15.21% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 16.35% | +1.14% |