DFEM vs. DFCEX

The year-to-date returns for both stocks are quite close, with DFEM having a 7.92% return and DFCEX slightly lower at 7.54%.

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DFEM has a 0.39% expense ratio, which is lower than DFCEX's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and DFA Emerging Markets Core Equity Fund (DFCEX). 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.

The current DFEM Sharpe Ratio is 0.39, which is comparable to the DFCEX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of DFEM and DFCEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFEM's dividend yield for the trailing twelve months is around 2.42%, less than DFCEX's 3.23% yield.

The maximum DFEM drawdown since its inception was -20.82%, smaller than the maximum DFCEX drawdown of -64.72%. Use the drawdown chart below to compare losses from any high point for DFEM and DFCEX. For additional features, visit the drawdowns tool.

Dimensional Emerging Markets Core Equity 2 ETF (DFEM) has a higher volatility of 4.19% compared to DFA Emerging Markets Core Equity Fund (DFCEX) at 3.32%. This indicates that DFEM's price experiences larger fluctuations and is considered to be riskier than DFCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.