DFEM vs. VWO
Compare and contrast key facts about Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and Vanguard FTSE Emerging Markets ETF (VWO).
DFEM and VWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEM is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEM or VWO.
Correlation
The correlation between DFEM and VWO is 0.63, 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.
Performance
DFEM vs. VWO - Performance Comparison
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Key characteristics
DFEM:
0.39
VWO:
0.57
DFEM:
0.63
VWO:
0.87
DFEM:
1.08
VWO:
1.11
DFEM:
0.35
VWO:
0.50
DFEM:
1.06
VWO:
1.65
DFEM:
5.98%
VWO:
5.88%
DFEM:
18.13%
VWO:
18.57%
DFEM:
-20.82%
VWO:
-67.68%
DFEM:
-1.29%
VWO:
-3.46%
Returns By Period
In the year-to-date period, DFEM achieves a 7.92% return, which is significantly lower than VWO's 8.44% return.
DFEM
7.92%
10.20%
6.91%
7.06%
7.15%
N/A
N/A
VWO
8.44%
10.06%
7.35%
10.59%
7.91%
9.02%
3.83%
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DFEM vs. VWO - Expense Ratio Comparison
DFEM has a 0.39% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
DFEM vs. VWO — Risk-Adjusted Performance Rank
DFEM
VWO
DFEM vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
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Dividends
DFEM vs. VWO - Dividend Comparison
DFEM's dividend yield for the trailing twelve months is around 2.42%, less than VWO's 2.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 2.42% | 2.50% | 2.38% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.97% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
DFEM vs. VWO - Drawdown Comparison
The maximum DFEM drawdown since its inception was -20.82%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DFEM and VWO. For additional features, visit the drawdowns tool.
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Volatility
DFEM vs. VWO - Volatility Comparison
Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.19% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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