DFEMX vs. AVES
Compare and contrast key facts about DFA Emerging Markets Portfolio (DFEMX) and Avantis Emerging Markets Value ETF (AVES).
DFEMX is managed by Dimensional Fund Advisors LP. It was launched on Apr 24, 1994. AVES is an actively managed fund by American Century Investments. It was launched on Sep 28, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEMX or AVES.
Key characteristics
| DFEMX | AVES | |
|---|---|---|
| YTD Return | 8.97% | 7.00% |
| 1Y Return | 17.27% | 16.32% |
| 3Y Return (Ann) | 0.06% | 1.77% |
| Sharpe Ratio | 1.29 | 1.05 |
| Sortino Ratio | 1.84 | 1.52 |
| Omega Ratio | 1.23 | 1.19 |
| Calmar Ratio | 0.87 | 1.35 |
| Martin Ratio | 6.54 | 5.99 |
| Ulcer Index | 2.61% | 2.74% |
| Daily Std Dev | 13.25% | 15.61% |
| Max Drawdown | -62.43% | -27.40% |
| Current Drawdown | -7.04% | -8.25% |
Correlation
The correlation between DFEMX and AVES is 0.93, 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.
Performance
DFEMX vs. AVES - Performance Comparison
In the year-to-date period, DFEMX achieves a 8.97% return, which is significantly higher than AVES's 7.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFEMX vs. AVES - Expense Ratio Comparison
Both DFEMX and AVES have an expense ratio of 0.36%.
Risk-Adjusted Performance
DFEMX vs. AVES - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and Avantis Emerging Markets Value ETF (AVES). 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.
Dividends
DFEMX vs. AVES - Dividend Comparison
DFEMX's dividend yield for the trailing twelve months is around 3.24%, less than AVES's 3.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEMX DFA Emerging Markets Portfolio | 3.24% | 3.34% | 3.65% | 2.42% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.09% | 2.02% | 2.12% |
AVES Avantis Emerging Markets Value ETF | 3.70% | 3.96% | 3.70% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEMX vs. AVES - Drawdown Comparison
The maximum DFEMX drawdown since its inception was -62.43%, which is greater than AVES's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for DFEMX and AVES. For additional features, visit the drawdowns tool.
Volatility
DFEMX vs. AVES - Volatility Comparison
The current volatility for DFA Emerging Markets Portfolio (DFEMX) is 4.35%, while Avantis Emerging Markets Value ETF (AVES) has a volatility of 5.59%. This indicates that DFEMX experiences smaller price fluctuations and is considered to be less risky than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.