DFEMX vs. DFIEX
Compare and contrast key facts about DFA Emerging Markets Portfolio (DFEMX) and DFA International Core Equity Portfolio I (DFIEX).
DFEMX is managed by Dimensional. It was launched on Apr 24, 1994. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFEMX vs. DFIEX - Performance Comparison
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DFEMX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEMX DFA Emerging Markets Portfolio | 1.14% | 33.57% | 6.90% | 13.08% | -16.91% | 2.53% | 13.89% | 16.02% | -13.62% | 36.57% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFEMX achieves a 1.14% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DFEMX has underperformed DFIEX with an annualized return of 8.54%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DFEMX
- 1D
- -0.99%
- 1M
- -12.13%
- YTD
- 1.14%
- 6M
- 6.55%
- 1Y
- 31.39%
- 3Y*
- 15.76%
- 5Y*
- 5.86%
- 10Y*
- 8.54%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFEMX vs. DFIEX - Expense Ratio Comparison
DFEMX has a 0.36% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFEMX vs. DFIEX — Risk / Return Rank
DFEMX
DFIEX
DFEMX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| DFEMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.66 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.18 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.16 | +0.06 |
Martin ratioReturn relative to average drawdown | 8.71 | 8.72 | -0.01 |
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
| DFEMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.66 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.58 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.34 | +0.03 |
Correlation
The correlation between DFEMX and DFIEX is 0.80, 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
DFEMX vs. DFIEX - Dividend Comparison
DFEMX's dividend yield for the trailing twelve months is around 2.52%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEMX DFA Emerging Markets Portfolio | 2.52% | 2.55% | 3.14% | 3.34% | 3.90% | 6.13% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.08% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFEMX vs. DFIEX - Drawdown Comparison
The maximum DFEMX drawdown since its inception was -62.43%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFEMX and DFIEX.
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Drawdown Indicators
| DFEMX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.43% | -62.22% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -11.01% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -31.84% | -28.66% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | -41.04% | +0.60% |
Current DrawdownCurrent decline from peak | -12.85% | -10.45% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -12.26% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.84% | +0.44% |
Volatility
DFEMX vs. DFIEX - Volatility Comparison
DFA Emerging Markets Portfolio (DFEMX) has a higher volatility of 8.01% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DFEMX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEMX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 6.26% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 10.04% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 15.66% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 15.60% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 16.32% | +0.01% |