DFEMX vs. EMPTX
Compare and contrast key facts about DFA Emerging Markets Portfolio (DFEMX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX).
DFEMX is managed by Dimensional. It was launched on Apr 24, 1994. EMPTX is managed by UBS. It was launched on May 30, 2018.
Performance
DFEMX vs. EMPTX - Performance Comparison
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DFEMX vs. EMPTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFEMX DFA Emerging Markets Portfolio | 1.14% | 33.57% | 6.90% | 13.08% | -16.91% | 2.53% | 13.89% | 16.02% | -12.44% |
EMPTX UBS Emerging Markets Equity Opportunity Fund | -0.19% | 43.82% | 2.51% | 8.92% | -25.38% | -9.36% | 24.79% | 14.98% | 0.55% |
Returns By Period
In the year-to-date period, DFEMX achieves a 1.14% return, which is significantly higher than EMPTX's -0.19% 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%
EMPTX
- 1D
- -0.94%
- 1M
- -14.50%
- YTD
- -0.19%
- 6M
- 5.92%
- 1Y
- 34.87%
- 3Y*
- 15.95%
- 5Y*
- 1.51%
- 10Y*
- —
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DFEMX vs. EMPTX - Expense Ratio Comparison
DFEMX has a 0.36% expense ratio, which is higher than EMPTX's 0.19% expense ratio.
Return for Risk
DFEMX vs. EMPTX — Risk / Return Rank
DFEMX
EMPTX
DFEMX vs. EMPTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX). 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 | EMPTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.91 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.44 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.43 | -0.21 |
Martin ratioReturn relative to average drawdown | 8.71 | 9.59 | -0.87 |
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 | EMPTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.91 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.08 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.31 | +0.06 |
Correlation
The correlation between DFEMX and EMPTX 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. EMPTX - Dividend Comparison
DFEMX's dividend yield for the trailing twelve months is around 2.52%, more than EMPTX's 1.92% 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% |
EMPTX UBS Emerging Markets Equity Opportunity Fund | 1.92% | 1.91% | 3.40% | 3.20% | 3.84% | 11.93% | 1.50% | 2.75% | 0.54% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEMX vs. EMPTX - Drawdown Comparison
The maximum DFEMX drawdown since its inception was -62.43%, which is greater than EMPTX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for DFEMX and EMPTX.
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Drawdown Indicators
| DFEMX | EMPTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.43% | -46.03% | -16.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -14.50% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -31.84% | -41.73% | +9.89% |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | — | — |
Current DrawdownCurrent decline from peak | -12.85% | -14.50% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -18.72% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.87% | -0.59% |
Volatility
DFEMX vs. EMPTX - Volatility Comparison
The current volatility for DFA Emerging Markets Portfolio (DFEMX) is 8.01%, while UBS Emerging Markets Equity Opportunity Fund (EMPTX) has a volatility of 8.90%. This indicates that DFEMX experiences smaller price fluctuations and is considered to be less risky than EMPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEMX | EMPTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 8.90% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 13.64% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 18.77% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 18.85% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 19.21% | -2.88% |