DFEMX vs. VEMAX
Compare and contrast key facts about DFA Emerging Markets Portfolio (DFEMX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
DFEMX is managed by Dimensional. It was launched on Apr 24, 1994. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Performance
DFEMX vs. VEMAX - Performance Comparison
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DFEMX vs. VEMAX - 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% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | -2.51% | 24.76% | 11.34% | 8.82% | -17.79% | 0.85% | 15.24% | 20.29% | -14.59% | 31.37% |
Returns By Period
In the year-to-date period, DFEMX achieves a 1.14% return, which is significantly higher than VEMAX's -2.51% return. Over the past 10 years, DFEMX has outperformed VEMAX with an annualized return of 8.54%, while VEMAX has yielded a comparatively lower 7.28% 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%
VEMAX
- 1D
- -0.82%
- 1M
- -9.73%
- YTD
- -2.51%
- 6M
- -1.16%
- 1Y
- 19.13%
- 3Y*
- 12.46%
- 5Y*
- 3.36%
- 10Y*
- 7.28%
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DFEMX vs. VEMAX - Expense Ratio Comparison
DFEMX has a 0.36% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Return for Risk
DFEMX vs. VEMAX — Risk / Return Rank
DFEMX
VEMAX
DFEMX vs. VEMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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 | VEMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.23 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.70 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.24 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.53 | +0.69 |
Martin ratioReturn relative to average drawdown | 8.71 | 5.69 | +3.03 |
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 | VEMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.23 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.22 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.45 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.26 | +0.11 |
Correlation
The correlation between DFEMX and VEMAX is 0.98, 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. VEMAX - Dividend Comparison
DFEMX's dividend yield for the trailing twelve months is around 2.52%, less than VEMAX's 2.73% 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% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.73% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
Drawdowns
DFEMX vs. VEMAX - Drawdown Comparison
The maximum DFEMX drawdown since its inception was -62.43%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for DFEMX and VEMAX.
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Drawdown Indicators
| DFEMX | VEMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.43% | -66.45% | +4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -11.08% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -31.84% | -32.60% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | -36.11% | -4.33% |
Current DrawdownCurrent decline from peak | -12.85% | -11.05% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -16.25% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.99% | +0.29% |
Volatility
DFEMX vs. VEMAX - Volatility Comparison
DFA Emerging Markets Portfolio (DFEMX) has a higher volatility of 8.01% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 6.36%. This indicates that DFEMX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEMX | VEMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 6.36% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 10.70% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 15.26% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 15.18% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 16.37% | -0.04% |