DFEMX vs. VWENX
Compare and contrast key facts about DFA Emerging Markets Portfolio (DFEMX) and Vanguard Wellington Fund Admiral Shares (VWENX).
DFEMX is managed by Dimensional Fund Advisors LP. It was launched on Apr 24, 1994. VWENX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEMX or VWENX.
Key characteristics
| DFEMX | VWENX | |
|---|---|---|
| YTD Return | 8.97% | 16.08% |
| 1Y Return | 17.27% | 24.43% |
| 3Y Return (Ann) | 0.06% | 0.79% |
| 5Y Return (Ann) | 4.98% | 4.76% |
| 10Y Return (Ann) | 4.09% | 4.43% |
| Sharpe Ratio | 1.29 | 2.87 |
| Sortino Ratio | 1.84 | 4.00 |
| Omega Ratio | 1.23 | 1.55 |
| Calmar Ratio | 0.87 | 1.25 |
| Martin Ratio | 6.54 | 20.14 |
| Ulcer Index | 2.61% | 1.20% |
| Daily Std Dev | 13.25% | 8.44% |
| Max Drawdown | -62.43% | -38.68% |
| Current Drawdown | -7.04% | -0.35% |
Correlation
The correlation between DFEMX and VWENX is 0.67, 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
DFEMX vs. VWENX - Performance Comparison
In the year-to-date period, DFEMX achieves a 8.97% return, which is significantly lower than VWENX's 16.08% return. Over the past 10 years, DFEMX has underperformed VWENX with an annualized return of 4.09%, while VWENX has yielded a comparatively higher 4.43% annualized 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. VWENX - Expense Ratio Comparison
DFEMX has a 0.36% expense ratio, which is higher than VWENX's 0.16% expense ratio.
Risk-Adjusted Performance
DFEMX vs. VWENX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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. VWENX - Dividend Comparison
DFEMX's dividend yield for the trailing twelve months is around 3.24%, less than VWENX's 5.45% 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% |
VWENX Vanguard Wellington Fund Admiral Shares | 5.45% | 6.08% | 2.34% | 1.79% | 2.15% | 2.61% | 3.10% | 2.53% | 2.64% | 2.81% | 2.63% | 2.58% |
Drawdowns
DFEMX vs. VWENX - Drawdown Comparison
The maximum DFEMX drawdown since its inception was -62.43%, which is greater than VWENX's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for DFEMX and VWENX. For additional features, visit the drawdowns tool.
Volatility
DFEMX vs. VWENX - Volatility Comparison
DFA Emerging Markets Portfolio (DFEMX) has a higher volatility of 4.35% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 2.70%. This indicates that DFEMX's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.