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DFEMX vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFEMX and VWO is 0.91, 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.


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Performance

DFEMX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Portfolio (DFEMX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-5.35%
-2.54%
DFEMX
VWO

Key characteristics

Sharpe Ratio

DFEMX:

0.61

VWO:

0.69

Sortino Ratio

DFEMX:

0.93

VWO:

1.06

Omega Ratio

DFEMX:

1.11

VWO:

1.13

Calmar Ratio

DFEMX:

0.37

VWO:

0.43

Martin Ratio

DFEMX:

2.09

VWO:

2.53

Ulcer Index

DFEMX:

3.83%

VWO:

4.03%

Daily Std Dev

DFEMX:

13.08%

VWO:

14.90%

Max Drawdown

DFEMX:

-63.93%

VWO:

-67.68%

Current Drawdown

DFEMX:

-12.70%

VWO:

-13.46%

Returns By Period

In the year-to-date period, DFEMX achieves a -1.82% return, which is significantly higher than VWO's -2.79% return. Both investments have delivered pretty close results over the past 10 years, with DFEMX having a 3.66% annualized return and VWO not far ahead at 3.73%.


DFEMX

YTD

-1.82%

1M

-4.76%

6M

-6.04%

1Y

7.61%

5Y*

1.64%

10Y*

3.66%

VWO

YTD

-2.79%

1M

-5.57%

6M

-3.55%

1Y

9.34%

5Y*

1.72%

10Y*

3.73%

*Annualized

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DFEMX vs. VWO - Expense Ratio Comparison

DFEMX has a 0.36% expense ratio, which is higher than VWO's 0.08% expense ratio.


Expense ratio chart for DFEMX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

DFEMX vs. VWO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFEMX
The Risk-Adjusted Performance Rank of DFEMX is 4545
Overall Rank
The Sharpe Ratio Rank of DFEMX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEMX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DFEMX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DFEMX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of DFEMX is 4242
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 3636
Overall Rank
The Sharpe Ratio Rank of VWO is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFEMX vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


The chart of Sharpe ratio for DFEMX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.000.610.69
The chart of Sortino ratio for DFEMX, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.000.931.06
The chart of Omega ratio for DFEMX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.13
The chart of Calmar ratio for DFEMX, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.370.43
The chart of Martin ratio for DFEMX, currently valued at 2.09, compared to the broader market0.0020.0040.0060.002.092.53
DFEMX
VWO

The current DFEMX Sharpe Ratio is 0.61, which is comparable to the VWO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DFEMX and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.61
0.69
DFEMX
VWO

Dividends

DFEMX vs. VWO - Dividend Comparison

DFEMX's dividend yield for the trailing twelve months is around 3.19%, less than VWO's 3.29% yield.


TTM20242023202220212020201920182017201620152014
DFEMX
DFA Emerging Markets Portfolio
3.19%3.14%3.34%3.65%2.42%1.45%2.33%2.14%1.74%1.92%2.09%2.02%
VWO
Vanguard FTSE Emerging Markets ETF
3.29%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

DFEMX vs. VWO - Drawdown Comparison

The maximum DFEMX drawdown since its inception was -63.93%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DFEMX and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-12.70%
-13.46%
DFEMX
VWO

Volatility

DFEMX vs. VWO - Volatility Comparison

The current volatility for DFA Emerging Markets Portfolio (DFEMX) is 2.75%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 3.65%. This indicates that DFEMX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
2.75%
3.65%
DFEMX
VWO