DFESX vs. AVSE
Compare and contrast key facts about DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) and Avantis Responsible Emerging Markets Equity ETF (AVSE).
DFESX is managed by T. Rowe Price. It was launched on Aug 30, 2006. AVSE is a passively managed fund by Avantis that tracks the performance of the MSCI Emerging Markets Index. It was launched on Mar 28, 2022.
Performance
DFESX vs. AVSE - Performance Comparison
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DFESX vs. AVSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 0.15% | 29.95% | 7.16% | 14.58% | -15.10% |
AVSE Avantis Responsible Emerging Markets Equity ETF | 2.54% | 32.54% | 8.29% | 16.01% | -13.85% |
Returns By Period
In the year-to-date period, DFESX achieves a 0.15% return, which is significantly lower than AVSE's 2.54% return.
DFESX
- 1D
- -1.08%
- 1M
- -12.17%
- YTD
- 0.15%
- 6M
- 4.22%
- 1Y
- 28.38%
- 3Y*
- 14.71%
- 5Y*
- 5.15%
- 10Y*
- 8.27%
AVSE
- 1D
- 3.40%
- 1M
- -10.20%
- YTD
- 2.54%
- 6M
- 6.65%
- 1Y
- 33.39%
- 3Y*
- 17.64%
- 5Y*
- —
- 10Y*
- —
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DFESX vs. AVSE - Expense Ratio Comparison
DFESX has a 0.45% expense ratio, which is higher than AVSE's 0.33% expense ratio.
Return for Risk
DFESX vs. AVSE — Risk / Return Rank
DFESX
AVSE
DFESX vs. AVSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) and Avantis Responsible Emerging Markets Equity ETF (AVSE). 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.
| DFESX | AVSE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 1.71 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.29 | 2.29 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.31 | -0.36 |
Martin ratioReturn relative to average drawdown | 7.55 | 9.39 | -1.84 |
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
| DFESX | AVSE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.71 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.20 |
Correlation
The correlation between DFESX and AVSE is 0.93, 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
DFESX vs. AVSE - Dividend Comparison
DFESX's dividend yield for the trailing twelve months is around 2.74%, more than AVSE's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 2.74% | 2.59% | 3.15% | 3.23% | 3.17% | 2.37% | 1.64% | 2.33% | 2.37% | 2.04% | 2.05% | 2.17% |
AVSE Avantis Responsible Emerging Markets Equity ETF | 2.70% | 2.68% | 3.03% | 3.20% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFESX vs. AVSE - Drawdown Comparison
The maximum DFESX drawdown since its inception was -41.43%, which is greater than AVSE's maximum drawdown of -26.28%. Use the drawdown chart below to compare losses from any high point for DFESX and AVSE.
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Drawdown Indicators
| DFESX | AVSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.43% | -26.28% | -15.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -14.17% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | — | — |
Current DrawdownCurrent decline from peak | -12.79% | -11.25% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -10.87% | -7.01% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 3.49% | -0.18% |
Volatility
DFESX vs. AVSE - Volatility Comparison
The current volatility for DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) is 7.89%, while Avantis Responsible Emerging Markets Equity ETF (AVSE) has a volatility of 9.94%. This indicates that DFESX experiences smaller price fluctuations and is considered to be less risky than AVSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFESX | AVSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 9.94% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 14.35% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 19.67% | -3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 17.48% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 17.48% | -1.62% |