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DFESX vs. AVSE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFESX vs. AVSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) and Avantis Responsible Emerging Markets Equity ETF (AVSE). The values are adjusted to include any dividend payments, if applicable.

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DFESX vs. AVSE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DFESX
DFESX Risk / Return Rank: 8383
Overall Rank
DFESX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DFESX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DFESX Omega Ratio Rank: 8484
Omega Ratio Rank
DFESX Calmar Ratio Rank: 8181
Calmar Ratio Rank
DFESX Martin Ratio Rank: 7878
Martin Ratio Rank

AVSE
AVSE Risk / Return Rank: 8484
Overall Rank
AVSE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AVSE Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVSE Omega Ratio Rank: 8484
Omega Ratio Rank
AVSE Calmar Ratio Rank: 8282
Calmar Ratio Rank
AVSE Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DFESXAVSEDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.71

+0.06

Sortino ratio

Return per unit of downside risk

2.29

2.29

0.00

Omega ratio

Gain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

1.95

2.31

-0.36

Martin ratio

Return relative to average drawdown

7.55

9.39

-1.84

DFESX vs. AVSE - Sharpe Ratio Comparison

The current DFESX Sharpe Ratio is 1.77, which is comparable to the AVSE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of DFESX and AVSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFESXAVSEDifference

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.


TTM20252024202320222021202020192018201720162015
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


DFESXAVSEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.79%

-11.25%

-1.54%

Average Drawdown

Average peak-to-trough decline

-10.87%

-7.01%

-3.86%

Ulcer Index

Depth 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


DFESXAVSEDifference

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%