DFESX vs. WAEMX
Compare and contrast key facts about DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
DFESX is managed by T. Rowe Price. It was launched on Aug 30, 2006. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Performance
DFESX vs. WAEMX - Performance Comparison
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DFESX vs. WAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 0.15% | 29.95% | 7.16% | 14.58% | -18.49% | 4.16% | 12.99% | 17.12% | -14.87% | 37.30% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 2.94% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -18.97% | 38.20% |
Returns By Period
In the year-to-date period, DFESX achieves a 0.15% return, which is significantly lower than WAEMX's 2.94% return. Over the past 10 years, DFESX has outperformed WAEMX with an annualized return of 8.27%, while WAEMX has yielded a comparatively lower 6.51% annualized 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%
WAEMX
- 1D
- -1.69%
- 1M
- -7.41%
- YTD
- 2.94%
- 6M
- 8.97%
- 1Y
- 19.69%
- 3Y*
- 6.27%
- 5Y*
- -0.05%
- 10Y*
- 6.51%
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DFESX vs. WAEMX - Expense Ratio Comparison
DFESX has a 0.45% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Return for Risk
DFESX vs. WAEMX — Risk / Return Rank
DFESX
WAEMX
DFESX vs. WAEMX - 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 Wasatch Emerging Markets Small Cap Fund (WAEMX). 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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 1.15 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.69 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.81 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.55 | 6.48 | +1.07 |
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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.15 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.00 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.36 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.25 | +0.13 |
Correlation
The correlation between DFESX and WAEMX is 0.75, 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. WAEMX - Dividend Comparison
DFESX's dividend yield for the trailing twelve months is around 2.74%, less than WAEMX's 68.39% 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% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 68.39% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
Drawdowns
DFESX vs. WAEMX - Drawdown Comparison
The maximum DFESX drawdown since its inception was -41.43%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for DFESX and WAEMX.
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Drawdown Indicators
| DFESX | WAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.43% | -66.35% | +24.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -9.38% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -32.64% | -44.88% | +12.24% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | -44.88% | +3.45% |
Current DrawdownCurrent decline from peak | -12.79% | -23.84% | +11.05% |
Average DrawdownAverage peak-to-trough decline | -10.87% | -16.87% | +6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.61% | +0.70% |
Volatility
DFESX vs. WAEMX - Volatility Comparison
DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) has a higher volatility of 7.89% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.10%. This indicates that DFESX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFESX | WAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 7.10% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 12.17% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 16.78% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 17.40% | -2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 17.93% | -2.07% |