DFETX vs. DFEMX
Compare and contrast key facts about DFA Emerging Markets II Portfolio (DFETX) and DFA Emerging Markets Portfolio (DFEMX).
DFETX is managed by Dimensional. It was launched on Aug 13, 1997. DFEMX is managed by Dimensional. It was launched on Apr 24, 1994.
Performance
DFETX vs. DFEMX - Performance Comparison
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DFETX vs. DFEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 1.14% | 33.54% | 6.86% | 13.11% | -16.84% | 2.58% | 14.08% | 16.30% | -13.47% | 36.75% |
DFEMX DFA Emerging Markets Portfolio | 1.14% | 33.57% | 6.90% | 13.08% | -16.91% | 2.53% | 13.89% | 16.02% | -13.62% | 36.57% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DFETX at 1.14% and DFEMX at 1.14%. Both investments have delivered pretty close results over the past 10 years, with DFETX having a 8.64% annualized return and DFEMX not far behind at 8.54%.
DFETX
- 1D
- -0.98%
- 1M
- -12.15%
- YTD
- 1.14%
- 6M
- 6.52%
- 1Y
- 31.31%
- 3Y*
- 15.75%
- 5Y*
- 5.87%
- 10Y*
- 8.64%
DFEMX
- 1D
- -0.99%
- 1M
- -12.13%
- YTD
- 1.14%
- 6M
- 6.55%
- 1Y
- 31.39%
- 3Y*
- 15.76%
- 5Y*
- 5.86%
- 10Y*
- 8.54%
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DFETX vs. DFEMX - Expense Ratio Comparison
DFETX has a 0.37% expense ratio, which is higher than DFEMX's 0.36% expense ratio.
Return for Risk
DFETX vs. DFEMX — Risk / Return Rank
DFETX
DFEMX
DFETX vs. DFEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and DFA Emerging Markets Portfolio (DFEMX). 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.
| DFETX | DFEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.93 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.51 | 2.50 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.22 | 0.00 |
Martin ratioReturn relative to average drawdown | 8.71 | 8.71 | -0.01 |
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
| DFETX | DFEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.93 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.39 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.52 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.37 | -0.02 |
Correlation
The correlation between DFETX and DFEMX is 1.00, 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
DFETX vs. DFEMX - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 8.14%, more than DFEMX's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 8.14% | 8.24% | 3.50% | 3.84% | 9.30% | 19.29% | 11.79% | 12.48% | 8.49% | 1.93% | 2.40% | 3.40% |
DFEMX DFA Emerging Markets Portfolio | 2.52% | 2.55% | 3.14% | 3.34% | 3.90% | 6.13% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.08% |
Drawdowns
DFETX vs. DFEMX - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.33%, roughly equal to the maximum DFEMX drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for DFETX and DFEMX.
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Drawdown Indicators
| DFETX | DFEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.33% | -62.43% | +0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -12.85% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -31.80% | -31.84% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -40.44% | +0.24% |
Current DrawdownCurrent decline from peak | -12.84% | -12.85% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -15.76% | -15.41% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.28% | 0.00% |
Volatility
DFETX vs. DFEMX - Volatility Comparison
DFA Emerging Markets II Portfolio (DFETX) and DFA Emerging Markets Portfolio (DFEMX) have volatilities of 7.99% and 8.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFETX | DFEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 8.01% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 11.89% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 16.27% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 15.17% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.33% | +0.05% |