Correlation
The correlation between DFETX and DFEMX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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 Fund Advisors LP. It was launched on Aug 13, 1997. DFEMX is managed by Dimensional Fund Advisors LP. It was launched on Apr 24, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFETX or DFEMX.
Performance
DFETX vs. DFEMX - Performance Comparison
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Key characteristics
DFETX:
0.60
DFEMX:
0.60
DFETX:
0.76
DFEMX:
0.76
DFETX:
1.10
DFEMX:
1.10
DFETX:
0.21
DFEMX:
0.41
DFETX:
1.37
DFEMX:
1.36
DFETX:
5.52%
DFEMX:
5.52%
DFETX:
16.02%
DFEMX:
15.91%
DFETX:
-62.63%
DFEMX:
-63.93%
DFETX:
-23.85%
DFEMX:
-3.81%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFETX having a 8.22% return and DFEMX slightly lower at 8.19%. Over the past 10 years, DFETX has underperformed DFEMX with an annualized return of 0.42%, while DFEMX has yielded a comparatively higher 4.30% annualized return.
DFETX
8.22%
4.71%
6.93%
9.51%
4.17%
2.97%
0.42%
DFEMX
8.19%
4.68%
6.89%
9.53%
5.72%
8.31%
4.30%
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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.
Risk-Adjusted Performance
DFETX vs. DFEMX — Risk-Adjusted Performance Rank
DFETX
DFEMX
DFETX vs. DFEMX - Risk-Adjusted Performance 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.
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Dividends
DFETX vs. DFEMX - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 3.24%, more than DFEMX's 2.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 3.24% | 3.50% | 3.84% | 9.30% | 19.29% | 11.79% | 12.48% | 8.49% | 1.93% | 2.40% | 3.40% | 2.56% |
DFEMX DFA Emerging Markets Portfolio | 2.94% | 3.14% | 3.34% | 3.91% | 6.13% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.09% | 2.02% |
Drawdowns
DFETX vs. DFEMX - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.63%, roughly equal to the maximum DFEMX drawdown of -63.93%. Use the drawdown chart below to compare losses from any high point for DFETX and DFEMX.
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Volatility
DFETX vs. DFEMX - Volatility Comparison
DFA Emerging Markets II Portfolio (DFETX) and DFA Emerging Markets Portfolio (DFEMX) have volatilities of 3.53% and 3.52%, 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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