DFETX vs. DFIEX
Compare and contrast key facts about DFA Emerging Markets II Portfolio (DFETX) and DFA International Core Equity Portfolio I (DFIEX).
DFETX is managed by Dimensional. It was launched on Aug 13, 1997. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFETX vs. DFIEX - Performance Comparison
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DFETX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFETX achieves a 1.14% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DFETX has underperformed DFIEX with an annualized return of 8.64%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
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%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFETX vs. DFIEX - Expense Ratio Comparison
DFETX has a 0.37% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFETX vs. DFIEX — Risk / Return Rank
DFETX
DFIEX
DFETX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.66 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.51 | 2.18 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.16 | +0.06 |
Martin ratioReturn relative to average drawdown | 8.71 | 8.72 | -0.02 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.66 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.58 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.34 | +0.02 |
Correlation
The correlation between DFETX and DFIEX is 0.80, 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. DFIEX - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 8.14%, more than DFIEX's 3.24% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFETX vs. DFIEX - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.33%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFETX and DFIEX.
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Drawdown Indicators
| DFETX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.33% | -62.22% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -11.01% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.80% | -28.66% | -3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -41.04% | +0.84% |
Current DrawdownCurrent decline from peak | -12.84% | -10.45% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -15.76% | -12.26% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.84% | +0.44% |
Volatility
DFETX vs. DFIEX - Volatility Comparison
DFA Emerging Markets II Portfolio (DFETX) has a higher volatility of 7.99% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DFETX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFETX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 6.26% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 10.04% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 15.66% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 15.60% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.32% | +0.06% |