DFETX vs. DFSTX
Compare and contrast key facts about DFA Emerging Markets II Portfolio (DFETX) and DFA U.S. Small Cap Portfolio (DFSTX).
DFETX is managed by Dimensional. It was launched on Aug 13, 1997. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DFETX vs. DFSTX - Performance Comparison
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DFETX vs. DFSTX - 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% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DFETX achieves a 1.14% return, which is significantly higher than DFSTX's -0.13% return. Over the past 10 years, DFETX has underperformed DFSTX with an annualized return of 8.64%, while DFSTX has yielded a comparatively higher 9.69% 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%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DFETX vs. DFSTX - Expense Ratio Comparison
DFETX has a 0.37% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
DFETX vs. DFSTX — Risk / Return Rank
DFETX
DFSTX
DFETX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and DFA U.S. Small Cap Portfolio (DFSTX). 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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 0.80 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.27 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.17 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.03 | +1.19 |
Martin ratioReturn relative to average drawdown | 8.71 | 4.16 | +4.55 |
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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.80 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.30 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.44 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.48 | -0.13 |
Correlation
The correlation between DFETX and DFSTX is 0.60, 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.
Dividends
DFETX vs. DFSTX - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 8.14%, more than DFSTX's 1.09% 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% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DFETX vs. DFSTX - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.33%, roughly equal to the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DFETX and DFSTX.
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Drawdown Indicators
| DFETX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.33% | -60.99% | -1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -13.92% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.80% | -25.91% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -44.78% | +4.58% |
Current DrawdownCurrent decline from peak | -12.84% | -9.09% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -15.76% | -8.80% | -6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.47% | -0.19% |
Volatility
DFETX vs. DFSTX - Volatility Comparison
DFA Emerging Markets II Portfolio (DFETX) has a higher volatility of 7.99% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DFETX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFETX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 5.43% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 12.19% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 21.77% | -5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 20.61% | -5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 22.06% | -5.68% |