DFETX vs. GSIYX
DFETX (DFA Emerging Markets II Portfolio) and GSIYX (Goldman Sachs GQG Partners International Opportunities Fund Class R6) are both mutual funds - DFETX is a Emerging Markets Equities fund managed by Dimensional, while GSIYX is a Foreign Large Cap Equities fund tracking the MSCI AC World ex USA Growth (Net). Over the past 5 years, DFETX returned 9.62%/yr vs 9.23%/yr for GSIYX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. DFETX charges 0.37%/yr vs 0.75%/yr for GSIYX.
Performance
DFETX vs. GSIYX - Performance Comparison
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Returns By Period
In the year-to-date period, DFETX achieves a 19.35% return, which is significantly higher than GSIYX's 8.15% return.
DFETX
- 1D
- 1.94%
- 1M
- -2.12%
- 6M
- 10.61%
- YTD
- 19.35%
- 1Y
- 38.13%
- 3Y*
- 19.55%
- 5Y*
- 9.62%
- 10Y*
- 9.67%
- ALL TIME*
- 7.48%
GSIYX
- 1D
- 0.00%
- 1M
- 2.02%
- 6M
- 3.76%
- YTD
- 8.15%
- 1Y
- 15.65%
- 3Y*
- 15.81%
- 5Y*
- 9.23%
- 10Y*
- —
- ALL TIME*
- 12.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFETX vs. GSIYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 19.35% | 33.54% | 6.86% | 13.11% | -16.84% | 2.58% | 14.08% | 16.30% | -13.47% | 36.75% |
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 8.15% | 20.89% | 9.69% | 22.07% | -10.99% | 12.47% | 15.86% | 27.59% | -6.02% | 29.91% |
Correlation
The correlation between DFETX and GSIYX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.67 |
Over the past year, the correlation between DFETX and GSIYX has dropped to 0.17 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
DFETX vs. GSIYX — Risk / Return Rank
DFETX
GSIYX
DFETX vs. GSIYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFETX | GSIYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.01 | +0.56 |
| Martin ratioReturn relative to average drawdown | 8.49 | 5.50 | +2.99 |
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Drawdowns
DFETX vs. GSIYX - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.33%, which is greater than GSIYX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for DFETX and GSIYX.
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Drawdown Indicators
| DFETX | GSIYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.33% | -28.79% | -33.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -7.81% | -6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -10.30% | -5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.48% | -25.36% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -9.44% | -2.17% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -15.62% | -4.80% | -10.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 2.85% | +1.46% |
Volatility
DFETX vs. GSIYX - Volatility Comparison
DFA Emerging Markets II Portfolio (DFETX) has a higher volatility of 9.36% compared to Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) at 2.66%. This indicates that DFETX's price experiences larger fluctuations and is considered to be riskier than GSIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFETX | GSIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.36% | 2.66% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 8.18% | +12.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 9.86% | +12.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.26% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 15.62% | +1.45% |
DFETX vs. GSIYX - Expense Ratio Comparison
DFETX has a 0.37% expense ratio, which is lower than GSIYX's 0.75% expense ratio.
Dividends
DFETX vs. GSIYX - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 6.90%, more than GSIYX's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 6.90% | 8.24% | 3.50% | 3.84% | 9.30% | 19.29% | 11.79% | 12.48% | 8.49% | 1.93% | 2.40% | 3.40% |
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 4.76% | 5.14% | 11.21% | 2.38% | 4.91% | 2.25% | 0.19% | 0.67% | 0.55% | 0.16% | 0.00% | 0.00% |
Frequently Asked Questions
DFETX and GSIYX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFETX has higher volatility (9.36%) compared to GSIYX (2.66%). In terms of maximum drawdown, DFETX dropped -62.33% vs GSIYX's -28.79%.
DFETX currently has the higher Sharpe Ratio (1.68 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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