DFETX vs. VWO
Compare and contrast key facts about DFA Emerging Markets II Portfolio (DFETX) and Vanguard FTSE Emerging Markets ETF (VWO).
DFETX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 1997. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFETX or VWO.
Correlation
The correlation between DFETX and VWO is 0.91, 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.
Performance
DFETX vs. VWO - Performance Comparison
Key characteristics
DFETX:
0.89
VWO:
1.03
DFETX:
1.28
VWO:
1.52
DFETX:
1.16
VWO:
1.19
DFETX:
0.33
VWO:
0.71
DFETX:
2.61
VWO:
3.22
DFETX:
4.46%
VWO:
4.73%
DFETX:
13.09%
VWO:
14.79%
DFETX:
-62.63%
VWO:
-67.68%
DFETX:
-27.32%
VWO:
-8.31%
Returns By Period
In the year-to-date period, DFETX achieves a 3.30% return, which is significantly higher than VWO's 3.00% return. Over the past 10 years, DFETX has underperformed VWO with an annualized return of -0.02%, while VWO has yielded a comparatively higher 3.85% annualized return.
DFETX
3.30%
6.21%
2.95%
12.40%
-1.67%
-0.02%
VWO
3.00%
6.73%
6.40%
16.86%
3.89%
3.85%
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DFETX vs. VWO - Expense Ratio Comparison
DFETX has a 0.37% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
DFETX vs. VWO — Risk-Adjusted Performance Rank
DFETX
VWO
DFETX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
Dividends
DFETX vs. VWO - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 3.39%, more than VWO's 3.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 3.39% | 3.50% | 3.84% | 4.37% | 3.34% | 1.85% | 4.11% | 3.14% | 1.93% | 2.40% | 3.40% | 2.56% |
VWO Vanguard FTSE Emerging Markets ETF | 3.11% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
DFETX vs. VWO - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.63%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DFETX and VWO. For additional features, visit the drawdowns tool.
Volatility
DFETX vs. VWO - Volatility Comparison
The current volatility for DFA Emerging Markets II Portfolio (DFETX) is 3.41%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 3.75%. This indicates that DFETX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.