DFEVX vs. DEMSX
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and DFA Emerging Markets Small Cap Portfolio (DEMSX).
DFEVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 31, 1998. DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEVX or DEMSX.
Correlation
The correlation between DFEVX and DEMSX is 0.65, 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.
Performance
DFEVX vs. DEMSX - Performance Comparison
Key characteristics
DFEVX:
0.39
DEMSX:
0.26
DFEVX:
0.62
DEMSX:
0.43
DFEVX:
1.08
DEMSX:
1.06
DFEVX:
0.36
DEMSX:
0.21
DFEVX:
1.03
DEMSX:
0.59
DFEVX:
5.71%
DEMSX:
6.10%
DFEVX:
14.91%
DEMSX:
14.07%
DFEVX:
-72.12%
DEMSX:
-68.86%
DFEVX:
-7.23%
DEMSX:
-8.46%
Returns By Period
In the year-to-date period, DFEVX achieves a 1.87% return, which is significantly higher than DEMSX's -0.76% return. Over the past 10 years, DFEVX has outperformed DEMSX with an annualized return of 4.01%, while DEMSX has yielded a comparatively lower 3.12% annualized return.
DFEVX
1.87%
-3.42%
-2.65%
4.14%
12.02%
4.01%
DEMSX
-0.76%
-1.52%
-3.01%
1.89%
10.97%
3.12%
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DFEVX vs. DEMSX - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is lower than DEMSX's 0.59% expense ratio.
Risk-Adjusted Performance
DFEVX vs. DEMSX — Risk-Adjusted Performance Rank
DFEVX
DEMSX
DFEVX vs. DEMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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
DFEVX vs. DEMSX - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 4.66%, more than DEMSX's 3.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 4.66% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 3.28% | 2.49% | 2.45% | 1.99% | 2.54% | 2.60% |
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.31% | 3.27% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% |
Drawdowns
DFEVX vs. DEMSX - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -72.12%, roughly equal to the maximum DEMSX drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for DFEVX and DEMSX. For additional features, visit the drawdowns tool.
Volatility
DFEVX vs. DEMSX - Volatility Comparison
DFA Emerging Markets Value Portfolio (DFEVX) has a higher volatility of 8.36% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 7.77%. This indicates that DFEVX's price experiences larger fluctuations and is considered to be riskier than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.