DFEVX vs. DESIX
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX).
DFEVX is managed by Dimensional. It was launched on Mar 31, 1998. DESIX is managed by Dimensional. It was launched on Mar 26, 2018.
Performance
DFEVX vs. DESIX - Performance Comparison
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DFEVX vs. DESIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 1.99% | 29.50% | 6.17% | 16.50% | -10.77% | 12.42% | 2.73% | 9.64% | -3.68% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | -1.30% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
Returns By Period
In the year-to-date period, DFEVX achieves a 1.99% return, which is significantly higher than DESIX's -1.30% return.
DFEVX
- 1D
- -0.68%
- 1M
- -10.79%
- YTD
- 1.99%
- 6M
- 7.06%
- 1Y
- 28.01%
- 3Y*
- 16.34%
- 5Y*
- 8.62%
- 10Y*
- 9.16%
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
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DFEVX vs. DESIX - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is lower than DESIX's 0.46% expense ratio.
Return for Risk
DFEVX vs. DESIX — Risk / Return Rank
DFEVX
DESIX
DFEVX vs. DESIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX). 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.
| DFEVX | DESIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.54 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.42 | 2.03 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.68 | +0.52 |
Martin ratioReturn relative to average drawdown | 8.41 | 6.42 | +1.99 |
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
| DFEVX | DESIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 1.54 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.47 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.49 | -0.01 |
Correlation
The correlation between DFEVX and DESIX is 0.94, 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
DFEVX vs. DESIX - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 3.68%, more than DESIX's 2.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.68% | 3.80% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 2.47% | 2.49% | 2.45% | 1.99% | 2.55% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.67% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEVX vs. DESIX - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -67.59%, which is greater than DESIX's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for DFEVX and DESIX.
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Drawdown Indicators
| DFEVX | DESIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -36.03% | -31.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -12.70% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -29.09% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -47.53% | — | — |
Current DrawdownCurrent decline from peak | -11.35% | -12.70% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -16.58% | -7.86% | -8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.32% | -0.32% |
Volatility
DFEVX vs. DESIX - Volatility Comparison
The current volatility for DFA Emerging Markets Value Portfolio (DFEVX) is 6.37%, while DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a volatility of 7.33%. This indicates that DFEVX experiences smaller price fluctuations and is considered to be less risky than DESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEVX | DESIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 7.33% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 10.95% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.46% | 15.51% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 18.17% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 18.51% | -3.04% |