Correlation
The correlation between DFEVX and DESIX is 0.63, 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.
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 Fund Advisors LP. It was launched on Mar 31, 1998. DESIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 26, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEVX or DESIX.
Performance
DFEVX vs. DESIX - Performance Comparison
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Key characteristics
DFEVX:
0.42
DESIX:
0.57
DFEVX:
0.59
DESIX:
0.81
DFEVX:
1.08
DESIX:
1.11
DFEVX:
0.34
DESIX:
0.44
DFEVX:
0.96
DESIX:
1.42
DFEVX:
5.77%
DESIX:
5.70%
DFEVX:
14.95%
DESIX:
15.65%
DFEVX:
-72.12%
DESIX:
-36.73%
DFEVX:
-0.88%
DESIX:
-2.34%
Returns By Period
The year-to-date returns for both investments are quite close, with DFEVX having a 8.84% return and DESIX slightly higher at 8.90%.
DFEVX
8.84%
6.84%
6.59%
6.28%
7.97%
12.79%
5.23%
DESIX
8.90%
7.23%
7.92%
8.91%
7.21%
8.64%
N/A
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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.
Risk-Adjusted Performance
DFEVX vs. DESIX — Risk-Adjusted Performance Rank
DFEVX
DESIX
DFEVX vs. DESIX - 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 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.
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Dividends
DFEVX vs. DESIX - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 4.36%, more than DESIX's 2.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 4.36% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 3.28% | 2.49% | 2.45% | 1.99% | 2.54% | 2.60% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.61% | 2.79% | 2.84% | 2.52% | 3.65% | 1.39% | 1.99% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEVX vs. DESIX - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -72.12%, which is greater than DESIX's maximum drawdown of -36.73%. Use the drawdown chart below to compare losses from any high point for DFEVX and DESIX.
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Volatility
DFEVX vs. DESIX - Volatility Comparison
DFA Emerging Markets Value Portfolio (DFEVX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) have volatilities of 3.00% and 3.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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