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
Returns By Period
The year-to-date returns for both stocks are quite close, with DFEVX having a 8.09% return and DESIX slightly lower at 7.87%.
DFEVX
8.09%
-3.52%
-0.39%
13.74%
6.63%
4.51%
DESIX
7.87%
-3.70%
1.23%
12.43%
4.30%
N/A
Key characteristics
| DFEVX | DESIX | |
|---|---|---|
| Sharpe Ratio | 1.07 | 0.94 |
| Sortino Ratio | 1.48 | 1.36 |
| Omega Ratio | 1.20 | 1.17 |
| Calmar Ratio | 1.57 | 0.62 |
| Martin Ratio | 4.58 | 4.10 |
| Ulcer Index | 2.93% | 2.97% |
| Daily Std Dev | 12.49% | 12.91% |
| Max Drawdown | -67.59% | -36.73% |
| Current Drawdown | -7.28% | -7.80% |
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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.
Correlation
The correlation between DFEVX and DESIX is 0.95, 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.
Risk-Adjusted Performance
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.
Dividends
DFEVX vs. DESIX - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 4.58%, more than DESIX's 2.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 4.58% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% | 2.39% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.65% | 2.84% | 2.52% | 1.99% | 1.39% | 1.99% | 1.20% | 0.00% | 0.00% | 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 -36.73%. Use the drawdown chart below to compare losses from any high point for DFEVX and DESIX. For additional features, visit the drawdowns tool.
Volatility
DFEVX vs. DESIX - Volatility Comparison
DFA Emerging Markets Value Portfolio (DFEVX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) have volatilities of 3.90% and 3.80%, 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.