Correlation
The correlation between DFEVX and ECOW is 0.46, 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. ECOW
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW).
DFEVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 31, 1998. ECOW is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Emerging Markets Cash Cows 100 Index. It was launched on May 2, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEVX or ECOW.
Performance
DFEVX vs. ECOW - Performance Comparison
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Key characteristics
DFEVX:
0.43
ECOW:
0.35
DFEVX:
0.58
ECOW:
0.48
DFEVX:
1.08
ECOW:
1.06
DFEVX:
0.33
ECOW:
0.25
DFEVX:
0.93
ECOW:
0.64
DFEVX:
5.78%
ECOW:
7.41%
DFEVX:
14.95%
ECOW:
18.89%
DFEVX:
-72.12%
ECOW:
-40.27%
DFEVX:
-0.91%
ECOW:
-2.36%
Returns By Period
In the year-to-date period, DFEVX achieves a 8.81% return, which is significantly lower than ECOW's 10.97% return.
DFEVX
8.81%
6.28%
7.00%
6.25%
8.88%
13.27%
5.05%
ECOW
10.97%
6.06%
8.86%
6.27%
5.94%
8.06%
N/A
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DFEVX vs. ECOW - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is lower than ECOW's 0.70% expense ratio.
Risk-Adjusted Performance
DFEVX vs. ECOW — Risk-Adjusted Performance Rank
DFEVX
ECOW
DFEVX vs. ECOW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). 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. ECOW - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 4.36%, less than ECOW's 6.49% 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% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% |
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 6.49% | 7.34% | 5.46% | 7.50% | 4.39% | 3.35% | 8.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEVX vs. ECOW - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -72.12%, which is greater than ECOW's maximum drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for DFEVX and ECOW.
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Volatility
DFEVX vs. ECOW - Volatility Comparison
DFA Emerging Markets Value Portfolio (DFEVX) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW) have volatilities of 3.10% and 3.11%, 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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