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
Returns By Period
In the year-to-date period, DFEVX achieves a 7.95% return, which is significantly higher than ECOW's 5.16% return.
DFEVX
7.95%
-3.07%
-0.71%
13.60%
6.60%
4.52%
ECOW
5.16%
-4.06%
-2.38%
11.15%
1.98%
N/A
Key characteristics
| DFEVX | ECOW | |
|---|---|---|
| Sharpe Ratio | 1.09 | 0.68 |
| Sortino Ratio | 1.50 | 1.05 |
| Omega Ratio | 1.20 | 1.12 |
| Calmar Ratio | 1.59 | 0.59 |
| Martin Ratio | 4.58 | 2.53 |
| Ulcer Index | 2.97% | 4.40% |
| Daily Std Dev | 12.49% | 16.52% |
| Max Drawdown | -67.59% | -40.27% |
| Current Drawdown | -7.40% | -10.31% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFEVX vs. ECOW - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is lower than ECOW's 0.70% expense ratio.
Correlation
The correlation between DFEVX and ECOW is 0.70, 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.
Risk-Adjusted Performance
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.
Dividends
DFEVX vs. ECOW - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 4.58%, less than ECOW's 5.20% 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% |
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 5.20% | 5.46% | 7.50% | 4.39% | 3.35% | 8.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEVX vs. ECOW - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -67.59%, 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. For additional features, visit the drawdowns tool.
Volatility
DFEVX vs. ECOW - Volatility Comparison
The current volatility for DFA Emerging Markets Value Portfolio (DFEVX) is 3.90%, while Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a volatility of 5.23%. This indicates that DFEVX experiences smaller price fluctuations and is considered to be less risky than ECOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.