DFEVX vs. ECOW
DFEVX (DFA Emerging Markets Value Portfolio) and ECOW (Pacer Emerging Markets Cash Cows 100 ETF) are both Emerging Markets Equities funds. Over the past 5 years, DFEVX returned 10.91%/yr vs 6.83%/yr for ECOW. Their 0.70 correlation means they have sometimes moved together and sometimes differently. DFEVX charges 0.45%/yr vs 0.70%/yr for ECOW.
Performance
DFEVX vs. ECOW - Performance Comparison
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Returns By Period
In the year-to-date period, DFEVX achieves a 15.92% return, which is significantly higher than ECOW's 12.88% return.
DFEVX
- 1D
- 0.73%
- 1M
- -1.02%
- 6M
- 8.65%
- YTD
- 15.92%
- 1Y
- 30.72%
- 3Y*
- 17.56%
- 5Y*
- 10.91%
- 10Y*
- 9.77%
- ALL TIME*
- 9.74%
ECOW
- 1D
- -0.14%
- 1M
- 3.07%
- 6M
- 4.72%
- YTD
- 12.88%
- 1Y
- 29.12%
- 3Y*
- 17.21%
- 5Y*
- 6.83%
- 10Y*
- —
- ALL TIME*
- 7.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $573.24K | $693.96K | $1.37M |
DFEVX vs. ECOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 15.92% | 29.50% | 6.17% | 16.50% | -10.77% | 12.42% | 2.73% | 1.41% |
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 12.88% | 32.50% | 3.17% | 15.79% | -19.28% | 7.47% | -2.51% | 10.37% |
Correlation
The correlation between DFEVX and ECOW is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 6, 2019 | 0.70 |
The correlation between DFEVX and ECOW shifts across timeframes, from 0.67 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFEVX vs. ECOW — Risk / Return Rank
DFEVX
ECOW
DFEVX vs. ECOW - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFEVX | ECOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.50 | -0.90 |
| Martin ratioReturn relative to average drawdown | 7.71 | 9.20 | -1.50 |
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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.
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Drawdown Indicators
| DFEVX | ECOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -40.27% | -27.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -8.35% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.17% | -18.77% | +2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -33.30% | +9.81% |
Max Drawdown (10Y)Largest decline over 10 years | -47.53% | — | — |
Current DrawdownCurrent decline from peak | -7.80% | -3.72% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -10.93% | -5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.17% | +0.65% |
Volatility
DFEVX vs. ECOW - Volatility Comparison
DFA Emerging Markets Value Portfolio (DFEVX) has a higher volatility of 7.15% compared to Pacer Emerging Markets Cash Cows 100 ETF (ECOW) at 3.45%. This indicates that DFEVX's price experiences larger fluctuations and is considered to be riskier than ECOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEVX | ECOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 3.45% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 11.82% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 14.78% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 17.73% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 20.03% | -4.29% |
DFEVX vs. ECOW - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is lower than ECOW's 0.70% expense ratio.
Dividends
DFEVX vs. ECOW - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 3.25%, less than ECOW's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.25% | 3.80% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 2.47% | 2.49% | 2.45% | 1.99% | 2.55% |
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 4.45% | 5.20% | 7.35% | 5.46% | 7.50% | 4.39% | 3.35% | 8.08% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFEVX and ECOW have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFEVX has higher volatility (7.15%) compared to ECOW (3.45%). In terms of maximum drawdown, DFEVX dropped -67.59% vs ECOW's -40.27%.
ECOW currently has the higher Sharpe Ratio (1.98 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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