Correlation
The correlation between DFEVX and FNDE is 0.64, 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. FNDE
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE).
DFEVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 31, 1998. FNDE is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Emerging Markets Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEVX or FNDE.
Performance
DFEVX vs. FNDE - Performance Comparison
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Key characteristics
DFEVX:
0.43
FNDE:
0.59
DFEVX:
0.58
FNDE:
0.85
DFEVX:
1.08
FNDE:
1.11
DFEVX:
0.33
FNDE:
0.55
DFEVX:
0.93
FNDE:
1.47
DFEVX:
5.78%
FNDE:
6.87%
DFEVX:
14.95%
FNDE:
20.25%
DFEVX:
-72.12%
FNDE:
-43.55%
DFEVX:
-0.91%
FNDE:
-1.94%
Returns By Period
In the year-to-date period, DFEVX achieves a 8.81% return, which is significantly lower than FNDE's 10.29% return. Over the past 10 years, DFEVX has underperformed FNDE with an annualized return of 5.05%, while FNDE has yielded a comparatively higher 6.01% annualized return.
DFEVX
8.81%
6.81%
6.28%
6.25%
8.88%
13.27%
5.05%
FNDE
10.29%
6.76%
8.62%
11.29%
11.06%
12.69%
6.01%
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DFEVX vs. FNDE - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is higher than FNDE's 0.39% expense ratio.
Risk-Adjusted Performance
DFEVX vs. FNDE — Risk-Adjusted Performance Rank
DFEVX
FNDE
DFEVX vs. FNDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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. FNDE - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 4.36%, which matches FNDE's 4.37% 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% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.37% | 4.82% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% |
Drawdowns
DFEVX vs. FNDE - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -72.12%, which is greater than FNDE's maximum drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for DFEVX and FNDE.
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Volatility
DFEVX vs. FNDE - Volatility Comparison
The current volatility for DFA Emerging Markets Value Portfolio (DFEVX) is 3.10%, while Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a volatility of 3.63%. This indicates that DFEVX experiences smaller price fluctuations and is considered to be less risky than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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