DFEVX vs. MOTI

Last updated Aug 1, 2026

DFEVX (DFA Emerging Markets Value Portfolio) and MOTI (VanEck Vectors Morningstar International Moat ETF) are both funds - DFEVX is a Emerging Markets Equities fund managed by Dimensional, while MOTI is a Foreign Large Cap Equities fund tracking the Morningstar Global ex-US Moat Focus Index. Over the past 10 years, DFEVX returned 9.60%/yr vs 6.95%/yr for MOTI. Their 0.70 correlation means they have sometimes moved together and sometimes differently. DFEVX charges 0.45%/yr vs 0.57%/yr for MOTI.

Performance

DFEVX vs. MOTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Value Portfolio (DFEVX) and VanEck Vectors Morningstar International Moat ETF (MOTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFEVX achieves a 15.08% return, which is significantly higher than MOTI's -1.28% return. Over the past 10 years, DFEVX has outperformed MOTI with an annualized return of 9.60%, while MOTI has yielded a comparatively lower 6.95% annualized return.

DFEVX

• 1D: 3.06%
• 1M: -2.03%
• 6M: 7.00%
• YTD: 15.08%
• 1Y: 28.45%
• 3Y*: 16.88%
• 5Y*: 10.75%
• 10Y*: 9.60%
• ALL TIME*: 9.71%

MOTI

• 1D: -1.26%
• 1M: 8.10%
• 6M: -5.13%
• YTD: -1.28%
• 1Y: 7.84%
• 3Y*: 6.55%
• 5Y*: 4.79%
• 10Y*: 6.95%
• ALL TIME*: 5.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFEVX DFA Emerging Markets Value Portfolio	$0.00	$0.00	$0.00
MOTI VanEck Vectors Morningstar International Moat ETF	$179.90K	$197.81K	$358.65K

DFEVX vs. MOTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFEVX DFA Emerging Markets Value Portfolio	15.08%	29.50%	6.17%	16.50%	-10.77%	12.42%	2.73%	9.64%	-11.92%	33.77%
MOTI VanEck Vectors Morningstar International Moat ETF	-1.28%	25.01%	1.94%	10.18%	-6.93%	0.03%	7.24%	17.63%	-13.92%	34.27%

Correlation

The correlation between DFEVX and MOTI is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.46
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (5Y) Shows whether the relationship held over a longer period.	0.70
Correlation (10Y) Provides a long-term view across more market conditions.	0.72
Correlation (All Time) Calculated using the full available price history since Jul 14, 2015	0.70

Over the past year, the correlation between DFEVX and MOTI has dropped to 0.46 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

Return for Risk

DFEVX vs. MOTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFEVX

DFEVX Risk / Return Rank: 66
DFEVX Sharpe Ratio Rank: 68
DFEVX Sortino Ratio Rank: 61
DFEVX Omega Ratio Rank: 70
DFEVX Calmar Ratio Rank: 75
DFEVX Martin Ratio Rank: 55

MOTI

MOTI Risk / Return Rank: 21
MOTI Sharpe Ratio Rank: 24
MOTI Sortino Ratio Rank: 23
MOTI Omega Ratio Rank: 22
MOTI Calmar Ratio Rank: 19
MOTI Martin Ratio Rank: 18

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFEVX vs. MOTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) and VanEck Vectors Morningstar International Moat ETF (MOTI). 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	MOTI	Difference
Sharpe ratio: Return per unit of total volatility	1.56	0.53	+1.03
Sortino ratio: Return per unit of downside risk	2.09	0.83	+1.26
Omega ratio: Gain probability vs. loss probability	1.30	1.10	+0.20
Calmar ratio: Return relative to maximum drawdown	2.39	0.49	+1.90
Martin ratio: Return relative to average drawdown	7.14	1.05	+6.09

DFEVX vs. MOTI - Sharpe Ratio Comparison

The current DFEVX Sharpe Ratio is 1.56, which is higher than the MOTI Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DFEVX and MOTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFEVX vs. MOTI - Drawdown Comparison

The maximum DFEVX drawdown since its inception was -67.59%, which is greater than MOTI's maximum drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for DFEVX and MOTI.

Drawdown Indicators

	DFEVX	MOTI	Difference
Max Drawdown Largest peak-to-trough decline	-67.59%	-36.70%	-30.89%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-15.95%	+4.60%
Max Drawdown (3Y) Largest decline over 3 years	-16.17%	-15.95%	-0.22%
Max Drawdown (5Y) Largest decline over 5 years	-23.49%	-27.71%	+4.22%
Max Drawdown (10Y) Largest decline over 10 years	-47.53%	-36.70%	-10.83%
Current Drawdown Current decline from peak	-8.47%	-7.05%	-1.42%
Average Drawdown Average peak-to-trough decline	-16.43%	-9.17%	-7.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.79%	7.51%	-3.72%

Volatility

DFEVX vs. MOTI - Volatility Comparison

DFA Emerging Markets Value Portfolio (DFEVX) has a higher volatility of 7.42% compared to VanEck Vectors Morningstar International Moat ETF (MOTI) at 5.75%. This indicates that DFEVX's price experiences larger fluctuations and is considered to be riskier than MOTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFEVX	MOTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.42%	5.75%	+1.67%
Volatility (6M) Calculated over the trailing 6-month period	15.91%	12.21%	+3.70%
Volatility (1Y) Calculated over the trailing 1-year period	17.44%	15.00%	+2.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.66%	17.64%	-2.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.74%	17.80%	-2.06%

DFEVX vs. MOTI - Expense Ratio Comparison

DFEVX has a 0.45% expense ratio, which is lower than MOTI's 0.57% expense ratio.

Dividends

DFEVX vs. MOTI - Dividend Comparison

DFEVX's dividend yield for the trailing twelve months is around 3.27%, which matches MOTI's 3.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFEVX DFA Emerging Markets Value Portfolio	3.27%	3.80%	4.68%	4.39%	4.44%	3.82%	2.47%	2.47%	2.49%	2.45%	1.99%	2.55%
MOTI VanEck Vectors Morningstar International Moat ETF	3.26%	3.22%	4.79%	2.34%	3.27%	4.67%	2.14%	3.90%	3.73%	8.87%	1.33%	0.84%

Frequently Asked Questions

Can I hold both DFEVX and MOTI in my portfolio?

DFEVX and MOTI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFEVX or MOTI?

DFEVX has higher volatility (7.42%) compared to MOTI (5.75%). In terms of maximum drawdown, DFEVX dropped -67.59% vs MOTI's -36.70%.

Which has better risk-adjusted returns?

DFEVX currently has the higher Sharpe Ratio (1.56 vs 0.53), 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.