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DFIEX vs. DFEMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIEX and DFEMX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

DFIEX vs. DFEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Core Equity Portfolio I (DFIEX) and DFA Emerging Markets Portfolio (DFEMX). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
203.59%
148.16%
DFIEX
DFEMX

Key characteristics

Sharpe Ratio

DFIEX:

0.73

DFEMX:

0.52

Sortino Ratio

DFIEX:

1.09

DFEMX:

0.81

Omega Ratio

DFIEX:

1.15

DFEMX:

1.10

Calmar Ratio

DFIEX:

0.91

DFEMX:

0.45

Martin Ratio

DFIEX:

2.73

DFEMX:

1.49

Ulcer Index

DFIEX:

4.27%

DFEMX:

5.48%

Daily Std Dev

DFIEX:

15.94%

DFEMX:

15.90%

Max Drawdown

DFIEX:

-62.64%

DFEMX:

-63.93%

Current Drawdown

DFIEX:

-0.37%

DFEMX:

-8.98%

Returns By Period

In the year-to-date period, DFIEX achieves a 10.35% return, which is significantly higher than DFEMX's 2.36% return. Over the past 10 years, DFIEX has outperformed DFEMX with an annualized return of 5.76%, while DFEMX has yielded a comparatively lower 3.07% annualized return.


DFIEX

YTD

10.35%

1M

1.35%

6M

6.87%

1Y

12.44%

5Y*

13.54%

10Y*

5.76%

DFEMX

YTD

2.36%

1M

-2.09%

6M

-2.50%

1Y

7.41%

5Y*

8.41%

10Y*

3.07%

*Annualized

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DFIEX vs. DFEMX - Expense Ratio Comparison

DFIEX has a 0.24% expense ratio, which is lower than DFEMX's 0.36% expense ratio.


Expense ratio chart for DFEMX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFEMX: 0.36%
Expense ratio chart for DFIEX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIEX: 0.24%

Risk-Adjusted Performance

DFIEX vs. DFEMX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIEX
The Risk-Adjusted Performance Rank of DFIEX is 7171
Overall Rank
The Sharpe Ratio Rank of DFIEX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIEX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DFIEX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DFIEX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DFIEX is 6868
Martin Ratio Rank

DFEMX
The Risk-Adjusted Performance Rank of DFEMX is 5454
Overall Rank
The Sharpe Ratio Rank of DFEMX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEMX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DFEMX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DFEMX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of DFEMX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFIEX vs. DFEMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and DFA Emerging Markets Portfolio (DFEMX). 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.


The chart of Sharpe ratio for DFIEX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.00
DFIEX: 0.73
DFEMX: 0.52
The chart of Sortino ratio for DFIEX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
DFIEX: 1.09
DFEMX: 0.81
The chart of Omega ratio for DFIEX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
DFIEX: 1.15
DFEMX: 1.10
The chart of Calmar ratio for DFIEX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.00
DFIEX: 0.91
DFEMX: 0.45
The chart of Martin ratio for DFIEX, currently valued at 2.73, compared to the broader market0.0010.0020.0030.0040.0050.00
DFIEX: 2.73
DFEMX: 1.49

The current DFIEX Sharpe Ratio is 0.73, which is higher than the DFEMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of DFIEX and DFEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
0.52
DFIEX
DFEMX

Dividends

DFIEX vs. DFEMX - Dividend Comparison

DFIEX's dividend yield for the trailing twelve months is around 3.17%, more than DFEMX's 3.11% yield.


TTM20242023202220212020201920182017201620152014
DFIEX
DFA International Core Equity Portfolio I
3.17%3.42%3.36%2.89%2.98%1.77%2.90%2.95%2.50%2.77%2.62%3.16%
DFEMX
DFA Emerging Markets Portfolio
3.11%3.14%3.34%3.65%2.42%1.45%2.33%2.14%1.74%1.92%2.09%2.02%

Drawdowns

DFIEX vs. DFEMX - Drawdown Comparison

The maximum DFIEX drawdown since its inception was -62.64%, roughly equal to the maximum DFEMX drawdown of -63.93%. Use the drawdown chart below to compare losses from any high point for DFIEX and DFEMX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.37%
-8.98%
DFIEX
DFEMX

Volatility

DFIEX vs. DFEMX - Volatility Comparison

DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 10.09% compared to DFA Emerging Markets Portfolio (DFEMX) at 8.93%. This indicates that DFIEX's price experiences larger fluctuations and is considered to be riskier than DFEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.09%
8.93%
DFIEX
DFEMX