DFIEX vs. DFEMX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and DFA Emerging Markets Portfolio (DFEMX).
DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. DFEMX is managed by Dimensional Fund Advisors LP. It was launched on Apr 24, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIEX or DFEMX.
Correlation
The correlation between DFIEX and DFEMX is 0.81, 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.
Performance
DFIEX vs. DFEMX - Performance Comparison
Key characteristics
DFIEX:
0.39
DFEMX:
0.87
DFIEX:
0.61
DFEMX:
1.28
DFIEX:
1.07
DFEMX:
1.16
DFIEX:
0.49
DFEMX:
0.53
DFIEX:
1.52
DFEMX:
3.28
DFIEX:
3.24%
DFEMX:
3.50%
DFIEX:
12.56%
DFEMX:
13.09%
DFIEX:
-62.26%
DFEMX:
-63.93%
DFIEX:
-9.79%
DFEMX:
-10.49%
Returns By Period
In the year-to-date period, DFIEX achieves a 2.17% return, which is significantly lower than DFEMX's 7.61% return. Over the past 10 years, DFIEX has outperformed DFEMX with an annualized return of 5.66%, while DFEMX has yielded a comparatively lower 3.94% annualized return.
DFIEX
2.17%
-2.49%
-1.53%
3.32%
5.11%
5.66%
DFEMX
7.61%
-1.02%
0.09%
9.92%
2.70%
3.94%
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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.
Risk-Adjusted Performance
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.
Dividends
DFIEX vs. DFEMX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 2.41%, less than DFEMX's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 2.41% | 3.36% | 2.89% | 2.98% | 1.77% | 2.90% | 2.95% | 2.50% | 2.77% | 2.62% | 3.16% | 2.43% |
DFEMX DFA Emerging Markets Portfolio | 3.12% | 3.34% | 3.65% | 2.42% | 1.45% | 2.33% | 2.14% | 1.74% | 1.92% | 2.09% | 2.02% | 2.12% |
Drawdowns
DFIEX vs. DFEMX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.26%, 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.
Volatility
DFIEX vs. DFEMX - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 3.67% compared to DFA Emerging Markets Portfolio (DFEMX) at 2.53%. 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.