DFWVX vs. DEMIX
Compare and contrast key facts about DFA World ex U.S. Value Portfolio Fund (DFWVX) and Delaware Emerging Markets Fund (DEMIX).
DFWVX is managed by Dimensional. It was launched on Aug 22, 2010. DEMIX is managed by Delaware Funds. It was launched on Jun 9, 1996.
Performance
DFWVX vs. DEMIX - Performance Comparison
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DFWVX vs. DEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 2.43% | 40.30% | 6.66% | 17.37% | -6.41% | 32.65% | -0.40% | 344.89% | -16.69% | 28.21% |
DEMIX Delaware Emerging Markets Fund | 13.36% | 86.79% | 6.52% | 17.59% | -28.66% | -2.08% | 26.09% | 24.33% | -17.10% | 41.98% |
Returns By Period
In the year-to-date period, DFWVX achieves a 2.43% return, which is significantly lower than DEMIX's 13.36% return. Over the past 10 years, DFWVX has outperformed DEMIX with an annualized return of 28.15%, while DEMIX has yielded a comparatively lower 14.40% annualized return.
DFWVX
- 1D
- -0.06%
- 1M
- -9.52%
- YTD
- 2.43%
- 6M
- 9.79%
- 1Y
- 32.62%
- 3Y*
- 19.50%
- 5Y*
- 15.16%
- 10Y*
- 28.15%
DEMIX
- 1D
- 0.99%
- 1M
- -18.24%
- YTD
- 13.36%
- 6M
- 43.46%
- 1Y
- 104.80%
- 3Y*
- 35.24%
- 5Y*
- 12.50%
- 10Y*
- 14.40%
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DFWVX vs. DEMIX - Expense Ratio Comparison
DFWVX has a 0.40% expense ratio, which is lower than DEMIX's 1.26% expense ratio.
Return for Risk
DFWVX vs. DEMIX — Risk / Return Rank
DFWVX
DEMIX
DFWVX vs. DEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) and Delaware Emerging Markets Fund (DEMIX). 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.
| DFWVX | DEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 3.11 | -0.94 |
Sortino ratioReturn per unit of downside risk | 2.74 | 3.29 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.51 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 4.81 | -2.60 |
Martin ratioReturn relative to average drawdown | 9.82 | 18.57 | -8.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFWVX | DEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 3.11 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.54 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.66 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.44 | +0.24 |
Correlation
The correlation between DFWVX and DEMIX is 0.75, 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.
Dividends
DFWVX vs. DEMIX - Dividend Comparison
DFWVX's dividend yield for the trailing twelve months is around 3.86%, less than DEMIX's 16.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 3.86% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
DEMIX Delaware Emerging Markets Fund | 16.74% | 18.97% | 1.99% | 2.95% | 1.89% | 3.42% | 0.87% | 0.80% | 0.65% | 1.80% | 0.94% | 0.30% |
Drawdowns
DFWVX vs. DEMIX - Drawdown Comparison
The maximum DFWVX drawdown since its inception was -41.32%, smaller than the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for DFWVX and DEMIX.
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Drawdown Indicators
| DFWVX | DEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -63.15% | +21.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -20.32% | +8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -43.95% | +19.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -46.29% | +4.97% |
Current DrawdownCurrent decline from peak | -9.71% | -19.53% | +9.82% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -18.54% | +11.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 5.26% | -2.30% |
Volatility
DFWVX vs. DEMIX - Volatility Comparison
The current volatility for DFA World ex U.S. Value Portfolio Fund (DFWVX) is 5.99%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that DFWVX experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWVX | DEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 19.15% | -13.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 28.50% | -19.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 33.36% | -18.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 23.11% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.91% | 21.94% | +12.97% |