DGS vs. DEMSX
Compare and contrast key facts about WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and DFA Emerging Markets Small Cap Portfolio (DEMSX).
DGS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets SmallCap Dividend Index. It was launched on Oct 30, 2007. DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGS or DEMSX.
Correlation
The correlation between DGS and DEMSX is 0.67, 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.
Performance
DGS vs. DEMSX - Performance Comparison
Key characteristics
DGS:
0.05
DEMSX:
0.26
DGS:
0.18
DEMSX:
0.43
DGS:
1.02
DEMSX:
1.06
DGS:
0.04
DEMSX:
0.21
DGS:
0.12
DEMSX:
0.59
DGS:
6.53%
DEMSX:
6.10%
DGS:
15.57%
DEMSX:
14.07%
DGS:
-61.83%
DEMSX:
-68.86%
DGS:
-8.92%
DEMSX:
-8.46%
Returns By Period
In the year-to-date period, DGS achieves a 0.15% return, which is significantly higher than DEMSX's -0.76% return. Over the past 10 years, DGS has outperformed DEMSX with an annualized return of 4.23%, while DEMSX has yielded a comparatively lower 3.08% annualized return.
DGS
0.15%
-0.69%
-3.92%
0.58%
11.47%
4.23%
DEMSX
-0.76%
-1.10%
-3.01%
2.86%
11.33%
3.08%
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DGS vs. DEMSX - Expense Ratio Comparison
DGS has a 0.63% expense ratio, which is higher than DEMSX's 0.59% expense ratio.
Risk-Adjusted Performance
DGS vs. DEMSX — Risk-Adjusted Performance Rank
DGS
DEMSX
DGS vs. DEMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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
DGS vs. DEMSX - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.41%, more than DEMSX's 3.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.41% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% |
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.31% | 3.27% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% |
Drawdowns
DGS vs. DEMSX - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum DEMSX drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for DGS and DEMSX. For additional features, visit the drawdowns tool.
Volatility
DGS vs. DEMSX - Volatility Comparison
WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) has a higher volatility of 9.44% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 7.77%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.