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DISMX vs. DEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISMX vs. DEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Growth Portfolio (DISMX) and WisdomTree Emerging Markets Equity Income Fund (DEM). The values are adjusted to include any dividend payments, if applicable.

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DISMX vs. DEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DISMX
DFA International Small Cap Growth Portfolio
-4.33%27.95%1.30%11.55%-25.16%9.27%16.42%25.78%-17.96%34.06%
DEM
WisdomTree Emerging Markets Equity Income Fund
6.89%21.29%4.46%20.93%-10.43%11.49%-5.84%19.84%-7.69%26.26%

Returns By Period

In the year-to-date period, DISMX achieves a -4.33% return, which is significantly lower than DEM's 6.89% return. Over the past 10 years, DISMX has underperformed DEM with an annualized return of 6.31%, while DEM has yielded a comparatively higher 9.12% annualized return.


DISMX

1D
-0.47%
1M
-12.22%
YTD
-4.33%
6M
-3.35%
1Y
18.68%
3Y*
9.25%
5Y*
1.85%
10Y*
6.31%

DEM

1D
2.73%
1M
-3.50%
YTD
6.89%
6M
9.69%
1Y
23.52%
3Y*
15.42%
5Y*
8.66%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISMX vs. DEM - Expense Ratio Comparison

DISMX has a 0.53% expense ratio, which is lower than DEM's 0.63% expense ratio.


Return for Risk

DISMX vs. DEM — Risk / Return Rank

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

DISMX
DISMX Risk / Return Rank: 5858
Overall Rank
DISMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DISMX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DISMX Omega Ratio Rank: 5656
Omega Ratio Rank
DISMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DISMX Martin Ratio Rank: 5555
Martin Ratio Rank

DEM
DEM Risk / Return Rank: 8383
Overall Rank
DEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEM Omega Ratio Rank: 8383
Omega Ratio Rank
DEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
DEM Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DISMX vs. DEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.


DISMXDEMDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.57

-0.45

Sortino ratio

Return per unit of downside risk

1.55

2.16

-0.62

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.35

2.07

-0.73

Martin ratio

Return relative to average drawdown

5.36

9.47

-4.12

DISMX vs. DEM - Sharpe Ratio Comparison

The current DISMX Sharpe Ratio is 1.12, which is comparable to the DEM Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DISMX and DEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DISMXDEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.57

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.57

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.51

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.20

+0.25

Correlation

The correlation between DISMX and DEM is 0.68, 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.


Dividends

DISMX vs. DEM - Dividend Comparison

DISMX's dividend yield for the trailing twelve months is around 2.06%, less than DEM's 4.22% yield.


TTM20252024202320222021202020192018201720162015
DISMX
DFA International Small Cap Growth Portfolio
2.06%1.98%2.48%2.15%2.17%1.89%1.11%2.31%5.59%3.79%1.73%2.75%
DEM
WisdomTree Emerging Markets Equity Income Fund
4.22%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%

Drawdowns

DISMX vs. DEM - Drawdown Comparison

The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for DISMX and DEM.


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Drawdown Indicators


DISMXDEMDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-51.85%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-11.39%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-41.53%

-27.18%

-14.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.53%

-37.79%

-3.74%

Current Drawdown

Current decline from peak

-12.22%

-4.57%

-7.65%

Average Drawdown

Average peak-to-trough decline

-10.60%

-13.01%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.49%

+0.58%

Volatility

DISMX vs. DEM - Volatility Comparison

The current volatility for DFA International Small Cap Growth Portfolio (DISMX) is 6.07%, while WisdomTree Emerging Markets Equity Income Fund (DEM) has a volatility of 7.33%. This indicates that DISMX experiences smaller price fluctuations and is considered to be less risky than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISMXDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.33%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

10.05%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

15.04%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

15.23%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

18.01%

-1.73%