DISMX vs. DEM
Compare and contrast key facts about DFA International Small Cap Growth Portfolio (DISMX) and WisdomTree Emerging Markets Equity Income Fund (DEM).
DISMX is managed by Dimensional. It was launched on Dec 19, 2012. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007.
Performance
DISMX vs. DEM - Performance Comparison
Loading graphics...
DISMX vs. DEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
DISMX
DEM
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.
| DISMX | DEM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.57 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.55 | 2.16 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.07 | -0.73 |
Martin ratioReturn relative to average drawdown | 5.36 | 9.47 | -4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DISMX | DEM | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| DISMX | DEM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.22% | -4.57% | -7.65% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -13.01% | +2.41% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| DISMX | DEM | Difference | |
|---|---|---|---|
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% |