FQEMX vs. DFESX
Compare and contrast key facts about Franklin Templeton SMACS: Series EM (FQEMX) and DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX).
FQEMX is managed by Franklin Templeton. It was launched on Nov 21, 2021. DFESX is managed by T. Rowe Price. It was launched on Aug 30, 2006.
Performance
FQEMX vs. DFESX - Performance Comparison
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FQEMX vs. DFESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FQEMX Franklin Templeton SMACS: Series EM | 8.67% | 55.98% | 6.67% | 12.18% | -20.68% | 0.32% |
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 0.15% | 29.95% | 7.16% | 14.58% | -18.49% | -2.13% |
Returns By Period
In the year-to-date period, FQEMX achieves a 8.67% return, which is significantly higher than DFESX's 0.15% return.
FQEMX
- 1D
- -1.71%
- 1M
- -18.93%
- YTD
- 8.67%
- 6M
- 25.16%
- 1Y
- 66.92%
- 3Y*
- 24.54%
- 5Y*
- —
- 10Y*
- —
DFESX
- 1D
- -1.08%
- 1M
- -12.17%
- YTD
- 0.15%
- 6M
- 4.22%
- 1Y
- 28.38%
- 3Y*
- 14.71%
- 5Y*
- 5.15%
- 10Y*
- 8.27%
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FQEMX vs. DFESX - Expense Ratio Comparison
FQEMX has a 0.00% expense ratio, which is lower than DFESX's 0.45% expense ratio.
Return for Risk
FQEMX vs. DFESX — Risk / Return Rank
FQEMX
DFESX
FQEMX vs. DFESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Templeton SMACS: Series EM (FQEMX) and DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX). 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.
| FQEMX | DFESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.85 | 1.77 | +1.08 |
Sortino ratioReturn per unit of downside risk | 3.24 | 2.29 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.34 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.95 | +1.23 |
Martin ratioReturn relative to average drawdown | 12.83 | 7.55 | +5.28 |
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
| FQEMX | DFESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 1.77 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.36 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.38 | +0.20 |
Correlation
The correlation between FQEMX and DFESX is 0.86, 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
FQEMX vs. DFESX - Dividend Comparison
FQEMX's dividend yield for the trailing twelve months is around 2.93%, more than DFESX's 2.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FQEMX Franklin Templeton SMACS: Series EM | 2.93% | 3.18% | 3.15% | 4.82% | 3.93% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 2.74% | 2.59% | 3.15% | 3.23% | 3.17% | 2.37% | 1.64% | 2.33% | 2.37% | 2.04% | 2.05% | 2.17% |
Drawdowns
FQEMX vs. DFESX - Drawdown Comparison
The maximum FQEMX drawdown since its inception was -34.46%, smaller than the maximum DFESX drawdown of -41.43%. Use the drawdown chart below to compare losses from any high point for FQEMX and DFESX.
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Drawdown Indicators
| FQEMX | DFESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.46% | -41.43% | +6.97% |
Max Drawdown (1Y)Largest decline over 1 year | -18.93% | -12.79% | -6.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.43% | — |
Current DrawdownCurrent decline from peak | -18.93% | -12.79% | -6.14% |
Average DrawdownAverage peak-to-trough decline | -11.08% | -10.87% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 3.31% | +1.39% |
Volatility
FQEMX vs. DFESX - Volatility Comparison
Franklin Templeton SMACS: Series EM (FQEMX) has a higher volatility of 13.61% compared to DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) at 7.89%. This indicates that FQEMX's price experiences larger fluctuations and is considered to be riskier than DFESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FQEMX | DFESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.61% | 7.89% | +5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.97% | 11.42% | +8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 15.74% | +8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.68% | 14.58% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 15.86% | +3.82% |