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FRDM vs. DEHP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FRDM vs. DEHP

Last updated Apr 1, 2026

Compare and contrast key facts about Freedom 100 Emerging Markets ETF (FRDM) and Dimensional Emerging Markets High Profitability ETF (DEHP).

FRDM and DEHP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019. DEHP is an actively managed fund by Dimensional. It was launched on Apr 26, 2022.

Performance

FRDM vs. DEHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freedom 100 Emerging Markets ETF (FRDM) and Dimensional Emerging Markets High Profitability ETF (DEHP). The values are adjusted to include any dividend payments, if applicable.

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FRDM vs. DEHP - Yearly Performance Comparison

2026 (YTD)2025202420232022
FRDM
Freedom 100 Emerging Markets ETF		7.05%61.27%1.70%22.77%-6.92%
DEHP
Dimensional Emerging Markets High Profitability ETF		4.92%32.86%4.47%12.31%-9.73%

Returns By Period

In the year-to-date period, FRDM achieves a 7.05% return, which is significantly higher than DEHP's 4.92% return.

FRDM

1D
4.49%
1M
-12.64%
YTD
7.05%
6M
24.68%
1Y
59.74%
3Y*
26.32%
5Y*
12.99%
10Y*
—

DEHP

1D
3.91%
1M
-8.82%
YTD
4.92%
6M
11.10%
1Y
36.60%
3Y*
15.36%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Freedom 100 Emerging Markets ETF

Dimensional Emerging Markets High Profitability ETF

Often compared with FRDM:
FRDM vs. SPYFRDM vs. AVSEFRDM vs. EMXC.LFRDM vs. EMDMFRDM vs. DAADXFRDM vs. DFAEFRDM vs. SCHF
Often compared with DEHP:
DEHP vs. ESGEDEHP vs. VWODEHP vs. AVUVDEHP vs. EFVDEHP vs. EYLDDEHP vs. AVEMDEHP vs. DFEV

FRDM vs. DEHP - Expense Ratio Comparison

FRDM has a 0.49% expense ratio, which is higher than DEHP's 0.41% expense ratio.

FRDM
Freedom 100 Emerging Markets ETF
DEHP
Dimensional Emerging Markets High Profitability ETF

Return for Risk

FRDM vs. DEHP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FRDM
FRDM Risk / Return Rank: 9595
Overall Rank
FRDM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FRDM Sortino Ratio Rank: 9696
Sortino Ratio Rank
FRDM Omega Ratio Rank: 9595
Omega Ratio Rank
FRDM Calmar Ratio Rank: 9494
Calmar Ratio Rank
FRDM Martin Ratio Rank: 9595
Martin Ratio Rank
DEHP
DEHP Risk / Return Rank: 8787
Overall Rank
DEHP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DEHP Sortino Ratio Rank: 8787
Sortino Ratio Rank
DEHP Omega Ratio Rank: 8686
Omega Ratio Rank
DEHP Calmar Ratio Rank: 8787
Calmar Ratio Rank
DEHP Martin Ratio Rank: 8888
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.

FRDM vs. DEHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom 100 Emerging Markets ETF (FRDM) and Dimensional Emerging Markets High Profitability ETF (DEHP). 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.

FRDMDEHPDifference

Sharpe ratio

Return per unit of total volatility

2.55

1.79

+0.76

Sortino ratio

Return per unit of downside risk

3.15

2.41

+0.74

Omega ratio

Gain probability vs. loss probability

1.47

1.35

+0.12

Calmar ratio

Return relative to maximum drawdown

3.52

2.73

+0.79

Martin ratio

Return relative to average drawdown

14.69

10.82

+3.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRDM vs. DEHP - Sharpe Ratio Comparison

The current FRDM Sharpe Ratio is 2.55, which is higher than the DEHP Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FRDM and DEHP, 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

FRDMDEHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

1.79

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.59

+0.08

Correlation

The correlation between FRDM and DEHP is 0.85, 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

FRDM vs. DEHP - Dividend Comparison

FRDM's dividend yield for the trailing twelve months is around 2.04%, more than DEHP's 1.71% yield.

TTM2025202420232022202120202019
FRDM
Freedom 100 Emerging Markets ETF		2.04%2.26%2.53%2.66%2.72%2.17%1.11%1.07%
DEHP
Dimensional Emerging Markets High Profitability ETF		1.71%1.73%2.44%2.84%1.65%0.00%0.00%0.00%

Drawdowns

FRDM vs. DEHP - Drawdown Comparison

The maximum FRDM drawdown since its inception was -40.49%, which is greater than DEHP's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for FRDM and DEHP.

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Drawdown Indicators

FRDMDEHPDifference

Max Drawdown

Largest peak-to-trough decline

-40.49%

-22.90%

-17.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.87%

-13.16%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-29.25%

—

—

Current Drawdown

Current decline from peak

-13.13%

-9.77%

-3.36%

Average Drawdown

Average peak-to-trough decline

-7.21%

-5.91%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

3.32%

+0.72%

Volatility

FRDM vs. DEHP - Volatility Comparison

Freedom 100 Emerging Markets ETF (FRDM) has a higher volatility of 13.19% compared to Dimensional Emerging Markets High Profitability ETF (DEHP) at 10.72%. This indicates that FRDM's price experiences larger fluctuations and is considered to be riskier than DEHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FRDMDEHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.19%

10.72%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

15.53%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

20.55%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

17.89%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

17.89%

+4.47%