GLLSX vs. DESIX
Compare and contrast key facts about abrdn Emerging Markets ex-China Fund (GLLSX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX).
GLLSX is managed by Aberdeen. It was launched on Aug 29, 2000. DESIX is managed by Dimensional. It was launched on Mar 26, 2018.
Performance
GLLSX vs. DESIX - Performance Comparison
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GLLSX vs. DESIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GLLSX abrdn Emerging Markets ex-China Fund | 5.47% | 34.81% | 0.73% | 21.35% | -23.04% | 36.50% | 15.93% | 23.64% | -7.41% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | -1.30% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
Returns By Period
In the year-to-date period, GLLSX achieves a 5.47% return, which is significantly higher than DESIX's -1.30% return.
GLLSX
- 1D
- -1.45%
- 1M
- -13.34%
- YTD
- 5.47%
- 6M
- 15.81%
- 1Y
- 48.29%
- 3Y*
- 17.69%
- 5Y*
- 12.22%
- 10Y*
- 11.57%
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
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GLLSX vs. DESIX - Expense Ratio Comparison
GLLSX has a 1.23% expense ratio, which is higher than DESIX's 0.46% expense ratio.
Return for Risk
GLLSX vs. DESIX — Risk / Return Rank
GLLSX
DESIX
GLLSX vs. DESIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets ex-China Fund (GLLSX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX). 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.
| GLLSX | DESIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.46 | 1.54 | +0.92 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.03 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.29 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 1.68 | +1.47 |
Martin ratioReturn relative to average drawdown | 13.47 | 6.42 | +7.05 |
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
| GLLSX | DESIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 1.54 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.47 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.49 | +0.06 |
Correlation
The correlation between GLLSX and DESIX is 0.81, 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
GLLSX vs. DESIX - Dividend Comparison
GLLSX's dividend yield for the trailing twelve months is around 1.78%, less than DESIX's 2.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLLSX abrdn Emerging Markets ex-China Fund | 1.78% | 1.88% | 0.74% | 0.77% | 29.32% | 22.85% | 0.00% | 3.38% | 9.47% | 8.40% | 1.09% | 0.94% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.67% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
Drawdowns
GLLSX vs. DESIX - Drawdown Comparison
The maximum GLLSX drawdown since its inception was -32.59%, smaller than the maximum DESIX drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for GLLSX and DESIX.
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Drawdown Indicators
| GLLSX | DESIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.59% | -36.03% | +3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -12.70% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -30.02% | -29.09% | -0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -32.59% | — | — |
Current DrawdownCurrent decline from peak | -14.39% | -12.70% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -7.86% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.32% | +0.04% |
Volatility
GLLSX vs. DESIX - Volatility Comparison
abrdn Emerging Markets ex-China Fund (GLLSX) has a higher volatility of 10.78% compared to DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) at 7.33%. This indicates that GLLSX's price experiences larger fluctuations and is considered to be riskier than DESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLLSX | DESIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.78% | 7.33% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.60% | 10.95% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.51% | 15.51% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 18.17% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 18.51% | -1.17% |