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GSEE vs. DFCEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GSEE vs. DFCEX

Last updated May 12, 2025

Compare and contrast key facts about Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and DFA Emerging Markets Core Equity Fund (DFCEX).

GSEE is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Emerging Markets Large & Mid Cap Index. It was launched on May 12, 2020. DFCEX is managed by Dimensional Fund Advisors LP. It was launched on Apr 4, 2005.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSEE or DFCEX.

Correlation

The correlation between GSEE and DFCEX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

GSEE vs. DFCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and DFA Emerging Markets Core Equity Fund (DFCEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GSEE:

9.04%

DFCEX:

5.10%

Max Drawdown

GSEE:

-1.71%

DFCEX:

-0.45%

Current Drawdown

GSEE:

-1.30%

DFCEX:

0.00%

Returns By Period

GSEE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DFCEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GSEE vs. DFCEX - Expense Ratio Comparison

GSEE has a 0.36% expense ratio, which is lower than DFCEX's 0.40% expense ratio.

DFCEX
DFA Emerging Markets Core Equity Fund
GSEE
Goldman Sachs MarketBeta Emerging Markets Equity ETF

Risk-Adjusted Performance

GSEE vs. DFCEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GSEE
The Risk-Adjusted Performance Rank of GSEE is 4848
Overall Rank
The Sharpe Ratio Rank of GSEE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of GSEE is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GSEE is 4848
Omega Ratio Rank
The Calmar Ratio Rank of GSEE is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GSEE is 4848
Martin Ratio Rank
DFCEX
The Risk-Adjusted Performance Rank of DFCEX is 4646
Overall Rank
The Sharpe Ratio Rank of DFCEX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DFCEX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of DFCEX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DFCEX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of DFCEX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSEE vs. DFCEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and DFA Emerging Markets Core Equity Fund (DFCEX). 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.

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Dividends

GSEE vs. DFCEX - Dividend Comparison

GSEE has not paid dividends to shareholders, while DFCEX's dividend yield for the trailing twelve months is around 3.33%.

TTM20242023202220212020201920182017201620152014
GSEE
Goldman Sachs MarketBeta Emerging Markets Equity ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFCEX
DFA Emerging Markets Core Equity Fund		3.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSEE vs. DFCEX - Drawdown Comparison

The maximum GSEE drawdown since its inception was -1.71%, which is greater than DFCEX's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for GSEE and DFCEX. For additional features, visit the drawdowns tool.

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Volatility

GSEE vs. DFCEX - Volatility Comparison

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