PSHZF vs. DEMSX
Compare and contrast key facts about Pershing Square Holdings Ltd (PSHZF) and DFA Emerging Markets Small Cap Portfolio (DEMSX).
DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSHZF or DEMSX.
Key characteristics
| PSHZF | DEMSX | |
|---|---|---|
| YTD Return | 1.07% | 8.30% |
| 1Y Return | 28.94% | 16.87% |
| 3Y Return (Ann) | 6.38% | 2.21% |
| 5Y Return (Ann) | 22.45% | 7.93% |
| Sharpe Ratio | 1.38 | 1.40 |
| Sortino Ratio | 1.90 | 1.85 |
| Omega Ratio | 1.24 | 1.26 |
| Calmar Ratio | 1.60 | 1.38 |
| Martin Ratio | 3.55 | 6.67 |
| Ulcer Index | 8.48% | 2.39% |
| Daily Std Dev | 21.79% | 11.38% |
| Max Drawdown | -56.97% | -66.70% |
| Current Drawdown | -15.05% | -4.79% |
Correlation
The correlation between PSHZF and DEMSX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PSHZF vs. DEMSX - Performance Comparison
In the year-to-date period, PSHZF achieves a 1.07% return, which is significantly lower than DEMSX's 8.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSHZF vs. DEMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pershing Square Holdings Ltd (PSHZF) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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.
Dividends
PSHZF vs. DEMSX - Dividend Comparison
PSHZF's dividend yield for the trailing twelve months is around 1.21%, less than DEMSX's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSHZF Pershing Square Holdings Ltd | 1.21% | 1.12% | 1.16% | 0.97% | 1.13% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.14% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% | 2.17% |
Drawdowns
PSHZF vs. DEMSX - Drawdown Comparison
The maximum PSHZF drawdown since its inception was -56.97%, smaller than the maximum DEMSX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for PSHZF and DEMSX. For additional features, visit the drawdowns tool.
Volatility
PSHZF vs. DEMSX - Volatility Comparison
Pershing Square Holdings Ltd (PSHZF) has a higher volatility of 6.49% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 3.26%. This indicates that PSHZF's price experiences larger fluctuations and is considered to be riskier than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.