Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFESX (DFA Emerging Markets Social Core eq Port) | 15.76% | 11.78% | 12.43% | 8.58% | 6.01% | 4.82% | NA | 5.83% |
Data as of 07/16/2025, AR inception is 10/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFESX (DFA Emerging Markets Social Core eq Port) | 10/12/2006 | 07/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.02 | 11.78 | 12.43 | 8.58 | 6.01 | 4.82 | NA | 5.83 | 15.76 | 7.16 | 14.58 | -18.49 | 4.16 | 13.00 | 17.13 | -14.87 | 37.30 | 13.19 | -15.48 | -1.25 | -3.15 | 20.35 | -21.28 | 23.40 | 83.84 | -52.00 | 37.78 | 14.18 |
| Sharpe Ratio | NA | 0.48 | 0.62 | 0.41 | 0.28 | NA | NA | 0.22 | 1.59 | 0.05 | 0.89 | -1.07 | 0.29 | 0.48 | 1.29 | -1.04 | 4.15 | 0.78 | -0.96 | -0.11 | -0.24 | 1.32 | -0.88 | 1.07 | 2.68 | -1.16 | 1.47 | 8.21 |
| Standard Deviation(%) | NA | 15.63 | 13.74 | 14.80 | 16.19 | NA | NA | 20.65 | 16.92 | 12.38 | 11.70 | 18.58 | 14.45 | 26.66 | 12.19 | 15.63 | 8.87 | 16.63 | 16.22 | 11.19 | 13.17 | 15.52 | 24.24 | 21.70 | 31.30 | 45.52 | 23.72 | 10.02 |
| Draw Down(%) | NA | 16.37 | 16.37 | 32.64 | 41.42 | NA | NA | 65.88 | 13.60 | 8.87 | 11.10 | 29.57 | 10.24 | 37.35 | 11.08 | 25.85 | 4.01 | 11.49 | 26.43 | 15.39 | 16.28 | 18.26 | 30.77 | 17.08 | 24.77 | 63.06 | 18.84 | 1.71 |
| Yield(%) | 0.00 | 2.44 | 3.16 | 2.95 | 2.74 | 2.89 | 3.48 | 3.86 | 0.19 | 3.31 | 3.55 | 2.49 | 2.40 | 1.80 | 2.67 | 1.94 | 2.71 | 2.33 | 1.81 | 2.02 | 1.87 | 4.46 | 1.78 | 6.51 | 2.52 | 1.85 | 11.07 | 0.00 |
Data as of 07/16/2025, AR inception is 10/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFESX (DFA Emerging Markets Social Core eq Port) |
-8.62%
Jan 2013 - Jan 2016 |
-5.56%
Jan 2011 - Jan 2016 |
0.09%
Mar 2010 - Mar 2020 |
0.14%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFESX (DFA Emerging Markets Social Core eq Port) |
36.05%
Feb 2009 - Feb 2012 |
18.98%
Feb 2009 - Feb 2014 |
11.38%
Feb 2009 - Feb 2019 |
8.75%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart