Data Source: from March 1987 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Stocks
Fund: DFA Emerging Markets Core Equity I (DFCEX)
FUND • LIVE PERFORMANCE (USD currency)
0.05%
1 Day
Aug 16 2022
2.46%
Current Month
August 2022

In the last 30 Years, the DFA Emerging Markets Core Equity I (DFCEX) Fund obtained a 6.80% compound annual return, with a 22.91% standard deviation.

In 2021, the Fund granted a 2.70% dividend yield. If you are interested in getting periodic income, please refer to the DFA Emerging Markets Core Equity I (DFCEX) Fund: Dividend Yield page.

The DFA Emerging Markets Core Equity I (DFCEX) Fund is part of the following Lazy Portfolios:

Portfolio Name Author DFCEX Weight
Dimensional Retirement Income Fund DFA 1.9%

Historical Returns as of Jul 31, 2022

Historical returns and stats of DFA Emerging Markets Core Equity I (DFCEX) Fund. Total Returns and Inflation Adjusted Returns are both mentioned.

DFA EMERGING MARKETS CORE EQUITY I (DFCEX) FUND
Consolidated returns as of 31 Jul 2022
Data Source: from March 1987 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
0.38
0.39
0.00
1 - 0
3M
-6.16
-8.43
-7.37
Jun 2022 - Jun 2022
2 - 1
6M
-14.43
-18.80
-14.75
Feb 2022 - Jun 2022
2 - 4
YTD
-14.80
-19.83
-15.12
Jan 2022 - Jun 2022
2 - 5
1Y
-15.43
-22.08
10.67
-17.49
Sep 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
3.76
-1.10
19.45
-28.31
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
2.00
-1.82
17.56
-34.15
Feb 2018 - Mar 2020
33 - 27
55% pos
10Y(*)
3.83
1.20
16.01
-34.15
Feb 2018 - Mar 2020
69 - 51
58% pos
15Y(*)
2.61
0.23
21.82
-61.22
Nov 2007 - Feb 2009
98 - 82
54% pos
20Y(*)
9.72
7.02
21.03
-61.22
Nov 2007 - Feb 2009
145 - 95
60% pos
25Y(*)
5.73
3.17
23.06
-61.22
Nov 2007 - Feb 2009
174 - 126
58% pos
30Y(*)
6.80
4.18
22.91
-61.22
Nov 2007 - Feb 2009
211 - 149
59% pos
MAX(*)
01 Mar 1987
8.69
5.73
26.01
-61.22
Nov 2007 - Feb 2009
250 - 175
59% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of DFA Emerging Markets Core Equity I (DFCEX) Fund vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

DFA EMERGING MARKETS CORE EQUITY I (DFCEX) FUND
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs DFCEX
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.75
0.77
0.70
0.74
0.73
US Large Cap
SPY
0.77
0.76
0.69
0.71
0.70
US Small Cap
IJR
0.74
0.79
0.64
0.69
0.68
US REITs
VNQ
0.64
0.61
0.52
0.51
0.51
US Technology
QQQ
0.62
0.64
0.59
0.60
0.59
Preferred Stocks
PFF
0.75
0.67
0.59
0.40
0.40
EAFE Stocks
EFA
0.90
0.85
0.81
0.78
0.77
World All Countries
VT
0.82
0.85
0.82
0.82
0.82
Emerging Markets
EEM
0.92
0.97
0.97
0.99
0.99
Europe
VGK
0.89
0.85
0.78
0.76
0.75
Pacific
VPL
0.80
0.84
0.81
0.71
0.71
Latin America
FLLA
0.70
0.76
0.80
0.84
0.84
US Total Bond Market
BND
0.53
0.26
0.27
0.11
0.11
Long Term Treasuries
TLT
0.32
-0.19
-0.09
-0.15
-0.14
US Cash
BIL
-0.28
-0.28
-0.17
-0.05
-0.05
TIPS
TIP
0.49
0.32
0.38
0.17
0.18
Investment Grade Bonds
LQD
0.62
0.53
0.51
0.27
0.27
High Yield Bonds
HYG
0.75
0.74
0.70
0.60
0.59
International Bond Market
BNDX
0.38
0.26
0.25
0.14
0.14
Emerging Market Bonds
EMB
0.83
0.73
0.72
0.66
0.65
Gold
GLD
0.28
0.24
0.25
0.25
0.24
Commodities
DBC
0.34
0.58
0.50
0.38
0.38

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the DFA Emerging Markets Core Equity I (DFCEX) Fund: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 7198.32$, with a total return of 619.83% (6.80% annualized).

The Inflation Adjusted Capital now would be 3413.59$, with a net total return of 241.36% (4.18% annualized).
An investment of 1000$, since March 1987, now would be worth 19123.82$, with a total return of 1812.38% (8.69% annualized).

The Inflation Adjusted Capital now would be 7203.48$, with a net total return of 620.35% (5.73% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-61.22% Nov 2007 Feb 2009 16 Dec 2010 22 38
-54.22% Feb 1994 Aug 1998 55 Jan 2004 65 120
-34.15% Feb 2018 Mar 2020 26 Dec 2020 9 35
-28.80% May 2011 Feb 2016 58 Jun 2017 16 74
-19.75% Jul 2021 Jun 2022 12 in progress 1 13
-15.65% Aug 1992 Dec 1992 5 Mar 1993 3 8
-12.64% May 2006 Jun 2006 2 Nov 2006 5 7
-11.25% Apr 2004 Jul 2004 4 Oct 2004 3 7
-9.06% Mar 2005 Apr 2005 2 Jul 2005 3 5
-6.34% Oct 2005 Oct 2005 1 Dec 2005 2 3
-5.91% May 1993 May 1993 1 Jun 1993 1 2
-4.83% Jan 2011 Feb 2011 2 Mar 2011 1 3
-2.61% Nov 1993 Nov 1993 1 Dec 1993 1 2
-2.58% Aug 2007 Aug 2007 1 Sep 2007 1 2
-1.11% Sep 1993 Sep 1993 1 Oct 1993 1 2
-0.76% Feb 2007 Feb 2007 1 Mar 2007 1 2
-0.76% Sep 2017 Sep 2017 1 Oct 2017 1 2
-0.53% Jan 2005 Jan 2005 1 Feb 2005 1 2

Worst drawdowns since March 1987.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-61.22% Nov 2007 Feb 2009 16 Dec 2010 22 38
-55.33% Mar 1987 Dec 1987 10 Sep 1989 21 31
-54.22% Feb 1994 Aug 1998 55 Jan 2004 65 120
-34.47% Aug 1990 Sep 1990 2 Feb 1991 5 7
-34.15% Feb 2018 Mar 2020 26 Dec 2020 9 35
-28.80% May 2011 Feb 2016 58 Jun 2017 16 74
-23.01% Jun 1992 Dec 1992 7 Apr 1993 4 11
-19.75% Jul 2021 Jun 2022 12 in progress 1 13
-12.64% May 2006 Jun 2006 2 Nov 2006 5 7
-11.25% Apr 2004 Jul 2004 4 Oct 2004 3 7
-10.62% Jan 1990 Apr 1990 4 Jun 1990 2 6
-9.06% Mar 2005 Apr 2005 2 Jul 2005 3 5
-7.61% Jun 1991 Jun 1991 1 Aug 1991 2 3
-7.45% Nov 1991 Nov 1991 1 Dec 1991 1 2
-6.34% Oct 2005 Oct 2005 1 Dec 2005 2 3
-6.02% Feb 1992 Mar 1992 2 May 1992 2 4
-5.91% May 1993 May 1993 1 Jun 1993 1 2
-4.83% Jan 2011 Feb 2011 2 Mar 2011 1 3
-4.49% Oct 1989 Oct 1989 1 Nov 1989 1 2
-2.61% Nov 1993 Nov 1993 1 Dec 1993 1 2

Rolling Returns ( more details)

DFA Emerging Markets Core Equity I (DFCEX) Fund: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
14.58 111.70
Jan 1991 - Dec 1991
-55.44
Nov 2007 - Oct 2008
33.82%
2 Years
12.75 64.67
Jan 1988 - Dec 1989
-25.90
Sep 1996 - Aug 1998
32.59%
3 Years
11.83 60.25
Jan 1989 - Dec 1991
-15.31
Sep 1995 - Aug 1998
24.36%
5 Years
11.01 49.02
Jan 1989 - Dec 1993
-10.37
Feb 1994 - Jan 1999
17.21%
7 Years
9.89 36.13
Nov 1987 - Oct 1994
-6.71
Oct 1994 - Sep 2001
10.53%
10 Years
9.23 22.76
Jan 1988 - Dec 1997
-0.12
Apr 1993 - Mar 2003
0.33%
15 Years
9.69 14.74
Oct 1990 - Sep 2005
1.87
Feb 1994 - Jan 2009
0.00%
20 Years
9.84 18.81
Jan 1988 - Dec 2007
5.41
Feb 1994 - Jan 2014
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the DFA Emerging Markets Core Equity I (DFCEX) Fund: Rolling Returns page.

Seasonality

DFA Emerging Markets Core Equity I (DFCEX) Fund: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.86
60%
0.86
57%
-0.54
44%
3.01
75%
0.55
56%
0.09
53%
2.06
67%
-1.02
54%
-0.32
51%
0.81
69%
0.40
51%
4.07
69%
Best
Year
20.8
1988
13.7
1991
15.8
2009
18.3
2009
19.7
2009
16.1
1988
18.4
1987
16.9
1989
13.4
1989
21.3
1990
11.1
2020
32.8
1991
Worst
Year
-10.7
1995
-13.6
1994
-21.6
1987
-9.8
2004
-12.5
1998
-14.6
1992
-8.5
2002
-26.1
1998
-16.6
1990
-36.0
1987
-9.8
2000
-8.1
1994
Statistics calculated for the period Mar 1987 - Jul 2022

Monthly/Yearly Returns

DFA Emerging Markets Core Equity I (DFCEX) Fund monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
250 Positive Months (59%) - 175 Negative Months (41%)
Mar 1987 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-14.80 -19.83 -0.4 -2.0 -1.3 -5.7 0.9 -7.4 0.4
2021
+5.83 -1.12 1.3 3.1 0.8 2.7 2.3 1.2 -4.7 2.1 -3.6 0.5 -3.2 3.7
2020
+13.86 +12.33 -6.1 -5.1 -19.6 10.9 1.7 7.1 8.1 1.1 -0.8 1.3 11.1 7.8
2019
+16.04 +13.45 8.2 -0.6 1.0 1.3 -5.8 5.6 -2.6 -4.2 2.7 4.0 -0.7 7.0
2018
-15.25 -16.84 7.1 -4.5 -0.5 -1.3 -3.6 -5.2 3.2 -2.5 -1.8 -8.5 4.7 -2.4
2017
+36.55 +33.73 6.1 3.9 3.1 1.8 1.9 0.9 4.9 2.3 -0.8 3.2 0.6 3.7
2016
+12.35 +10.07 -4.6 -0.6 13.1 1.2 -4.3 5.5 5.5 1.0 1.3 0.1 -5.4 0.2
2015
-14.86 -15.47 0.8 2.9 -1.7 6.9 -3.5 -2.7 -6.7 -8.7 -2.1 5.7 -3.2 -2.5
2014
-0.91 -1.66 -6.3 3.6 3.7 0.7 3.3 2.6 0.9 3.1 -7.0 0.6 -1.0 -4.2
2013
-2.64 -4.08 0.9 -0.7 -1.1 1.1 -2.7 -7.2 1.4 -2.6 7.1 4.3 -1.6 -0.9
2012
+20.49 +18.42 11.8 6.3 -3.1 -2.2 -10.5 4.5 0.1 1.1 5.7 -0.7 1.5 6.3
2011
-20.65 -22.93 -3.2 -1.7 5.7 3.9 -2.8 -1.4 -0.2 -9.0 -16.5 12.7 -4.3 -3.1
2010
+23.62 +21.80 -5.5 1.1 8.6 1.0 -9.7 0.8 9.0 -1.3 11.9 2.9 -2.7 7.3
2009
+83.58 +78.71 -8.9 -6.7 15.8 18.3 19.7 -1.0 12.1 0.4 8.6 -1.8 6.1 4.6
2008
-50.66 -50.70 -9.8 3.3 -3.6 7.6 0.4 -11.1 -1.1 -6.6 -15.7 -28.3 -6.7 9.8
2007
+37.49 +32.09 1.4 -0.8 4.3 6.7 7.3 2.4 3.4 -2.6 8.6 10.4 -7.3 -0.2
2006
+30.95 +27.70 8.9 0.2 2.0 6.9 -11.2 -1.6 1.9 2.4 2.0 6.5 6.9 3.9
2005
+32.62 +28.24 -0.5 9.7 -7.9 -1.2 3.2 4.0 7.7 1.3 8.7 -6.3 5.8 6.1
2004
+24.63 +20.70 2.4 4.0 0.6 -9.8 1.2 0.9 -3.6 3.5 7.0 2.8 9.9 4.7
2003
+57.65 +54.74 0.1 -3.8 -2.0 8.8 6.4 5.9 7.0 6.4 0.8 9.1 1.1 7.8
2002
-7.43 -9.58 2.9 2.7 4.5 0.3 -0.4 -8.2 -8.5 1.4 -10.7 6.6 7.1 -3.3
2001
-2.88 -4.36 11.8 -8.7 -10.4 9.3 1.5 -2.1 -6.7 -1.0 -15.6 6.6 9.3 7.7
2000
-27.56 -29.93 -4.9 3.5 -0.9 -7.5 -5.3 6.3 -5.2 1.5 -6.1 -7.6 -9.8 6.0
1999
+61.57 +57.35 -2.9 2.2 11.7 15.4 -4.2 7.9 -3.4 -1.0 -0.5 3.8 8.1 14.3
1998
-18.12 -19.42 -8.0 11.9 3.6 -1.0 -12.5 -9.3 1.8 -26.1 9.4 15.4 6.3 -3.1
1997
-16.82 -18.22 5.1 3.0 -3.2 -1.6 4.5 3.9 1.5 -15.1 5.2 -18.1 -1.4 1.3
1996
+15.83 +12.10 10.2 -1.6 1.5 2.7 1.5 0.0 -6.7 3.1 2.3 -1.5 3.5 0.6
1995
+0.56 -1.93 -10.7 0.4 -1.0 5.2 7.7 -0.5 2.9 -2.4 0.2 -4.3 0.4 4.1
1994
-20.17 -22.25 6.3 -13.6 -14.2 6.9 2.7 -2.6 4.8 10.2 -4.2 2.5 -9.1 -8.1
1993
+100.42 +95.06 14.7 0.7 10.5 3.4 -5.9 11.1 5.7 6.5 -1.1 12.9 -2.6 18.8
1992
-10.90 -13.41 2.3 -5.5 -0.6 4.1 15.7 -14.6 6.8 -6.9 -5.2 1.9 -0.8 -5.5
1991
+111.70 +105.41 6.8 13.7 -2.4 3.3 14.3 -7.6 2.2 14.7 3.2 10.2 -7.5 32.8
1990
-1.92 -7.56 -5.7 -1.7 -1.8 -1.8 9.2 5.0 16.0 -21.4 -16.6 21.3 1.0 2.7
1989
+98.20 +89.40 12.7 8.5 -6.5 8.3 10.3 -4.7 1.3 16.9 13.4 -4.5 4.9 13.4
1988
+36.81 +31.02 20.8 3.5 -6.7 1.9 -1.8 16.1 -3.1 -3.2 3.3 0.5 0.0 3.7
1987
- - -21.6 -11.5 -1.4 18.4 -4.4 -36.0 -7.3 -2.8

ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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