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.
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
|
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).
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.
The Inflation Adjusted Capital now would be 3413.59$, with a net total return of 241.36% (4.18% annualized).
The Inflation Adjusted Capital now would be 7203.48$, with a net total return of 620.35% (5.73% annualized).
Drawdowns
Worst drawdowns since August 1992.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
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?
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.