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Benchmark SP 500  1,642   9.70  Index Moved Down -0.59% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 DFA Emerging Markets Value I  vs   Vanguard Emerging Mkts Stock I
 Compare Fundamentals  
Daily Returns (%)
DFEVX   VEIEX   
 
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Assuming 30 trading days horizon, DFA Emerging Markets Value I is expected to under-perform the Vanguard. In addition to that, DFA Emerging is 1.08 times more volatile than Vanguard Emerging Mkts Stock Idx. It trades about -0.58 of its total potential returns per unit of risk. Vanguard Emerging Mkts Stock Idx is currently generating about -0.59 per unit of volatility. If you would invest  2,789  in Vanguard Emerging Mkts Stock Idx on May 20, 2013 and sell it today you would lose (248.00) from holding Vanguard Emerging Mkts Stock Idx or give up 8.89% of portfolio value over 30 days.

Diversification

Almost no diversification
Overlapping area represents amount of risk that can be diversified away by holding DFA Emerging Markets Value I and Vanguard Emerging Mkts Stock I in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.95
Parameters
Time Period1 Month [change]
DirectionPositive VEIEX Moved Up vs DFEVX
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
DFEVX   VEIEX   

DFA Emerging Markets Value I

 
    
DFA Emerging
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days DFA Emerging Markets Value I has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for DFA Emerging

Vanguard Emerging Mkts Stk Idx InstlPlus vs. DFA Emerging Markets Value I
Vanguard Emerging Mkts Stock Idx vs. DFA Emerging Markets Value I
Vanguard Emerging Mkts Stock Idx Adm vs. DFA Emerging Markets Value I
Vanguard Emerging Mkts Stock Idx Signal vs. DFA Emerging Markets Value I
Vanguard Emerging Mkts Stock Idx I vs. DFA Emerging Markets Value I
Oppenheimer Developing Markets N vs. DFA Emerging Markets Value I
Oppenheimer Developing Markets A vs. DFA Emerging Markets Value I
Oppenheimer Developing Markets I vs. DFA Emerging Markets Value I
Oppenheimer Developing Markets C vs. DFA Emerging Markets Value I
Oppenheimer Developing Markets Y vs. DFA Emerging Markets Value I
  

Vanguard Emerging Mkts Stock Idx

 
    
Vanguard
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Vanguard Emerging Mkts Stock Idx has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Vanguard

Vanguard Emerging Mkts Stk Idx InstlPlus vs. Vanguard Emerging Mkts Stock Idx
Vanguard Emerging Mkts Stock Idx Adm vs. Vanguard Emerging Mkts Stock Idx
Vanguard Emerging Mkts Stock Idx Signal vs. Vanguard Emerging Mkts Stock Idx
Vanguard Emerging Mkts Stock Idx I vs. Vanguard Emerging Mkts Stock Idx
Oppenheimer Developing Markets N vs. Vanguard Emerging Mkts Stock Idx
Oppenheimer Developing Markets A vs. Vanguard Emerging Mkts Stock Idx
Oppenheimer Developing Markets I vs. Vanguard Emerging Mkts Stock Idx
Oppenheimer Developing Markets C vs. Vanguard Emerging Mkts Stock Idx
Oppenheimer Developing Markets Y vs. Vanguard Emerging Mkts Stock Idx


 
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