Dimensional Emerging Markets Core Equity 2 ETF (DFEM) Total Returns
Growth of $10,000 chart
2022-04-27 to 2026-04-21 to
$
%
%
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Investment Performance
Final Value
$16,264
Total Return
62.64%
CAGR
12.99%
Dividends
$1,039.17
Yield on Cost
10.39%
Rolling Returns
1-Month (21 Trading Days)
| Average | +1.07% |
| Median | +1.09% |
| Best | +15.90% |
| Worst | -12.15% |
| % of Windows Positive | 60.9% |
1-Year (252 Trading Days)
| Average | +14.44% |
| Median | +12.20% |
| Best | +60.27% |
| Worst | -7.07% |
| % of Windows Positive | 94.9% |
3-Year (756 Trading Days)
Risk Metrics
| Maximum Drawdown | -21.02% |
| Average Drawdown | -5.27% |
| Drawdown Duration | 309 Trading Days |
| Sortino Ratio | 1.18 |
| Calmar Ratio | 0.62 |
| CVaR (5%) | -2.41% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +14.42% (+55.78% ann.) | +$1442.08 | $13.91 | $2.78 | $0.02 |
| 2025 | +28.85% | +$2884.92 | $295.78 | $59.15 | $0.48 |
| 2024 | +7.00% | +$700.08 | $264.20 | $52.84 | $0.43 |
| 2023 | +13.34% | +$1334.41 | $266.18 | $53.24 | $0.43 |
| 2022 partial | -9.04% (-13.08% ann.) | $904.16 | $178.62 | $35.72 | $0.29 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Inflation shock / duration crash / aggressive tightening partial | April 27, 2022 – November 9, 2022 | -14.56% | -25.42% | $1456.03 | $118.20 | $23.64 | $0.19 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +25.41% | +12.99% | +$2541.26 | $563.72 | $112.75 | $0.91 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – April 21, 2026 | +46.42% | +27.14% | +$4641.58 | $377.93 | $75.58 | $0.61 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2022-06-22 | $0.0690 | 0.29% |
| 2022-09-20 | $0.2270 | 1.01% |
| 2022-12-20 | $0.1500 | 0.66% |
| 2023-03-21 | $0.0270 | 0.12% |
| 2023-06-21 | $0.1550 | 0.64% |
| 2023-09-19 | $0.2900 | 1.20% |
| 2023-12-19 | $0.1220 | 0.50% |
| 2024-03-19 | $0.0330 | 0.13% |
| 2024-06-18 | $0.1900 | 0.71% |
| 2024-09-17 | $0.2560 | 0.95% |
| 2024-12-17 | $0.1760 | 0.65% |
| 2025-03-25 | $0.0610 | 0.22% |
| 2025-06-24 | $0.2470 | 0.85% |
| 2025-09-23 | $0.2590 | 0.80% |
| 2025-12-16 | $0.2020 | 0.62% |
| 2026-03-24 | $0.0460 | 0.13% |
| Total | 16 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2022-04-27 to 2026-04-21. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2022-06-22 | $27.50 | $5.50 | $0.04 | 0.9441 |
| 2022-09-20 | $90.70 | $18.14 | $0.15 | 3.2708 |
| 2022-12-20 | $60.42 | $12.08 | $0.10 | 2.1518 |
| 2023-03-21 | $10.93 | $2.19 | $0.02 | 0.3812 |
| 2023-06-21 | $62.83 | $12.57 | $0.10 | 2.0763 |
| 2023-09-19 | $118.16 | $23.63 | $0.19 | 3.9721 |
| 2023-12-19 | $50.19 | $10.04 | $0.08 | 1.6356 |
| 2024-03-19 | $13.63 | $2.73 | $0.02 | 0.4310 |
| 2024-06-18 | $78.56 | $15.71 | $0.13 | 2.3343 |
| 2024-09-17 | $106.45 | $21.29 | $0.17 | 3.1938 |
| 2024-12-17 | $73.74 | $14.75 | $0.12 | 2.2010 |
| 2025-03-25 | $25.69 | $5.14 | $0.04 | 0.7578 |
| 2025-06-24 | $104.22 | $20.84 | $0.17 | 2.8400 |
| 2025-09-23 | $110.02 | $22.00 | $0.18 | 2.7297 |
| 2025-12-16 | $86.36 | $17.27 | $0.14 | 2.1473 |
| 2026-03-24 | $19.77 | $3.95 | $0.03 | 0.4594 |
| Total | $1039.17 | $207.83 | $1.68 | 31.5263 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.