Performance analysis of DFEM (DIMENSIONAL EMERGING MARKETS CORE EQUITY 2 ETF)
Annual Return
Over the past 3 years, DFEM has had an average annual return of +23.81%, outperforming the benchmark SPY, which returned +22.77% annual.
Since Apr 27, 2022, DFEM has had an average annual return of +16.07%, underperforming the benchmark SPY, which returned +17.30% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +27.23% | +29.49% | +7.53% | +13.92% | -8.68% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.53% | +6.13% | -8.35% | +12.54% | +5.68% | +2.29% | +27.23% | ||||||
| 2025 | +0.12% | +0.15% | +0.99% | +0.45% | +5.38% | +6.86% | +0.87% | +3.07% | +4.76% | +3.21% | -1.30% | +1.89% | +29.49% |
| 2024 | -3.57% | +3.45% | +2.51% | +0.86% | +2.22% | +2.43% | +0.56% | +0.78% | +4.92% | -3.56% | -1.40% | -1.52% | +7.53% |
| 2023 | +8.46% | -5.88% | +3% | -0.08% | -1.87% | +4.64% | +5.74% | -5.36% | -1.97% | -3.65% | +7.71% | +3.70% | +13.92% |
| 2022 | +1.13% | +0% | -6.98% | -0.13% | -1.11% | -11.14% | -1.03% | +15.86% | -3.54% | -8.68% |
Drawdown analysis of DFEM (DIMENSIONAL EMERGING MARKETS CORE EQUITY 2 ETF)
The maximum drawdown for the DFEM was -20.81%, occurring on Oct 24, 2022. Recovery took 190 trading sessions.
Since Apr 27, 2022 DFEM has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.81% | May 4, 2022 | 119 | Oct 24, 2022 | 190 | Jul 28, 2023 | 309 |
| -18.09% | Oct 7, 2024 | 125 | Apr 8, 2025 | 39 | Jun 4, 2025 | 164 |
| -12.13% | Feb 25, 2026 | 23 | Mar 30, 2026 | 13 | Apr 17, 2026 | 36 |
| -11.00% | Jul 31, 2023 | 63 | Oct 27, 2023 | 77 | Feb 20, 2024 | 140 |
| -8.86% | Jul 12, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
| -5.27% | May 8, 2026 | 7 | May 19, 2026 | 4 | May 26, 2026 | 11 |
| -4.66% | Oct 29, 2025 | 17 | Nov 21, 2025 | 27 | Jan 2, 2026 | 44 |
| -4.50% | Apr 9, 2024 | 5 | Apr 16, 2024 | 12 | May 2, 2024 | 17 |
| -4.08% | Oct 8, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -3.89% | May 17, 2024 | 11 | Jun 4, 2024 | 20 | Jul 3, 2024 | 31 |
| -3.06% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -2.75% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -2.65% | Jun 12, 2025 | 5 | Jun 20, 2025 | 2 | Jun 24, 2025 | 7 |
| -2.07% | Apr 17, 2026 | 2 | Apr 21, 2026 | 7 | Apr 30, 2026 | 9 |
| -1.70% | Jul 3, 2025 | 1 | Jul 7, 2025 | 7 | Jul 16, 2025 | 8 |
| -1.67% | Sep 17, 2025 | 7 | Sep 26, 2025 | 3 | Oct 1, 2025 | 10 |
| -1.66% | Feb 22, 2024 | 4 | Feb 28, 2024 | 5 | Mar 6, 2024 | 9 |
| -1.60% | Aug 22, 2025 | 6 | Sep 2, 2025 | 4 | Sep 8, 2025 | 10 |
| -1.43% | Oct 2, 2024 | 1 | Oct 3, 2024 | 2 | Oct 7, 2024 | 3 |
| -1.39% | Mar 12, 2024 | 5 | Mar 19, 2024 | 9 | Apr 2, 2024 | 14 |
| -1.16% | Feb 11, 2026 | 1 | Feb 12, 2026 | 5 | Feb 20, 2026 | 6 |
| -1.13% | Aug 13, 2025 | 1 | Aug 14, 2025 | 6 | Aug 22, 2025 | 7 |
| -1.08% | Sep 26, 2024 | 2 | Sep 30, 2024 | 2 | Oct 2, 2024 | 4 |
| -1.07% | Sep 24, 2024 | 1 | Sep 25, 2024 | 1 | Sep 26, 2024 | 2 |
| -1.04% | May 6, 2026 | 1 | May 7, 2026 | 1 | May 8, 2026 | 2 |