Correlation
The correlation between DCLVX and SCHX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DCLVX vs. SCHX
Compare and contrast key facts about Dunham Large Cap Value Fund (DCLVX) and Schwab U.S. Large-Cap ETF (SCHX).
DCLVX is managed by Dunham. It was launched on Dec 10, 2004. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCLVX or SCHX.
Performance
DCLVX vs. SCHX - Performance Comparison
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Key characteristics
DCLVX:
0.59
SCHX:
0.77
DCLVX:
0.77
SCHX:
1.14
DCLVX:
1.11
SCHX:
1.17
DCLVX:
0.47
SCHX:
0.76
DCLVX:
1.63
SCHX:
2.86
DCLVX:
4.64%
SCHX:
5.06%
DCLVX:
15.92%
SCHX:
19.84%
DCLVX:
-58.91%
SCHX:
-34.33%
DCLVX:
-4.86%
SCHX:
-3.59%
Returns By Period
In the year-to-date period, DCLVX achieves a 1.41% return, which is significantly higher than SCHX's 0.99% return. Over the past 10 years, DCLVX has underperformed SCHX with an annualized return of 7.19%, while SCHX has yielded a comparatively higher 14.12% annualized return.
DCLVX
1.41%
4.83%
-4.71%
9.24%
6.54%
12.03%
7.19%
SCHX
0.99%
6.53%
-1.24%
15.26%
15.50%
16.69%
14.12%
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DCLVX vs. SCHX - Expense Ratio Comparison
DCLVX has a 2.10% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
DCLVX vs. SCHX — Risk-Adjusted Performance Rank
DCLVX
SCHX
DCLVX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Large Cap Value Fund (DCLVX) and Schwab U.S. Large-Cap ETF (SCHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
DCLVX vs. SCHX - Dividend Comparison
DCLVX's dividend yield for the trailing twelve months is around 4.76%, more than SCHX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCLVX Dunham Large Cap Value Fund | 4.76% | 4.83% | 5.01% | 2.30% | 6.51% | 0.30% | 2.88% | 4.61% | 1.15% | 0.95% | 36.57% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.22% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
Drawdowns
DCLVX vs. SCHX - Drawdown Comparison
The maximum DCLVX drawdown since its inception was -58.91%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for DCLVX and SCHX.
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Volatility
DCLVX vs. SCHX - Volatility Comparison
The current volatility for Dunham Large Cap Value Fund (DCLVX) is 4.22%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.86%. This indicates that DCLVX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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