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.
Performance
DCLVX vs. SCHX - Performance Comparison
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DCLVX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCLVX Dunham Large Cap Value Fund | 0.71% | 16.84% | 9.49% | 8.41% | -9.05% | 27.52% | 1.41% | 24.85% | -9.78% | 14.06% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, DCLVX achieves a 0.71% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, DCLVX has underperformed SCHX with an annualized return of 8.80%, while SCHX has yielded a comparatively higher 14.02% annualized return.
DCLVX
- 1D
- 2.15%
- 1M
- -5.27%
- YTD
- 0.71%
- 6M
- 5.17%
- 1Y
- 17.20%
- 3Y*
- 12.02%
- 5Y*
- 7.44%
- 10Y*
- 8.80%
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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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.
Return for Risk
DCLVX vs. SCHX — Risk / Return Rank
DCLVX
SCHX
DCLVX vs. SCHX - Risk-Adjusted Trends 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.
| DCLVX | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.98 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.50 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.51 | +0.06 |
Martin ratioReturn relative to average drawdown | 7.00 | 7.02 | -0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DCLVX | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.98 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.66 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.78 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.80 | -0.48 |
Correlation
The correlation between DCLVX and SCHX is 0.91, 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.
Dividends
DCLVX vs. SCHX - Dividend Comparison
DCLVX's dividend yield for the trailing twelve months is around 4.76%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCLVX Dunham Large Cap Value Fund | 4.76% | 4.80% | 0.00% | 5.01% | 2.30% | 6.51% | 0.31% | 2.88% | 4.61% | 1.15% | 0.95% | 36.28% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
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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Drawdown Indicators
| DCLVX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -34.33% | -24.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -12.19% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.16% | -25.41% | +5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | -34.33% | -2.63% |
Current DrawdownCurrent decline from peak | -5.45% | -5.67% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -4.00% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.62% | -0.03% |
Volatility
DCLVX vs. SCHX - Volatility Comparison
The current volatility for Dunham Large Cap Value Fund (DCLVX) is 4.42%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. 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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Volatility by Period
| DCLVX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 5.36% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 9.67% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.37% | 18.33% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 17.13% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 18.13% | -1.06% |