DCOR vs. SCHX

Last updated Apr 2, 2026

Compare and contrast key facts about Dimensional US Core Equity 1 ETF (DCOR) and Schwab U.S. Large-Cap ETF (SCHX).

DCOR and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DCOR is an actively managed fund by Dimensional. It was launched on Sep 12, 2023. 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

DCOR vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

DCOR vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	-1.28%	15.96%	21.19%	7.83%
SCHX Schwab U.S. Large-Cap ETF	-3.70%	17.46%	24.88%	7.57%

Returns By Period

In the year-to-date period, DCOR achieves a -1.28% return, which is significantly higher than SCHX's -3.70% return.

DCOR

• 1D: 0.60%
• 1M: -4.23%
• YTD: -1.28%
• 6M: 1.09%
• 1Y: 19.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCOR vs. SCHX - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is higher than SCHX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

DCOR

Dimensional US Core Equity 1 ETF

SCHX

Schwab U.S. Large-Cap ETF

Return for Risk

DCOR vs. SCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DCOR

DCOR Risk / Return Rank: 61
DCOR Sharpe Ratio Rank: 57
DCOR Sortino Ratio Rank: 60
DCOR Omega Ratio Rank: 62
DCOR Calmar Ratio Rank: 58
DCOR Martin Ratio Rank: 69

SCHX

SCHX Risk / Return Rank: 58
SCHX Sharpe Ratio Rank: 52
SCHX Sortino Ratio Rank: 56
SCHX Omega Ratio Rank: 59
SCHX Calmar Ratio Rank: 57
SCHX Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DCOR vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) 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.

	DCOR	SCHX	Difference
Sharpe ratio Return per unit of total volatility	1.06	0.98	+0.08
Sortino ratio Return per unit of downside risk	1.59	1.50	+0.09
Omega ratio Gain probability vs. loss probability	1.24	1.23	+0.01
Calmar ratio Return relative to maximum drawdown	1.57	1.51	+0.06
Martin ratio Return relative to average drawdown	7.41	7.02	+0.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCOR vs. SCHX - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 1.06, which is comparable to the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DCOR and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DCOR	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	0.98	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	0.80	+0.32

Correlation

The correlation between DCOR and SCHX is 0.97, 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

DCOR vs. SCHX - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 1.03%, less than SCHX's 1.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCOR Dimensional US Core Equity 1 ETF	1.03%	0.97%	0.98%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

DCOR vs. SCHX - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for DCOR and SCHX.

Drawdown Indicators

	DCOR	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-34.33%	+15.23%
Max Drawdown (1Y) Largest decline over 1 year	-12.42%	-12.19%	-0.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-5.21%	-5.67%	+0.46%
Average Drawdown Average peak-to-trough decline	-2.30%	-4.00%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	2.62%	+0.01%

Volatility

DCOR vs. SCHX - Volatility Comparison

Dimensional US Core Equity 1 ETF (DCOR) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 5.16% and 5.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCOR	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	5.36%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	9.67%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	18.03%	18.33%	-0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.38%	17.13%	-1.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.38%	18.13%	-2.75%