DESIX vs. FNDF
Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Schwab Fundamental International Large Company Index ETF (FNDF).
DESIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 26, 2018. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DESIX or FNDF.
Performance
DESIX vs. FNDF - Performance Comparison
Returns By Period
In the year-to-date period, DESIX achieves a 7.87% return, which is significantly higher than FNDF's 4.38% return.
DESIX
7.87%
-3.70%
1.23%
12.43%
4.30%
N/A
FNDF
4.38%
-3.11%
-1.57%
10.21%
7.28%
5.41%
Key characteristics
| DESIX | FNDF | |
|---|---|---|
| Sharpe Ratio | 0.94 | 0.82 |
| Sortino Ratio | 1.36 | 1.16 |
| Omega Ratio | 1.17 | 1.15 |
| Calmar Ratio | 0.62 | 1.24 |
| Martin Ratio | 4.10 | 3.80 |
| Ulcer Index | 2.97% | 2.71% |
| Daily Std Dev | 12.91% | 12.61% |
| Max Drawdown | -36.73% | -40.14% |
| Current Drawdown | -7.80% | -7.48% |
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DESIX vs. FNDF - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Correlation
The correlation between DESIX and FNDF is 0.72, 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.
Risk-Adjusted Performance
DESIX vs. FNDF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Schwab Fundamental International Large Company Index ETF (FNDF). 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.
Dividends
DESIX vs. FNDF - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.65%, less than FNDF's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.65% | 2.84% | 2.52% | 1.99% | 1.39% | 1.99% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.12% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
Drawdowns
DESIX vs. FNDF - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.73%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for DESIX and FNDF. For additional features, visit the drawdowns tool.
Volatility
DESIX vs. FNDF - Volatility Comparison
DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 3.80% and 3.89%, 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.