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DESIX vs. FNDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DESIX vs. FNDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Schwab Fundamental International Large Company Index ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

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DESIX vs. FNDF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DESIX
DFA Emerging Markets Sustainability Core 1 Portfolio
-1.30%27.87%6.66%14.24%-18.07%24.59%14.05%16.69%-6.48%
FNDF
Schwab Fundamental International Large Company Index ETF
8.23%40.99%2.29%20.22%-7.78%14.97%3.61%18.46%-10.87%

Returns By Period

In the year-to-date period, DESIX achieves a -1.30% return, which is significantly lower than FNDF's 8.23% return.


DESIX

1D
-1.13%
1M
-11.90%
YTD
-1.30%
6M
0.35%
1Y
24.39%
3Y*
13.31%
5Y*
8.46%
10Y*

FNDF

1D
2.95%
1M
-7.26%
YTD
8.23%
6M
17.33%
1Y
40.22%
3Y*
20.38%
5Y*
12.44%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DESIX vs. FNDF — Risk / Return Rank

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

DESIX
DESIX Risk / Return Rank: 7676
Overall Rank
DESIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DESIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DESIX Omega Ratio Rank: 7777
Omega Ratio Rank
DESIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
DESIX Martin Ratio Rank: 6868
Martin Ratio Rank

FNDF
FNDF Risk / Return Rank: 9595
Overall Rank
FNDF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 9595
Sortino Ratio Rank
FNDF Omega Ratio Rank: 9595
Omega Ratio Rank
FNDF Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNDF Martin Ratio Rank: 9494
Martin Ratio Rank
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.

DESIX vs. FNDF - Risk-Adjusted Trends 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.


DESIXFNDFDifference

Sharpe ratio

Return per unit of total volatility

1.54

2.31

-0.78

Sortino ratio

Return per unit of downside risk

2.03

3.02

-0.99

Omega ratio

Gain probability vs. loss probability

1.29

1.46

-0.17

Calmar ratio

Return relative to maximum drawdown

1.68

3.52

-1.84

Martin ratio

Return relative to average drawdown

6.42

13.78

-7.36

DESIX vs. FNDF - Sharpe Ratio Comparison

The current DESIX Sharpe Ratio is 1.54, which is lower than the FNDF Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of DESIX and FNDF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DESIXFNDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.31

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.78

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.49

0.00

Correlation

The correlation between DESIX and FNDF is 0.71, 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

DESIX vs. FNDF - Dividend Comparison

DESIX's dividend yield for the trailing twelve months is around 2.67%, less than FNDF's 3.18% yield.


TTM20252024202320222021202020192018201720162015
DESIX
DFA Emerging Markets Sustainability Core 1 Portfolio
2.67%2.63%2.79%2.85%2.51%22.49%1.38%1.99%1.21%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.18%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%

Drawdowns

DESIX vs. FNDF - Drawdown Comparison

The maximum DESIX drawdown since its inception was -36.03%, 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.


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Drawdown Indicators


DESIXFNDFDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-40.14%

+4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-11.08%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.09%

-25.56%

-3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-12.70%

-7.26%

-5.44%

Average Drawdown

Average peak-to-trough decline

-7.86%

-7.72%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.83%

+0.49%

Volatility

DESIX vs. FNDF - Volatility Comparison

The current volatility for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) is 7.33%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 8.06%. This indicates that DESIX experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DESIXFNDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

8.06%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

11.42%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

17.50%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

16.05%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

17.64%

+0.87%