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. 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.
Performance
DESIX vs. FNDF - Performance Comparison
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DESIX vs. FNDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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%
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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
DESIX
FNDF
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.
| DESIX | FNDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 2.31 | -0.78 |
Sortino ratioReturn per unit of downside risk | 2.03 | 3.02 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.52 | -1.84 |
Martin ratioReturn relative to average drawdown | 6.42 | 13.78 | -7.36 |
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
| DESIX | FNDF | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DESIX | FNDF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.70% | -7.26% | -5.44% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -7.72% | -0.14% |
Ulcer IndexDepth 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
| DESIX | FNDF | Difference | |
|---|---|---|---|
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% |