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.
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.
Performance
DESIX vs. FNDF - Performance Comparison
Key characteristics
DESIX:
0.75
FNDF:
0.24
DESIX:
1.09
FNDF:
0.41
DESIX:
1.14
FNDF:
1.05
DESIX:
0.49
FNDF:
0.30
DESIX:
2.63
FNDF:
0.88
DESIX:
3.66%
FNDF:
3.48%
DESIX:
12.86%
FNDF:
12.59%
DESIX:
-36.73%
FNDF:
-40.14%
DESIX:
-8.47%
FNDF:
-9.33%
Returns By Period
In the year-to-date period, DESIX achieves a 7.08% return, which is significantly higher than FNDF's 2.30% return.
DESIX
7.08%
-0.52%
0.39%
9.62%
2.97%
N/A
FNDF
2.30%
-2.31%
-2.45%
3.06%
6.19%
5.48%
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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.
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 1.64%, less than FNDF's 4.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 1.64% | 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 | 4.01% | 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
The current volatility for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) is 2.57%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 3.38%. 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.