DFAS vs. SCHD
Compare and contrast key facts about Dimensional U.S. Small Cap ETF (DFAS) and Schwab US Dividend Equity ETF (SCHD).
DFAS and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAS or SCHD.
Performance
DFAS vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DFAS achieves a 16.17% return, which is significantly lower than SCHD's 17.35% return.
DFAS
16.17%
6.13%
13.90%
29.69%
N/A
N/A
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| DFAS | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.60 | 2.40 |
| Sortino Ratio | 2.31 | 3.44 |
| Omega Ratio | 1.28 | 1.42 |
| Calmar Ratio | 2.45 | 3.63 |
| Martin Ratio | 8.99 | 12.99 |
| Ulcer Index | 3.39% | 2.05% |
| Daily Std Dev | 19.10% | 11.09% |
| Max Drawdown | -24.77% | -33.37% |
| Current Drawdown | -2.12% | -0.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFAS vs. SCHD - Expense Ratio Comparison
DFAS has a 0.34% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between DFAS and SCHD is 0.84, 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
DFAS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap ETF (DFAS) and Schwab US Dividend Equity ETF (SCHD). 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
DFAS vs. SCHD - Dividend Comparison
DFAS's dividend yield for the trailing twelve months is around 0.87%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAS Dimensional U.S. Small Cap ETF | 0.87% | 1.00% | 1.03% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DFAS vs. SCHD - Drawdown Comparison
The maximum DFAS drawdown since its inception was -24.77%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DFAS and SCHD. For additional features, visit the drawdowns tool.
Volatility
DFAS vs. SCHD - Volatility Comparison
Dimensional U.S. Small Cap ETF (DFAS) has a higher volatility of 7.07% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that DFAS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.