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DFCEX vs. SCHE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFCEX and SCHE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DFCEX vs. SCHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Core Equity Fund (DFCEX) and Schwab Emerging Markets Equity ETF (SCHE). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
78.37%
59.83%
DFCEX
SCHE

Key characteristics

Sharpe Ratio

DFCEX:

0.41

SCHE:

0.66

Sortino Ratio

DFCEX:

0.65

SCHE:

1.06

Omega Ratio

DFCEX:

1.09

SCHE:

1.14

Calmar Ratio

DFCEX:

0.37

SCHE:

0.61

Martin Ratio

DFCEX:

1.10

SCHE:

2.10

Ulcer Index

DFCEX:

5.67%

SCHE:

5.89%

Daily Std Dev

DFCEX:

15.14%

SCHE:

18.74%

Max Drawdown

DFCEX:

-64.72%

SCHE:

-36.16%

Current Drawdown

DFCEX:

-7.22%

SCHE:

-10.13%

Returns By Period

In the year-to-date period, DFCEX achieves a 1.13% return, which is significantly lower than SCHE's 3.27% return. Over the past 10 years, DFCEX has outperformed SCHE with an annualized return of 4.05%, while SCHE has yielded a comparatively lower 3.25% annualized return.


DFCEX

YTD

1.13%

1M

-0.51%

6M

-3.28%

1Y

4.93%

5Y*

9.57%

10Y*

4.05%

SCHE

YTD

3.27%

1M

-0.40%

6M

-1.78%

1Y

10.73%

5Y*

7.09%

10Y*

3.25%

*Annualized

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DFCEX vs. SCHE - Expense Ratio Comparison

DFCEX has a 0.40% expense ratio, which is higher than SCHE's 0.11% expense ratio.


Expense ratio chart for DFCEX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFCEX: 0.40%
Expense ratio chart for SCHE: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHE: 0.11%

Risk-Adjusted Performance

DFCEX vs. SCHE — Risk-Adjusted Performance Rank

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

DFCEX
The Risk-Adjusted Performance Rank of DFCEX is 4848
Overall Rank
The Sharpe Ratio Rank of DFCEX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DFCEX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DFCEX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of DFCEX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of DFCEX is 4343
Martin Ratio Rank

SCHE
The Risk-Adjusted Performance Rank of SCHE is 6767
Overall Rank
The Sharpe Ratio Rank of SCHE is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHE is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SCHE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SCHE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHE is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFCEX vs. SCHE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) and Schwab Emerging Markets Equity ETF (SCHE). 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.


The chart of Sharpe ratio for DFCEX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.00
DFCEX: 0.41
SCHE: 0.66
The chart of Sortino ratio for DFCEX, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.00
DFCEX: 0.65
SCHE: 1.06
The chart of Omega ratio for DFCEX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
DFCEX: 1.09
SCHE: 1.14
The chart of Calmar ratio for DFCEX, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.00
DFCEX: 0.37
SCHE: 0.61
The chart of Martin ratio for DFCEX, currently valued at 1.10, compared to the broader market0.0010.0020.0030.0040.0050.00
DFCEX: 1.10
SCHE: 2.10

The current DFCEX Sharpe Ratio is 0.41, which is lower than the SCHE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DFCEX and SCHE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.41
0.66
DFCEX
SCHE

Dividends

DFCEX vs. SCHE - Dividend Comparison

DFCEX's dividend yield for the trailing twelve months is around 3.43%, more than SCHE's 2.94% yield.


TTM20242023202220212020201920182017201620152014
DFCEX
DFA Emerging Markets Core Equity Fund
3.43%3.42%3.53%3.77%2.59%1.70%2.42%2.33%1.92%1.99%2.28%2.04%
SCHE
Schwab Emerging Markets Equity ETF
2.94%3.03%3.83%2.88%2.86%2.09%3.27%2.69%2.31%2.27%2.50%2.86%

Drawdowns

DFCEX vs. SCHE - Drawdown Comparison

The maximum DFCEX drawdown since its inception was -64.72%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for DFCEX and SCHE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-7.22%
-10.13%
DFCEX
SCHE

Volatility

DFCEX vs. SCHE - Volatility Comparison

The current volatility for DFA Emerging Markets Core Equity Fund (DFCEX) is 8.54%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 11.13%. This indicates that DFCEX experiences smaller price fluctuations and is considered to be less risky than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.54%
11.13%
DFCEX
SCHE