DFEV vs. SCHG
Compare and contrast key facts about Dimensional Emerging Markets Value ETF (DFEV) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DFEV and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEV is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEV or SCHG.
Key characteristics
| DFEV | SCHG | |
|---|---|---|
| YTD Return | 9.46% | 34.42% |
| 1Y Return | 18.31% | 44.81% |
| Sharpe Ratio | 1.24 | 2.64 |
| Sortino Ratio | 1.74 | 3.39 |
| Omega Ratio | 1.23 | 1.48 |
| Calmar Ratio | 1.98 | 3.61 |
| Martin Ratio | 6.37 | 14.40 |
| Ulcer Index | 2.91% | 3.10% |
| Daily Std Dev | 14.95% | 16.93% |
| Max Drawdown | -18.49% | -34.59% |
| Current Drawdown | -7.42% | -0.11% |
Correlation
The correlation between DFEV and SCHG is 0.56, 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.
Performance
DFEV vs. SCHG - Performance Comparison
In the year-to-date period, DFEV achieves a 9.46% return, which is significantly lower than SCHG's 34.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFEV vs. SCHG - Expense Ratio Comparison
DFEV has a 0.43% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
DFEV vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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
DFEV vs. SCHG - Dividend Comparison
DFEV's dividend yield for the trailing twelve months is around 2.82%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEV Dimensional Emerging Markets Value ETF | 2.82% | 3.47% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
DFEV vs. SCHG - Drawdown Comparison
The maximum DFEV drawdown since its inception was -18.49%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DFEV and SCHG. For additional features, visit the drawdowns tool.
Volatility
DFEV vs. SCHG - Volatility Comparison
Dimensional Emerging Markets Value ETF (DFEV) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.25% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.