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DFFVX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFFVX and SCHD is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFFVX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Targeted Value Portfolio (DFFVX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
150.37%
370.37%
DFFVX
SCHD

Key characteristics

Sharpe Ratio

DFFVX:

-0.07

SCHD:

0.23

Sortino Ratio

DFFVX:

0.07

SCHD:

0.43

Omega Ratio

DFFVX:

1.01

SCHD:

1.06

Calmar Ratio

DFFVX:

-0.06

SCHD:

0.23

Martin Ratio

DFFVX:

-0.20

SCHD:

0.84

Ulcer Index

DFFVX:

8.18%

SCHD:

4.38%

Daily Std Dev

DFFVX:

23.99%

SCHD:

15.99%

Max Drawdown

DFFVX:

-65.13%

SCHD:

-33.37%

Current Drawdown

DFFVX:

-18.70%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, DFFVX achieves a -11.28% return, which is significantly lower than SCHD's -5.04% return. Over the past 10 years, DFFVX has underperformed SCHD with an annualized return of 4.27%, while SCHD has yielded a comparatively higher 10.35% annualized return.


DFFVX

YTD

-11.28%

1M

-6.95%

6M

-9.89%

1Y

-3.10%

5Y*

17.22%

10Y*

4.27%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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DFFVX vs. SCHD - Expense Ratio Comparison

DFFVX has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for DFFVX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFFVX: 0.29%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

DFFVX vs. SCHD — Risk-Adjusted Performance Rank

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

DFFVX
The Risk-Adjusted Performance Rank of DFFVX is 2222
Overall Rank
The Sharpe Ratio Rank of DFFVX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DFFVX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of DFFVX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of DFFVX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of DFFVX is 2121
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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.

DFFVX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) 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.


The chart of Sharpe ratio for DFFVX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
DFFVX: -0.07
SCHD: 0.23
The chart of Sortino ratio for DFFVX, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.00
DFFVX: 0.07
SCHD: 0.43
The chart of Omega ratio for DFFVX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
DFFVX: 1.01
SCHD: 1.06
The chart of Calmar ratio for DFFVX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.00
DFFVX: -0.06
SCHD: 0.23
The chart of Martin ratio for DFFVX, currently valued at -0.20, compared to the broader market0.0010.0020.0030.0040.0050.00
DFFVX: -0.20
SCHD: 0.84

The current DFFVX Sharpe Ratio is -0.07, which is lower than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DFFVX and SCHD, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.07
0.23
DFFVX
SCHD

Dividends

DFFVX vs. SCHD - Dividend Comparison

DFFVX's dividend yield for the trailing twelve months is around 1.71%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
DFFVX
DFA U.S. Targeted Value Portfolio
1.71%1.40%2.26%5.17%8.12%1.52%3.82%5.95%5.58%4.24%5.84%5.52%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DFFVX vs. SCHD - Drawdown Comparison

The maximum DFFVX drawdown since its inception was -65.13%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DFFVX and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.70%
-11.33%
DFFVX
SCHD

Volatility

DFFVX vs. SCHD - Volatility Comparison

DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 14.84% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that DFFVX'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.84%
11.25%
DFFVX
SCHD