DFFVX vs. SCHD
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Schwab US Dividend Equity ETF (SCHD).
DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000. 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: DFFVX or SCHD.
Key characteristics
| DFFVX | SCHD | |
|---|---|---|
| YTD Return | 17.32% | 18.08% |
| 1Y Return | 37.98% | 30.78% |
| 3Y Return (Ann) | 9.01% | 7.17% |
| 5Y Return (Ann) | 14.90% | 13.03% |
| 10Y Return (Ann) | 10.04% | 11.72% |
| Sharpe Ratio | 1.92 | 2.85 |
| Sortino Ratio | 2.81 | 4.10 |
| Omega Ratio | 1.35 | 1.51 |
| Calmar Ratio | 3.81 | 3.16 |
| Martin Ratio | 10.65 | 15.75 |
| Ulcer Index | 3.72% | 2.04% |
| Daily Std Dev | 20.60% | 11.24% |
| Max Drawdown | -64.21% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFFVX and SCHD is 0.81, 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
DFFVX vs. SCHD - Performance Comparison
The year-to-date returns for both investments are quite close, with DFFVX having a 17.32% return and SCHD slightly higher at 18.08%. Over the past 10 years, DFFVX has underperformed SCHD with an annualized return of 10.04%, while SCHD has yielded a comparatively higher 11.72% annualized 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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DFFVX vs. SCHD - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
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.
Dividends
DFFVX vs. SCHD - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.31%, less than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.31% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DFFVX vs. SCHD - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, 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.
Volatility
DFFVX vs. SCHD - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 7.88% compared to Schwab US Dividend Equity ETF (SCHD) at 3.41%. 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.