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DFIS vs. SCHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DFIS vs. SCHC

Last updated May 12, 2025

Compare and contrast key facts about Dimensional International Small Cap ETF (DFIS) and Schwab International Small-Cap Equity ETF (SCHC).

DFIS and SCHC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIS is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. SCHC is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). It was launched on Jan 14, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIS or SCHC.

Correlation

The correlation between DFIS and SCHC is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

DFIS vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Small Cap ETF (DFIS) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DFIS:

8.83%

SCHC:

7.90%

Max Drawdown

DFIS:

-0.43%

SCHC:

-0.44%

Current Drawdown

DFIS:

0.00%

SCHC:

0.00%

Returns By Period

DFIS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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DFIS vs. SCHC - Expense Ratio Comparison

DFIS has a 0.39% expense ratio, which is higher than SCHC's 0.11% expense ratio.

DFIS
Dimensional International Small Cap ETF
SCHC
Schwab International Small-Cap Equity ETF

Risk-Adjusted Performance

DFIS vs. SCHC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFIS
The Risk-Adjusted Performance Rank of DFIS is 7474
Overall Rank
The Sharpe Ratio Rank of DFIS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFIS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DFIS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DFIS is 7373
Martin Ratio Rank
SCHC
The Risk-Adjusted Performance Rank of SCHC is 7171
Overall Rank
The Sharpe Ratio Rank of SCHC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SCHC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SCHC is 7171
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.

DFIS vs. SCHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and Schwab International Small-Cap Equity ETF (SCHC). 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.

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Dividends

DFIS vs. SCHC - Dividend Comparison

DFIS's dividend yield for the trailing twelve months is around 2.01%, less than SCHC's 3.30% yield.

TTM20242023202220212020201920182017201620152014
DFIS
Dimensional International Small Cap ETF		2.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHC
Schwab International Small-Cap Equity ETF		3.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFIS vs. SCHC - Drawdown Comparison

The maximum DFIS drawdown since its inception was -0.43%, roughly equal to the maximum SCHC drawdown of -0.44%. Use the drawdown chart below to compare losses from any high point for DFIS and SCHC. For additional features, visit the drawdowns tool.

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Volatility

DFIS vs. SCHC - Volatility Comparison

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