DFLV vs. SCHD
Compare and contrast key facts about Dimensional US Large Cap Value ETF (DFLV) and Schwab US Dividend Equity ETF (SCHD).
DFLV and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFLV is an actively managed fund by Dimensional. It was launched on Dec 6, 2022. 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: DFLV or SCHD.
Key characteristics
| DFLV | SCHD | |
|---|---|---|
| YTD Return | 14.89% | 13.60% |
| 1Y Return | 26.99% | 24.10% |
| Sharpe Ratio | 2.32 | 2.19 |
| Sortino Ratio | 3.21 | 3.14 |
| Omega Ratio | 1.40 | 1.38 |
| Calmar Ratio | 2.49 | 1.93 |
| Martin Ratio | 12.09 | 11.49 |
| Ulcer Index | 2.33% | 2.22% |
| Daily Std Dev | 12.11% | 11.64% |
| Max Drawdown | -11.29% | -33.37% |
| Current Drawdown | -0.81% | -0.58% |
Correlation
The correlation between DFLV and SCHD is 0.92, 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
DFLV vs. SCHD - Performance Comparison
In the year-to-date period, DFLV achieves a 14.89% return, which is significantly higher than SCHD's 13.60% 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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DFLV vs. SCHD - Expense Ratio Comparison
DFLV has a 0.22% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFLV vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Value ETF (DFLV) 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
DFLV vs. SCHD - Dividend Comparison
DFLV's dividend yield for the trailing twelve months is around 1.66%, less than SCHD's 3.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLV Dimensional US Large Cap Value ETF | 1.66% | 1.72% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DFLV vs. SCHD - Drawdown Comparison
The maximum DFLV drawdown since its inception was -11.29%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DFLV and SCHD. For additional features, visit the drawdowns tool.
Volatility
DFLV vs. SCHD - Volatility Comparison
Dimensional US Large Cap Value ETF (DFLV) has a higher volatility of 2.91% compared to Schwab US Dividend Equity ETF (SCHD) at 2.39%. This indicates that DFLV'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.