DFLVX vs. FNDX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
DFLVX vs. FNDX - Performance Comparison
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DFLVX vs. FNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 4.08% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -6.92% | 31.73% | 9.12% | 28.65% | -7.30% | 17.12% |
Returns By Period
In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly higher than FNDX's 2.98% return. Over the past 10 years, DFLVX has underperformed FNDX with an annualized return of 11.15%, while FNDX has yielded a comparatively higher 13.29% annualized return.
DFLVX
- 1D
- 1.90%
- 1M
- -3.73%
- YTD
- 4.08%
- 6M
- 8.89%
- 1Y
- 18.62%
- 3Y*
- 14.87%
- 5Y*
- 10.06%
- 10Y*
- 11.15%
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
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DFLVX vs. FNDX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than FNDX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFLVX vs. FNDX — Risk / Return Rank
DFLVX
FNDX
DFLVX vs. FNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.
| DFLVX | FNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.26 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.82 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.65 | -0.25 |
Martin ratioReturn relative to average drawdown | 6.16 | 7.91 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFLVX | FNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.26 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.79 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.76 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.74 | -0.23 |
Correlation
The correlation between DFLVX and FNDX is 0.96, 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.
Dividends
DFLVX vs. FNDX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.62%, which matches FNDX's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.62% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
Drawdowns
DFLVX vs. FNDX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than FNDX's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for DFLVX and FNDX.
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Drawdown Indicators
| DFLVX | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -37.72% | -27.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.25% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -19.06% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -37.72% | -4.07% |
Current DrawdownCurrent decline from peak | -4.06% | -4.00% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -3.59% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.56% | +0.24% |
Volatility
DFLVX vs. FNDX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.16% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.84%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFLVX | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.84% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 8.06% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 16.18% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 15.26% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 17.51% | +0.89% |