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 Fund Advisors LP. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLVX or FNDX.
Key characteristics
| DFLVX | FNDX | |
|---|---|---|
| YTD Return | 20.02% | 22.24% |
| 1Y Return | 30.17% | 33.43% |
| 3Y Return (Ann) | 8.32% | 12.89% |
| 5Y Return (Ann) | 10.56% | 17.74% |
| 10Y Return (Ann) | 9.43% | 14.22% |
| Sharpe Ratio | 2.73 | 3.26 |
| Sortino Ratio | 3.89 | 4.46 |
| Omega Ratio | 1.50 | 1.60 |
| Calmar Ratio | 5.35 | 5.61 |
| Martin Ratio | 15.73 | 21.53 |
| Ulcer Index | 2.10% | 1.68% |
| Daily Std Dev | 12.09% | 11.10% |
| Max Drawdown | -65.65% | -37.71% |
| Current Drawdown | -0.60% | -0.60% |
Correlation
The correlation between DFLVX and FNDX is 0.95, 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
DFLVX vs. FNDX - Performance Comparison
In the year-to-date period, DFLVX achieves a 20.02% return, which is significantly lower than FNDX's 22.24% return. Over the past 10 years, DFLVX has underperformed FNDX with an annualized return of 9.43%, while FNDX has yielded a comparatively higher 14.22% 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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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%.
Risk-Adjusted Performance
DFLVX vs. FNDX - Risk-Adjusted Performance 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.
Dividends
DFLVX vs. FNDX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.73%, less than FNDX's 3.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.73% | 1.99% | 2.05% | 1.54% | 1.97% | 1.93% | 2.22% | 1.80% | 1.90% | 2.14% | 1.72% | 1.44% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.25% | 3.56% | 3.20% | 2.41% | 3.38% | 5.67% | 4.83% | 3.81% | 3.94% | 3.85% | 3.97% | 1.24% |
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 -37.71%. Use the drawdown chart below to compare losses from any high point for DFLVX and FNDX. For additional features, visit the drawdowns tool.
Volatility
DFLVX vs. FNDX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.69% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.89%. 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.