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.
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
Key characteristics
DFLVX:
1.11
FNDX:
1.83
DFLVX:
1.65
FNDX:
2.55
DFLVX:
1.20
FNDX:
1.34
DFLVX:
1.46
FNDX:
3.18
DFLVX:
5.40
FNDX:
10.99
DFLVX:
2.48%
FNDX:
1.87%
DFLVX:
12.08%
FNDX:
11.21%
DFLVX:
-65.65%
FNDX:
-37.71%
DFLVX:
-7.68%
FNDX:
-4.73%
Returns By Period
In the year-to-date period, DFLVX achieves a 12.57% return, which is significantly lower than FNDX's 19.57% return. Over the past 10 years, DFLVX has underperformed FNDX with an annualized return of 8.50%, while FNDX has yielded a comparatively higher 14.13% annualized return.
DFLVX
12.57%
-7.09%
3.70%
13.06%
8.58%
8.50%
FNDX
19.57%
-3.66%
8.22%
20.17%
16.43%
14.13%
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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 1.45%, less than FNDX's 1.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.45% | 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 | 1.75% | 2.72% | 5.10% | 2.41% | 4.72% | 4.69% | 4.91% | 2.63% | 3.96% | 3.00% | 3.13% | 0.46% |
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) and Schwab Fundamental U.S. Large Company Index ETF (FNDX) have volatilities of 3.56% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.