DFQTX vs. SCHD
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Schwab US Dividend Equity ETF (SCHD).
DFQTX is managed by Dimensional Fund Advisors LP. 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: DFQTX or SCHD.
Key characteristics
| DFQTX | SCHD | |
|---|---|---|
| YTD Return | 25.22% | 18.08% |
| 1Y Return | 38.37% | 30.78% |
| 3Y Return (Ann) | 9.63% | 7.17% |
| 5Y Return (Ann) | 15.33% | 13.03% |
| 10Y Return (Ann) | 11.98% | 11.72% |
| Sharpe Ratio | 3.11 | 2.85 |
| Sortino Ratio | 4.21 | 4.10 |
| Omega Ratio | 1.58 | 1.51 |
| Calmar Ratio | 4.91 | 3.16 |
| Martin Ratio | 20.28 | 15.75 |
| Ulcer Index | 1.99% | 2.04% |
| Daily Std Dev | 12.92% | 11.24% |
| Max Drawdown | -59.35% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFQTX and SCHD is 0.87, 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
DFQTX vs. SCHD - Performance Comparison
In the year-to-date period, DFQTX achieves a 25.22% return, which is significantly higher than SCHD's 18.08% return. Both investments have delivered pretty close results over the past 10 years, with DFQTX having a 11.98% annualized return and SCHD not far behind at 11.72%. 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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DFQTX vs. SCHD - Expense Ratio Comparison
DFQTX has a 0.19% 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
DFQTX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) 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
DFQTX vs. SCHD - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.11%, less than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.11% | 1.34% | 1.51% | 1.10% | 1.30% | 1.39% | 1.64% | 1.58% | 1.61% | 1.73% | 1.49% | 1.31% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DFQTX vs. SCHD - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DFQTX and SCHD. For additional features, visit the drawdowns tool.
Volatility
DFQTX vs. SCHD - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 4.38% compared to Schwab US Dividend Equity ETF (SCHD) at 3.41%. This indicates that DFQTX'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.