DFQTX vs. SCHD
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Schwab U.S. Dividend Equity ETF (SCHD).
DFQTX is managed by Dimensional. 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.
Performance
DFQTX vs. SCHD - Performance Comparison
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DFQTX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than SCHD's 12.79% return. Both investments have delivered pretty close results over the past 10 years, with DFQTX having a 12.61% annualized return and SCHD not far behind at 12.31%.
DFQTX
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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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%.
Return for Risk
DFQTX vs. SCHD — Risk / Return Rank
DFQTX
SCHD
DFQTX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Schwab U.S. 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.
| DFQTX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.89 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.35 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.19 | -0.19 |
Martin ratioReturn relative to average drawdown | 4.74 | 3.99 | +0.75 |
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
| DFQTX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.89 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.74 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.84 | -0.37 |
Correlation
The correlation between DFQTX and SCHD is 0.85, 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
DFQTX vs. SCHD - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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.
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Drawdown Indicators
| DFQTX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -33.37% | -25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -12.74% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -16.85% | -5.79% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -33.37% | -3.84% |
Current DrawdownCurrent decline from peak | -8.47% | -2.89% | -5.58% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -3.34% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.89% | -1.10% |
Volatility
DFQTX vs. SCHD - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 4.27% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. 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.
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Volatility by Period
| DFQTX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 2.40% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 7.96% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 15.74% | +2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 14.40% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 16.70% | +1.55% |