DFSV vs. SCHG
Compare and contrast key facts about Dimensional US Small Cap Value ETF (DFSV) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DFSV and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSV is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSV or SCHG.
Key characteristics
| DFSV | SCHG | |
|---|---|---|
| YTD Return | 13.65% | 34.22% |
| 1Y Return | 36.62% | 47.39% |
| Sharpe Ratio | 1.65 | 2.71 |
| Sortino Ratio | 2.47 | 3.48 |
| Omega Ratio | 1.30 | 1.49 |
| Calmar Ratio | 2.64 | 3.74 |
| Martin Ratio | 8.76 | 14.90 |
| Ulcer Index | 3.97% | 3.10% |
| Daily Std Dev | 21.14% | 17.06% |
| Max Drawdown | -17.96% | -34.59% |
| Current Drawdown | -1.12% | 0.00% |
Correlation
The correlation between DFSV and SCHG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFSV vs. SCHG - Performance Comparison
In the year-to-date period, DFSV achieves a 13.65% return, which is significantly lower than SCHG's 34.22% 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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DFSV vs. SCHG - Expense Ratio Comparison
DFSV has a 0.31% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
DFSV vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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
DFSV vs. SCHG - Dividend Comparison
DFSV's dividend yield for the trailing twelve months is around 1.17%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 1.17% | 1.29% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
DFSV vs. SCHG - Drawdown Comparison
The maximum DFSV drawdown since its inception was -17.96%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DFSV and SCHG. For additional features, visit the drawdowns tool.
Volatility
DFSV vs. SCHG - Volatility Comparison
Dimensional US Small Cap Value ETF (DFSV) has a higher volatility of 8.12% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.35%. This indicates that DFSV's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.