DFUSX vs. SCHX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and Schwab U.S. Large-Cap ETF (SCHX).
DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUSX or SCHX.
Performance
DFUSX vs. SCHX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DFUSX having a 26.61% return and SCHX slightly higher at 27.78%. Over the past 10 years, DFUSX has underperformed SCHX with an annualized return of 13.20%, while SCHX has yielded a comparatively higher 14.91% annualized return.
DFUSX
26.61%
3.09%
13.24%
32.76%
15.72%
13.20%
SCHX
27.78%
3.68%
14.52%
34.56%
17.33%
14.91%
Key characteristics
| DFUSX | SCHX | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.79 |
| Sortino Ratio | 3.56 | 3.71 |
| Omega Ratio | 1.50 | 1.52 |
| Calmar Ratio | 3.87 | 4.04 |
| Martin Ratio | 17.42 | 18.10 |
| Ulcer Index | 1.88% | 1.91% |
| Daily Std Dev | 12.27% | 12.37% |
| Max Drawdown | -54.96% | -34.33% |
| Current Drawdown | -0.45% | -0.30% |
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DFUSX vs. SCHX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is higher than SCHX's 0.03% 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%.
Correlation
The correlation between DFUSX and SCHX is 0.99, 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.
Risk-Adjusted Performance
DFUSX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and Schwab U.S. Large-Cap ETF (SCHX). 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
DFUSX vs. SCHX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.10%, less than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.10% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
DFUSX vs. SCHX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for DFUSX and SCHX. For additional features, visit the drawdowns tool.
Volatility
DFUSX vs. SCHX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 3.97% and 4.16%, 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.