DFUSX vs. SFNNX

Last updated Jun 13, 2026

DFUSX (DFA U.S. Large Company Portfolio) and SFNNX (Schwab Fundamental International Large Company Index Fund) are both mutual funds - DFUSX is a Large Cap Blend Equities fund managed by Dimensional, while SFNNX is a Foreign Large Cap Equities fund managed by Charles Schwab. Over the past 10 years, DFUSX returned 15.30%/yr vs 11.97%/yr for SFNNX. A 0.78 correlation means they provide meaningful diversification when combined. DFUSX charges 0.08%/yr vs 0.25%/yr for SFNNX.

Performance

DFUSX vs. SFNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Company Portfolio (DFUSX) and Schwab Fundamental International Large Company Index Fund (SFNNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUSX achieves a 8.57% return, which is significantly lower than SFNNX's 18.29% return. Over the past 10 years, DFUSX has outperformed SFNNX with an annualized return of 15.30%, while SFNNX has yielded a comparatively lower 11.97% annualized return.

DFUSX

• 1D: 1.80%
• 1M: -0.12%
• YTD: 8.57%
• 6M: 8.90%
• 1Y: 25.09%
• 3Y*: 20.99%
• 5Y*: 13.26%
• 10Y*: 15.30%

SFNNX

• 1D: 3.14%
• 1M: -0.06%
• YTD: 18.29%
• 6M: 20.46%
• 1Y: 40.42%
• 3Y*: 22.71%
• 5Y*: 12.78%
• 10Y*: 11.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFUSX vs. SFNNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFUSX DFA U.S. Large Company Portfolio	8.57%	17.76%	24.91%	26.28%	-18.14%	28.53%	18.41%	32.08%	-4.45%	21.04%
SFNNX Schwab Fundamental International Large Company Index Fund	18.29%	41.06%	2.27%	19.88%	-7.95%	14.38%	4.35%	18.09%	-13.96%	23.95%

Correlation

The correlation between DFUSX and SFNNX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.78

The correlation between DFUSX and SFNNX shifts across timeframes, from 0.66 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DFUSX vs. SFNNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUSX

DFUSX Risk / Return Rank: 74
DFUSX Sharpe Ratio Rank: 74
DFUSX Sortino Ratio Rank: 71
DFUSX Omega Ratio Rank: 70
DFUSX Calmar Ratio Rank: 74
DFUSX Martin Ratio Rank: 84

SFNNX

SFNNX Risk / Return Rank: 88
SFNNX Sharpe Ratio Rank: 91
SFNNX Sortino Ratio Rank: 84
SFNNX Omega Ratio Rank: 84
SFNNX Calmar Ratio Rank: 90
SFNNX Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFUSX vs. SFNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and Schwab Fundamental International Large Company Index Fund (SFNNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFUSX	SFNNX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.65	-0.62
Sortino ratio: Return per unit of downside risk	2.79	3.41	-0.63
Omega ratio: Gain probability vs. loss probability	1.36	1.48	-0.12
Calmar ratio: Return relative to maximum drawdown	2.76	3.80	-1.04
Martin ratio: Return relative to average drawdown	12.54	13.95	-1.41

DFUSX vs. SFNNX - Sharpe Ratio Comparison

The current DFUSX Sharpe Ratio is 2.03, which is comparable to the SFNNX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of DFUSX and SFNNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFUSX vs. SFNNX - Drawdown Comparison

The maximum DFUSX drawdown since its inception was -54.96%, smaller than the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for DFUSX and SFNNX.

Drawdown Indicators

	DFUSX	SFNNX	Difference
Max Drawdown Largest peak-to-trough decline	-54.96%	-59.60%	+4.64%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-10.63%	+1.75%
Max Drawdown (3Y) Largest decline over 3 years	-18.76%	-13.78%	-4.98%
Max Drawdown (5Y) Largest decline over 5 years	-24.58%	-25.66%	+1.08%
Max Drawdown (10Y) Largest decline over 10 years	-33.79%	-40.23%	+6.44%
Current Drawdown Current decline from peak	-2.81%	-2.67%	-0.14%
Average Drawdown Average peak-to-trough decline	-10.59%	-11.95%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	2.89%	-0.95%

Volatility

DFUSX vs. SFNNX - Volatility Comparison

The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 4.46%, while Schwab Fundamental International Large Company Index Fund (SFNNX) has a volatility of 6.43%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUSX	SFNNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	6.43%	-1.97%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	12.71%	-2.98%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	15.24%	-3.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	15.73%	+1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.10%	17.33%	+0.77%

DFUSX vs. SFNNX - Expense Ratio Comparison

DFUSX has a 0.08% expense ratio, which is lower than SFNNX'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%.

Dividends

DFUSX vs. SFNNX - Dividend Comparison

DFUSX's dividend yield for the trailing twelve months is around 0.98%, less than SFNNX's 4.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUSX DFA U.S. Large Company Portfolio	0.98%	1.04%	1.24%	4.17%	6.24%	6.57%	3.82%	2.74%	2.64%	1.56%	1.95%	2.87%
SFNNX Schwab Fundamental International Large Company Index Fund	4.32%	5.11%	3.61%	3.26%	2.92%	3.81%	2.42%	3.69%	3.51%	2.70%	3.21%	2.92%

Frequently Asked Questions

Can I hold both DFUSX and SFNNX in my portfolio?

DFUSX and SFNNX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUSX or SFNNX?

SFNNX has higher volatility (6.43%) compared to DFUSX (4.46%). In terms of maximum drawdown, DFUSX dropped -54.96% vs SFNNX's -59.60%.

Which has better risk-adjusted returns?

SFNNX currently has the higher Sharpe Ratio (2.65 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.