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DGEIX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGEIX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DGEIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Equity Portfolio Institutional Class (DGEIX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
252.96%
369.64%
DGEIX
SCHD

Key characteristics

Sharpe Ratio

DGEIX:

0.30

SCHD:

0.18

Sortino Ratio

DGEIX:

0.54

SCHD:

0.35

Omega Ratio

DGEIX:

1.08

SCHD:

1.05

Calmar Ratio

DGEIX:

0.29

SCHD:

0.18

Martin Ratio

DGEIX:

1.13

SCHD:

0.64

Ulcer Index

DGEIX:

4.66%

SCHD:

4.44%

Daily Std Dev

DGEIX:

17.47%

SCHD:

15.99%

Max Drawdown

DGEIX:

-60.58%

SCHD:

-33.37%

Current Drawdown

DGEIX:

-9.13%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, DGEIX achieves a -2.97% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, DGEIX has underperformed SCHD with an annualized return of 7.37%, while SCHD has yielded a comparatively higher 10.28% annualized return.


DGEIX

YTD

-2.97%

1M

-2.92%

6M

-5.35%

1Y

5.71%

5Y*

12.75%

10Y*

7.37%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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DGEIX vs. SCHD - Expense Ratio Comparison

DGEIX has a 0.25% 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%.


Expense ratio chart for DGEIX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGEIX: 0.25%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

DGEIX vs. SCHD — Risk-Adjusted Performance Rank

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

DGEIX
The Risk-Adjusted Performance Rank of DGEIX is 4242
Overall Rank
The Sharpe Ratio Rank of DGEIX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DGEIX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DGEIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DGEIX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of DGEIX is 4242
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGEIX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) 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.


The chart of Sharpe ratio for DGEIX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.00
DGEIX: 0.30
SCHD: 0.18
The chart of Sortino ratio for DGEIX, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.00
DGEIX: 0.54
SCHD: 0.35
The chart of Omega ratio for DGEIX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
DGEIX: 1.08
SCHD: 1.05
The chart of Calmar ratio for DGEIX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.00
DGEIX: 0.29
SCHD: 0.18
The chart of Martin ratio for DGEIX, currently valued at 1.13, compared to the broader market0.0010.0020.0030.0040.00
DGEIX: 1.13
SCHD: 0.64

The current DGEIX Sharpe Ratio is 0.30, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of DGEIX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.30
0.18
DGEIX
SCHD

Dividends

DGEIX vs. SCHD - Dividend Comparison

DGEIX's dividend yield for the trailing twelve months is around 1.80%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
DGEIX
DFA Global Equity Portfolio Institutional Class
1.80%1.71%1.97%1.89%1.67%1.44%1.73%1.99%1.83%1.91%1.99%1.88%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DGEIX vs. SCHD - Drawdown Comparison

The maximum DGEIX drawdown since its inception was -60.58%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DGEIX and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.13%
-11.47%
DGEIX
SCHD

Volatility

DGEIX vs. SCHD - Volatility Comparison

DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 12.37% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that DGEIX'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.37%
11.20%
DGEIX
SCHD