DISV vs. FNDC
Compare and contrast key facts about Dimensional International Small Cap Value ETF (DISV) and Schwab Fundamental International Small Co. Index ETF (FNDC).
DISV and FNDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DISV is an actively managed fund by Dimensional Fund Advisors. It was launched on Mar 23, 2022. FNDC is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company Developed x US. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISV or FNDC.
Key characteristics
| DISV | FNDC | |
|---|---|---|
| YTD Return | 8.54% | 4.00% |
| 1Y Return | 20.53% | 16.78% |
| Sharpe Ratio | 1.44 | 1.21 |
| Sortino Ratio | 1.97 | 1.76 |
| Omega Ratio | 1.25 | 1.22 |
| Calmar Ratio | 2.64 | 0.93 |
| Martin Ratio | 8.12 | 6.55 |
| Ulcer Index | 2.59% | 2.59% |
| Daily Std Dev | 14.66% | 13.95% |
| Max Drawdown | -26.77% | -43.22% |
| Current Drawdown | -6.08% | -6.52% |
Correlation
The correlation between DISV and FNDC is 0.96, 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.
Performance
DISV vs. FNDC - Performance Comparison
In the year-to-date period, DISV achieves a 8.54% return, which is significantly higher than FNDC's 4.00% 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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DISV vs. FNDC - Expense Ratio Comparison
DISV has a 0.42% expense ratio, which is higher than FNDC's 0.39% expense ratio.
Risk-Adjusted Performance
DISV vs. FNDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap Value ETF (DISV) and Schwab Fundamental International Small Co. Index ETF (FNDC). 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
DISV vs. FNDC - Dividend Comparison
DISV's dividend yield for the trailing twelve months is around 2.74%, less than FNDC's 2.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISV Dimensional International Small Cap Value ETF | 2.74% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.83% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
Drawdowns
DISV vs. FNDC - Drawdown Comparison
The maximum DISV drawdown since its inception was -26.77%, smaller than the maximum FNDC drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for DISV and FNDC. For additional features, visit the drawdowns tool.
Volatility
DISV vs. FNDC - Volatility Comparison
Dimensional International Small Cap Value ETF (DISV) has a higher volatility of 3.96% compared to Schwab Fundamental International Small Co. Index ETF (FNDC) at 3.77%. This indicates that DISV's price experiences larger fluctuations and is considered to be riskier than FNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.