DISVX vs. SCHY
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and Schwab International Dividend Equity ETF (SCHY).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or SCHY.
Key characteristics
| DISVX | SCHY | |
|---|---|---|
| YTD Return | 9.94% | 1.56% |
| 1Y Return | 20.14% | 7.56% |
| 3Y Return (Ann) | 5.18% | 2.11% |
| Sharpe Ratio | 1.55 | 0.71 |
| Daily Std Dev | 12.76% | 11.21% |
| Max Drawdown | -60.04% | -24.04% |
| Current Drawdown | 0.00% | -0.24% |
Correlation
The correlation between DISVX and SCHY is 0.87, 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
DISVX vs. SCHY - Performance Comparison
In the year-to-date period, DISVX achieves a 9.94% return, which is significantly higher than SCHY's 1.56% 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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DISVX vs. SCHY - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than SCHY's 0.14% expense ratio.
Risk-Adjusted Performance
DISVX vs. SCHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and Schwab International Dividend Equity ETF (SCHY). 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
DISVX vs. SCHY - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.53%, less than SCHY's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.53% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% | 3.60% |
SCHY Schwab International Dividend Equity ETF | 4.58% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DISVX vs. SCHY - Drawdown Comparison
The maximum DISVX drawdown since its inception was -60.04%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for DISVX and SCHY. For additional features, visit the drawdowns tool.
Volatility
DISVX vs. SCHY - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 3.45% compared to Schwab International Dividend Equity ETF (SCHY) at 2.55%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.