DISVX vs. SCHY

Last updated Apr 2, 2026

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. 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.

Performance

DISVX vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Value Portfolio (DISVX) and Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

DISVX vs. SCHY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DISVX DFA International Small Cap Value Portfolio	3.04%	52.17%	7.88%	17.58%	-9.80%	2.37%
SCHY Schwab International Dividend Equity ETF	7.07%	33.98%	-1.79%	14.27%	-9.43%	4.08%

Returns By Period

In the year-to-date period, DISVX achieves a 3.04% return, which is significantly lower than SCHY's 7.07% return.

DISVX

• 1D: 3.04%
• 1M: -8.51%
• YTD: 3.04%
• 6M: 10.60%
• 1Y: 41.86%
• 3Y*: 23.14%
• 5Y*: 13.65%
• 10Y*: 10.34%

SCHY

• 1D: 0.25%
• 1M: -4.32%
• YTD: 7.07%
• 6M: 14.73%
• 1Y: 29.70%
• 3Y*: 15.16%
• 5Y*: —
• 10Y*: —

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

DISVX vs. SCHY - Expense Ratio Comparison

DISVX has a 0.46% expense ratio, which is higher than SCHY's 0.14% expense ratio.

DISVX

DFA International Small Cap Value Portfolio

SCHY

Schwab International Dividend Equity ETF

Return for Risk

DISVX vs. SCHY — Risk / Return Rank

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

DISVX

DISVX Risk / Return Rank: 95
DISVX Sharpe Ratio Rank: 97
DISVX Sortino Ratio Rank: 95
DISVX Omega Ratio Rank: 95
DISVX Calmar Ratio Rank: 93
DISVX Martin Ratio Rank: 93

SCHY

SCHY Risk / Return Rank: 91
SCHY Sharpe Ratio Rank: 92
SCHY Sortino Ratio Rank: 93
SCHY Omega Ratio Rank: 91
SCHY Calmar Ratio Rank: 91
SCHY Martin Ratio Rank: 90

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.

DISVX vs. SCHY - Risk-Adjusted Trends 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.

	DISVX	SCHY	Difference
Sharpe ratio Return per unit of total volatility	2.59	2.14	+0.46
Sortino ratio Return per unit of downside risk	3.17	2.83	+0.34
Omega ratio Gain probability vs. loss probability	1.52	1.41	+0.11
Calmar ratio Return relative to maximum drawdown	2.98	3.29	-0.31
Martin ratio Return relative to average drawdown	11.76	12.05	-0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DISVX vs. SCHY - Sharpe Ratio Comparison

The current DISVX Sharpe Ratio is 2.59, which is comparable to the SCHY Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of DISVX and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DISVX	SCHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.59	2.14	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.67	-0.16

Correlation

The correlation between DISVX and SCHY is 0.84, 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.

Dividends

DISVX vs. SCHY - Dividend Comparison

DISVX's dividend yield for the trailing twelve months is around 7.00%, more than SCHY's 3.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISVX DFA International Small Cap Value Portfolio	7.00%	7.17%	4.56%	3.87%	2.40%	3.51%	1.84%	3.97%	5.91%	3.77%	5.85%	3.51%
SCHY Schwab International Dividend Equity ETF	3.47%	3.55%	4.64%	3.97%	3.67%	1.73%	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 -61.57%, 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.

Drawdown Indicators

	DISVX	SCHY	Difference
Max Drawdown Largest peak-to-trough decline	-61.57%	-24.04%	-37.53%
Max Drawdown (1Y) Largest decline over 1 year	-13.26%	-9.11%	-4.15%
Max Drawdown (5Y) Largest decline over 5 years	-27.43%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.24%	—	—
Current Drawdown Current decline from peak	-9.95%	-5.90%	-4.05%
Average Drawdown Average peak-to-trough decline	-12.23%	-5.00%	-7.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	2.49%	+0.87%

Volatility

DISVX vs. SCHY - Volatility Comparison

DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 7.27% compared to Schwab International Dividend Equity ETF (SCHY) at 5.39%. 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.

Volatility by Period

	DISVX	SCHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.27%	5.39%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	11.02%	9.04%	+1.98%
Volatility (1Y) Calculated over the trailing 1-year period	16.51%	13.95%	+2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.98%	13.24%	+2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.74%	13.24%	+3.50%