DUSQX vs. SCHG

Last updated Jun 5, 2026

DUSQX (DFA U.S. Large Cap Equity Portfolio) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both funds - DUSQX is a Large Cap Blend Equities fund managed by Dimensional, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, DUSQX returned 14.94%/yr vs 18.74%/yr for SCHG. Their correlation of 0.92 suggests significant overlap in exposure. DUSQX charges 0.13%/yr vs 0.04%/yr for SCHG.

Performance

DUSQX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Equity Portfolio (DUSQX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUSQX achieves a 10.86% return, which is significantly higher than SCHG's 6.78% return. Over the past 10 years, DUSQX has underperformed SCHG with an annualized return of 14.94%, while SCHG has yielded a comparatively higher 18.74% annualized return.

DUSQX

• 1D: -0.70%
• 1M: 3.87%
• YTD: 10.86%
• 6M: 10.81%
• 1Y: 27.31%
• 3Y*: 21.96%
• 5Y*: 12.69%
• 10Y*: 14.94%

SCHG

• 1D: 0.35%
• 1M: 4.73%
• YTD: 6.78%
• 6M: 6.01%
• 1Y: 24.63%
• 3Y*: 25.14%
• 5Y*: 15.67%
• 10Y*: 18.74%

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

DUSQX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUSQX DFA U.S. Large Cap Equity Portfolio	10.86%	16.76%	24.25%	24.23%	-16.85%	24.31%	18.89%	31.52%	-6.22%	22.09%
SCHG Schwab U.S. Large-Cap Growth ETF	6.78%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between DUSQX and SCHG is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.92

The correlation between DUSQX and SCHG has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

Return for Risk

DUSQX vs. SCHG — Risk / Return Rank

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

DUSQX

DUSQX Risk / Return Rank: 74
DUSQX Sharpe Ratio Rank: 73
DUSQX Sortino Ratio Rank: 70
DUSQX Omega Ratio Rank: 66
DUSQX Calmar Ratio Rank: 75
DUSQX Martin Ratio Rank: 85

SCHG

SCHG Risk / Return Rank: 40
SCHG Sharpe Ratio Rank: 46
SCHG Sortino Ratio Rank: 44
SCHG Omega Ratio Rank: 45
SCHG Calmar Ratio Rank: 31
SCHG Martin Ratio Rank: 34

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.

DUSQX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Equity Portfolio (DUSQX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

	DUSQX	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.48	1.60	+0.89
Sortino ratio: Return per unit of downside risk	3.46	2.18	+1.29
Omega ratio: Gain probability vs. loss probability	1.45	1.28	+0.17
Calmar ratio: Return relative to maximum drawdown	3.33	1.51	+1.82
Martin ratio: Return relative to average drawdown	15.63	5.04	+10.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUSQX vs. SCHG - Sharpe Ratio Comparison

The current DUSQX Sharpe Ratio is 2.48, which is higher than the SCHG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DUSQX and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DUSQX	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	1.60	+0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.71	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	0.87	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.85	-0.07

Drawdowns

DUSQX vs. SCHG - Drawdown Comparison

The maximum DUSQX drawdown since its inception was -34.83%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DUSQX and SCHG.

Drawdown Indicators

	DUSQX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-34.83%	-34.59%	-0.24%
Max Drawdown (1Y) Largest decline over 1 year	-8.32%	-16.41%	+8.09%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	-23.39%	+4.39%
Max Drawdown (5Y) Largest decline over 5 years	-24.05%	-34.59%	+10.54%
Max Drawdown (10Y) Largest decline over 10 years	-34.83%	-34.59%	-0.24%
Current Drawdown Current decline from peak	-0.70%	-1.44%	+0.74%
Average Drawdown Average peak-to-trough decline	-4.13%	-5.20%	+1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	4.90%	-3.14%

Volatility

DUSQX vs. SCHG - Volatility Comparison

The current volatility for DFA U.S. Large Cap Equity Portfolio (DUSQX) is 2.72%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.61%. This indicates that DUSQX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSQX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.72%	3.61%	-0.89%
Volatility (6M) Calculated over the trailing 6-month period	8.66%	11.62%	-2.96%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	15.49%	-4.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	22.26%	-5.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.68%	21.55%	-3.87%

DUSQX vs. SCHG - Expense Ratio Comparison

DUSQX has a 0.13% expense ratio, which is higher than SCHG's 0.04% 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%.

Dividends

DUSQX vs. SCHG - Dividend Comparison

DUSQX's dividend yield for the trailing twelve months is around 0.92%, more than SCHG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUSQX DFA U.S. Large Cap Equity Portfolio	0.92%	0.98%	1.11%	4.95%	4.84%	2.45%	1.42%	1.65%	1.79%	1.62%	1.80%	1.75%
SCHG Schwab U.S. Large-Cap Growth ETF	0.36%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both DUSQX and SCHG in my portfolio?

DUSQX and SCHG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUSQX or SCHG?

SCHG has higher volatility (3.61%) compared to DUSQX (2.72%). In terms of maximum drawdown, DUSQX dropped -34.83% vs SCHG's -34.59%.

Which has better risk-adjusted returns?

DUSQX currently has the higher Sharpe Ratio (2.48 vs 1.60), 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.