DUSQX vs. SCHG
Compare and contrast key facts about DFA U.S. Large Cap Equity Portfolio (DUSQX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DUSQX is managed by Dimensional. It was launched on Jun 25, 2013. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
DUSQX vs. SCHG - Performance Comparison
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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 | -3.28% | 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 | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, DUSQX achieves a -3.28% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, DUSQX has underperformed SCHG with an annualized return of 13.55%, while SCHG has yielded a comparatively higher 16.95% annualized return.
DUSQX
- 1D
- 2.83%
- 1M
- -4.94%
- YTD
- -3.28%
- 6M
- -1.20%
- 1Y
- 17.29%
- 3Y*
- 17.90%
- 5Y*
- 10.76%
- 10Y*
- 13.55%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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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%.
Return for Risk
DUSQX vs. SCHG — Risk / Return Rank
DUSQX
SCHG
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 ratioReturn per unit of total volatility | 1.01 | 0.76 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.24 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.09 | +0.16 |
Martin ratioReturn relative to average drawdown | 6.18 | 3.71 | +2.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUSQX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.76 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.57 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.79 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.79 | -0.08 |
Correlation
The correlation between DUSQX and SCHG is 0.92, 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
DUSQX vs. SCHG - Dividend Comparison
DUSQX's dividend yield for the trailing twelve months is around 1.05%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSQX DFA U.S. Large Cap Equity Portfolio | 1.05% | 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 | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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.
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Drawdown Indicators
| DUSQX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.83% | -34.59% | -0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -16.41% | +4.13% |
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 DrawdownCurrent decline from peak | -5.73% | -12.51% | +6.78% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -5.22% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 4.84% | -2.31% |
Volatility
DUSQX vs. SCHG - Volatility Comparison
The current volatility for DFA U.S. Large Cap Equity Portfolio (DUSQX) is 5.21%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. 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.
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Volatility by Period
| DUSQX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 6.77% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 12.54% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 22.45% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 22.31% | -5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 21.51% | -3.83% |