DUSQX vs. SCHX

In the year-to-date period, DUSQX achieves a 0.66% return, which is significantly lower than SCHX's 0.81% return. Over the past 10 years, DUSQX has underperformed SCHX with an annualized return of 11.06%, while SCHX has yielded a comparatively higher 14.11% annualized return.

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DUSQX has a 0.13% expense ratio, which is higher than SCHX's 0.03% 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%.

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 ETF (SCHX). 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.

The current DUSQX Sharpe Ratio is 0.65, which is comparable to the SCHX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DUSQX and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DUSQX's dividend yield for the trailing twelve months is around 1.09%, less than SCHX's 1.22% yield.

The maximum DUSQX drawdown since its inception was -34.83%, roughly equal to the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for DUSQX and SCHX.

DFA U.S. Large Cap Equity Portfolio (DUSQX) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 4.67% and 4.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.