DVAL vs. SCHV
Compare and contrast key facts about BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and Schwab U.S. Large-Cap Value ETF (SCHV).
DVAL and SCHV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVAL is an actively managed fund by BrandywineGLOBAL. It was launched on Oct 31, 2014. SCHV is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Value Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
DVAL vs. SCHV - Performance Comparison
Loading graphics...
DVAL vs. SCHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF | 2.49% | 8.74% | 12.84% | 8.73% | 1.78% |
SCHV Schwab U.S. Large-Cap Value ETF | 3.48% | 16.02% | 14.13% | 8.93% | 2.40% |
Returns By Period
In the year-to-date period, DVAL achieves a 2.49% return, which is significantly lower than SCHV's 3.48% return.
DVAL
- 1D
- 1.57%
- 1M
- -3.40%
- YTD
- 2.49%
- 6M
- 3.51%
- 1Y
- 11.25%
- 3Y*
- 10.89%
- 5Y*
- —
- 10Y*
- —
SCHV
- 1D
- 2.01%
- 1M
- -4.93%
- YTD
- 3.48%
- 6M
- 5.85%
- 1Y
- 17.14%
- 3Y*
- 14.31%
- 5Y*
- 9.28%
- 10Y*
- 10.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DVAL vs. SCHV - Expense Ratio Comparison
DVAL has a 0.49% expense ratio, which is higher than SCHV's 0.04% expense ratio.
Return for Risk
DVAL vs. SCHV — Risk / Return Rank
DVAL
SCHV
DVAL vs. SCHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and Schwab U.S. Large-Cap Value ETF (SCHV). 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.
| DVAL | SCHV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.12 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.60 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.53 | -0.52 |
Martin ratioReturn relative to average drawdown | 4.68 | 7.23 | -2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DVAL | SCHV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.12 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.68 | +0.03 |
Correlation
The correlation between DVAL and SCHV 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
DVAL vs. SCHV - Dividend Comparison
DVAL's dividend yield for the trailing twelve months is around 1.95%, less than SCHV's 1.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF | 1.95% | 2.00% | 2.82% | 1.16% | 13.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHV Schwab U.S. Large-Cap Value ETF | 1.97% | 2.02% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 2.65% | 2.69% |
Drawdowns
DVAL vs. SCHV - Drawdown Comparison
The maximum DVAL drawdown since its inception was -18.11%, smaller than the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for DVAL and SCHV.
Loading graphics...
Drawdown Indicators
| DVAL | SCHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.11% | -37.08% | +18.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -11.93% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.08% | — |
Current DrawdownCurrent decline from peak | -4.50% | -4.96% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -3.86% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.53% | +0.11% |
Volatility
DVAL vs. SCHV - Volatility Comparison
The current volatility for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) is 3.47%, while Schwab U.S. Large-Cap Value ETF (SCHV) has a volatility of 4.24%. This indicates that DVAL experiences smaller price fluctuations and is considered to be less risky than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DVAL | SCHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 4.24% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 8.08% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 15.44% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 14.48% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.41% | 16.91% | -2.50% |