DXIV vs. SCHC

Last updated Aug 2, 2026

DXIV (Dimensional International Vector Equity ETF) and SCHC (Schwab International Small-Cap Equity ETF) are both Foreign Small & Mid Cap Equities funds. DXIV is actively managed, while SCHC is passively managed. Over the past year, DXIV returned 29.14% vs 18.31% for SCHC. Their correlation of 0.92 means they have usually moved in the same direction. DXIV charges 0.30%/yr vs 0.08%/yr for SCHC.

Performance

DXIV vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Vector Equity ETF (DXIV) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXIV achieves a 13.02% return, which is significantly higher than SCHC's 6.41% return.

DXIV

• 1D: -0.23%
• 1M: 2.25%
• 6M: 7.10%
• YTD: 13.02%
• 1Y: 29.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 24.63%

SCHC

• 1D: -0.41%
• 1M: -0.43%
• 6M: -0.74%
• YTD: 6.41%
• 1Y: 18.31%
• 3Y*: 15.24%
• 5Y*: 5.74%
• 10Y*: 7.79%
• ALL TIME*: 7.02%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DXIV Dimensional International Vector Equity ETF	$2.19M	$2.08M	$1.51M
SCHC Schwab International Small-Cap Equity ETF	$13.36M	$16.20M	$17.01M

DXIV vs. SCHC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DXIV Dimensional International Vector Equity ETF	13.02%	39.12%	-3.78%
SCHC Schwab International Small-Cap Equity ETF	6.41%	37.59%	-3.48%

Correlation

The correlation between DXIV and SCHC is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (All Time) Calculated using the full available price history since Sep 12, 2024	0.92

The correlation between DXIV and SCHC has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

DXIV vs. SCHC - Sectors Allocation Comparison

Sectors	DXIV	SCHC
Industrials	18.4%	20.4%
Financial Services	17.9%	16.0%
Basic Materials	11.8%	13.3%
Consumer Cyclical	11.6%	9.3%
Technology	8.8%	8.1%
Energy	8.2%	5.5%
Healthcare	7.4%	5.0%
Consumer Defensive	6.4%	3.9%
Communication Services	5.5%	2.6%
Utilities	2.5%	2.8%
Real Estate	1.5%	6.2%

Return for Risk

DXIV vs. SCHC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DXIV

DXIV Risk / Return Rank: 83
DXIV Sharpe Ratio Rank: 87
DXIV Sortino Ratio Rank: 85
DXIV Omega Ratio Rank: 85
DXIV Calmar Ratio Rank: 76
DXIV Martin Ratio Rank: 80

SCHC

SCHC Risk / Return Rank: 43
SCHC Sharpe Ratio Rank: 45
SCHC Sortino Ratio Rank: 44
SCHC Omega Ratio Rank: 44
SCHC Calmar Ratio Rank: 41
SCHC Martin Ratio Rank: 41

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DXIV vs. SCHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Vector Equity ETF (DXIV) and Schwab International Small-Cap Equity ETF (SCHC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DXIV	SCHC	Difference
Sharpe ratio: Return per unit of total volatility	2.06	1.10	+0.96
Sortino ratio: Return per unit of downside risk	2.82	1.61	+1.21
Omega ratio: Gain probability vs. loss probability	1.37	1.20	+0.16
Calmar ratio: Return relative to maximum drawdown	2.67	1.46	+1.21
Martin ratio: Return relative to average drawdown	10.36	4.54	+5.82

DXIV vs. SCHC - Sharpe Ratio Comparison

The current DXIV Sharpe Ratio is 2.06, which is higher than the SCHC Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DXIV and SCHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DXIV vs. SCHC - Drawdown Comparison

The maximum DXIV drawdown since its inception was -13.71%, smaller than the maximum SCHC drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for DXIV and SCHC.

Drawdown Indicators

	DXIV	SCHC	Difference
Max Drawdown Largest peak-to-trough decline	-13.71%	-43.94%	+30.23%
Max Drawdown (1Y) Largest decline over 1 year	-10.84%	-12.48%	+1.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-36.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.94%	—
Current Drawdown Current decline from peak	-0.23%	-6.00%	+5.77%
Average Drawdown Average peak-to-trough decline	-2.41%	-10.01%	+7.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	4.02%	-1.23%

Volatility

DXIV vs. SCHC - Volatility Comparison

The current volatility for Dimensional International Vector Equity ETF (DXIV) is 4.28%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 4.78%. This indicates that DXIV experiences smaller price fluctuations and is considered to be less risky than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXIV	SCHC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	4.78%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	12.10%	14.46%	-2.36%
Volatility (1Y) Calculated over the trailing 1-year period	14.05%	16.55%	-2.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.37%	17.65%	-2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.37%	17.82%	-2.45%

DXIV vs. SCHC - Expense Ratio Comparison

DXIV has a 0.30% expense ratio, which is higher than SCHC's 0.08% expense ratio.

Dividends

DXIV vs. SCHC - Dividend Comparison

DXIV's dividend yield for the trailing twelve months is around 2.34%, less than SCHC's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DXIV Dimensional International Vector Equity ETF	2.34%	2.50%	0.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHC Schwab International Small-Cap Equity ETF	3.48%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%

Frequently Asked Questions

Can I hold both DXIV and SCHC in my portfolio?

With a correlation of 0.90, DXIV and SCHC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DXIV or SCHC?

SCHC has higher volatility (4.78%) compared to DXIV (4.28%). In terms of maximum drawdown, DXIV dropped -13.71% vs SCHC's -43.94%.

Which ETF is better, DXIV or SCHC?

On 1-year performance, DXIV leads with 29.14% vs 18.31% for SCHC. On fees, SCHC is cheaper at 0.08% per year. On volatility, DXIV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DXIV or SCHC?

Over the 1-year period, DXIV has performed better with a 29.14% return vs 18.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DXIV or SCHC?

SCHC is cheaper with a 0.08% expense ratio, compared with 0.30% for DXIV.

Which ETF pays a higher dividend yield, DXIV or SCHC?

SCHC has the higher dividend yield at 3.48%, compared with 2.34% for DXIV.

What is the main difference between DXIV and SCHC?

They also come from different issuers: Dimensional and Charles Schwab. Their fees differ too: 0.30% for DXIV and 0.08% for SCHC.

Which has better risk-adjusted returns?

DXIV currently has the higher Sharpe Ratio (2.06 vs 1.10), 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.