SCHB vs. DFISX

Last updated Jun 9, 2026

SCHB (Schwab U.S. Broad Market ETF) and DFISX (DFA International Small Company Portfolio) are both funds - SCHB is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index, while DFISX is a Foreign Small & Mid Cap Equities fund managed by Dimensional. Over the past 10 years, SCHB returned 14.83%/yr vs 7.92%/yr for DFISX. A 0.75 correlation means they provide meaningful diversification when combined. SCHB charges 0.03%/yr vs 0.39%/yr for DFISX.

Performance

SCHB vs. DFISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Broad Market ETF (SCHB) and DFA International Small Company Portfolio (DFISX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHB achieves a 9.14% return, which is significantly higher than DFISX's 6.48% return. Over the past 10 years, SCHB has outperformed DFISX with an annualized return of 14.83%, while DFISX has yielded a comparatively lower 7.92% annualized return.

SCHB

• 1D: 0.35%
• 1M: 0.46%
• YTD: 9.14%
• 6M: 9.03%
• 1Y: 24.95%
• 3Y*: 21.09%
• 5Y*: 12.31%
• 10Y*: 14.83%

DFISX

• 1D: -2.33%
• 1M: -2.44%
• YTD: 6.48%
• 6M: 9.54%
• 1Y: 21.99%
• 3Y*: 17.56%
• 5Y*: 6.48%
• 10Y*: 7.92%

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

SCHB vs. DFISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHB Schwab U.S. Broad Market ETF	9.14%	16.94%	23.93%	26.16%	-19.46%	25.84%	20.76%	30.79%	-5.43%	21.20%
DFISX DFA International Small Company Portfolio	6.48%	36.35%	3.76%	14.46%	-17.13%	10.71%	9.27%	24.18%	-19.42%	24.78%

Correlation

The correlation between SCHB and DFISX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Nov 4, 2009	0.75

The correlation between SCHB and DFISX has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

Return for Risk

SCHB vs. DFISX — Risk / Return Rank

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

SCHB

SCHB Risk / Return Rank: 68
SCHB Sharpe Ratio Rank: 68
SCHB Sortino Ratio Rank: 66
SCHB Omega Ratio Rank: 68
SCHB Calmar Ratio Rank: 62
SCHB Martin Ratio Rank: 75

DFISX

DFISX Risk / Return Rank: 32
DFISX Sharpe Ratio Rank: 34
DFISX Sortino Ratio Rank: 33
DFISX Omega Ratio Rank: 33
DFISX Calmar Ratio Rank: 28
DFISX Martin Ratio Rank: 31

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.

SCHB vs. DFISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) and DFA International Small Company Portfolio (DFISX). 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.

	SCHB	DFISX	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.59	+0.43
Sortino ratio: Return per unit of downside risk	2.73	2.25	+0.48
Omega ratio: Gain probability vs. loss probability	1.37	1.29	+0.08
Calmar ratio: Return relative to maximum drawdown	2.81	1.85	+0.96
Martin ratio: Return relative to average drawdown	12.80	6.79	+6.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHB vs. DFISX - Sharpe Ratio Comparison

The current SCHB Sharpe Ratio is 2.02, which is comparable to the DFISX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SCHB and DFISX, 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

	SCHB	DFISX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	1.59	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.41	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.49	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.46	+0.36

Drawdowns

SCHB vs. DFISX - Drawdown Comparison

The maximum SCHB drawdown since its inception was -35.27%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for SCHB and DFISX.

Drawdown Indicators

	SCHB	DFISX	Difference
Max Drawdown Largest peak-to-trough decline	-35.27%	-60.66%	+25.39%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	-11.96%	+3.05%
Max Drawdown (3Y) Largest decline over 3 years	-19.34%	-13.68%	-5.66%
Max Drawdown (5Y) Largest decline over 5 years	-25.41%	-35.06%	+9.65%
Max Drawdown (10Y) Largest decline over 10 years	-35.27%	-43.00%	+7.73%
Current Drawdown Current decline from peak	-2.63%	-4.16%	+1.53%
Average Drawdown Average peak-to-trough decline	-4.11%	-11.64%	+7.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	3.25%	-1.30%

Volatility

SCHB vs. DFISX - Volatility Comparison

Schwab U.S. Broad Market ETF (SCHB) and DFA International Small Company Portfolio (DFISX) have volatilities of 3.93% and 3.95%, 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.

Volatility by Period

	SCHB	DFISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	3.95%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	9.57%	11.30%	-1.73%
Volatility (1Y) Calculated over the trailing 1-year period	12.41%	13.94%	-1.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	15.92%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.34%	16.21%	+2.13%

SCHB vs. DFISX - Expense Ratio Comparison

SCHB has a 0.03% expense ratio, which is lower than DFISX's 0.39% expense ratio.

Dividends

SCHB vs. DFISX - Dividend Comparison

SCHB's dividend yield for the trailing twelve months is around 1.04%, less than DFISX's 2.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFISX DFA International Small Company Portfolio	2.95%	3.19%	3.39%	3.01%	3.51%	3.06%	1.71%	4.54%	7.74%	1.27%	4.44%	4.47%
SCHB Schwab U.S. Broad Market ETF	1.04%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%

Frequently Asked Questions

Can I hold both SCHB and DFISX in my portfolio?

SCHB and DFISX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHB or DFISX?

DFISX has higher volatility (3.95%) compared to SCHB (3.93%). In terms of maximum drawdown, SCHB dropped -35.27% vs DFISX's -60.66%.

Which has better risk-adjusted returns?

SCHB currently has the higher Sharpe Ratio (2.02 vs 1.59), 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.