SCHE vs. DFCEX
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and DFA Emerging Markets Core Equity Fund (DFCEX).
SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. DFCEX is managed by Dimensional. It was launched on Apr 4, 2005.
Performance
SCHE vs. DFCEX - Performance Comparison
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SCHE vs. DFCEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 0.61% | 26.54% | 10.60% | 8.93% | -17.84% | -0.65% | 14.49% | 20.31% | -13.57% | 32.70% |
DFCEX DFA Emerging Markets Core Equity Fund | 0.90% | 28.79% | 7.31% | 15.45% | -16.44% | 5.82% | 13.86% | 16.03% | -15.25% | 36.55% |
Returns By Period
In the year-to-date period, SCHE achieves a 0.61% return, which is significantly lower than DFCEX's 0.90% return. Over the past 10 years, SCHE has underperformed DFCEX with an annualized return of 7.68%, while DFCEX has yielded a comparatively higher 8.62% annualized return.
SCHE
- 1D
- 3.26%
- 1M
- -6.74%
- YTD
- 0.61%
- 6M
- 1.48%
- 1Y
- 22.98%
- 3Y*
- 13.98%
- 5Y*
- 3.67%
- 10Y*
- 7.68%
DFCEX
- 1D
- -0.97%
- 1M
- -11.43%
- YTD
- 0.90%
- 6M
- 4.73%
- 1Y
- 28.56%
- 3Y*
- 15.10%
- 5Y*
- 6.21%
- 10Y*
- 8.62%
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SCHE vs. DFCEX - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is lower than DFCEX's 0.40% expense ratio.
Return for Risk
SCHE vs. DFCEX — Risk / Return Rank
SCHE
DFCEX
SCHE vs. DFCEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and DFA Emerging Markets Core Equity Fund (DFCEX). 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.
| SCHE | DFCEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.87 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.43 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.12 | -0.24 |
Martin ratioReturn relative to average drawdown | 7.14 | 8.20 | -1.05 |
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
| SCHE | DFCEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.87 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.44 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.55 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.39 | -0.17 |
Correlation
The correlation between SCHE and DFCEX is 0.91, 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
SCHE vs. DFCEX - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 2.86%, less than DFCEX's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 2.86% | 2.88% | 3.03% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.64% | 2.31% | 2.27% | 2.50% |
DFCEX DFA Emerging Markets Core Equity Fund | 2.91% | 2.90% | 3.43% | 3.53% | 3.78% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% |
Drawdowns
SCHE vs. DFCEX - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.20%, smaller than the maximum DFCEX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for SCHE and DFCEX.
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Drawdown Indicators
| SCHE | DFCEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.20% | -64.58% | +28.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -12.12% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -33.77% | -30.05% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -36.20% | -42.33% | +6.13% |
Current DrawdownCurrent decline from peak | -8.40% | -12.12% | +3.72% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -12.70% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.14% | +0.05% |
Volatility
SCHE vs. DFCEX - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 8.44% compared to DFA Emerging Markets Core Equity Fund (DFCEX) at 7.12%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than DFCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHE | DFCEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 7.12% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 10.75% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 15.12% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 14.32% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 15.76% | +3.67% |