SCHX vs. DFSB
Compare and contrast key facts about Schwab U.S. Large-Cap ETF (SCHX) and Dimensional Global Sustainability Fixed Income ETF (DFSB).
SCHX and DFSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. DFSB is an actively managed fund by Dimensional. It was launched on Nov 15, 2022.
Performance
SCHX vs. DFSB - Performance Comparison
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SCHX vs. DFSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -3.02% |
DFSB Dimensional Global Sustainability Fixed Income ETF | -0.11% | 5.22% | 2.45% | 9.37% | -0.77% |
Returns By Period
In the year-to-date period, SCHX achieves a -3.70% return, which is significantly lower than DFSB's -0.11% return.
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
DFSB
- 1D
- 0.57%
- 1M
- -2.05%
- YTD
- -0.11%
- 6M
- 0.33%
- 1Y
- 3.78%
- 3Y*
- 4.26%
- 5Y*
- —
- 10Y*
- —
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SCHX vs. DFSB - Expense Ratio Comparison
SCHX has a 0.03% expense ratio, which is lower than DFSB's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SCHX vs. DFSB — Risk / Return Rank
SCHX
DFSB
SCHX vs. DFSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and Dimensional Global Sustainability Fixed Income ETF (DFSB). 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.
| SCHX | DFSB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.91 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.26 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.27 | +0.24 |
Martin ratioReturn relative to average drawdown | 7.02 | 4.55 | +2.47 |
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
| SCHX | DFSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.91 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.87 | -0.07 |
Correlation
The correlation between SCHX and DFSB is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SCHX vs. DFSB - Dividend Comparison
SCHX's dividend yield for the trailing twelve months is around 1.16%, less than DFSB's 3.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
DFSB Dimensional Global Sustainability Fixed Income ETF | 3.30% | 3.46% | 4.35% | 5.27% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHX vs. DFSB - Drawdown Comparison
The maximum SCHX drawdown since its inception was -34.33%, which is greater than DFSB's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for SCHX and DFSB.
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Drawdown Indicators
| SCHX | DFSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.33% | -5.16% | -29.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -3.04% | -9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -2.05% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -1.24% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 0.85% | +1.77% |
Volatility
SCHX vs. DFSB - Volatility Comparison
Schwab U.S. Large-Cap ETF (SCHX) has a higher volatility of 5.36% compared to Dimensional Global Sustainability Fixed Income ETF (DFSB) at 1.95%. This indicates that SCHX's price experiences larger fluctuations and is considered to be riskier than DFSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHX | DFSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 1.95% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 2.62% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 4.16% | +14.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 5.50% | +11.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 5.50% | +12.63% |