SFSNX vs. DFSV
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Dimensional US Small Cap Value ETF (DFSV).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. DFSV is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Performance
SFSNX vs. DFSV - Performance Comparison
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SFSNX vs. DFSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 0.48% | 7.66% | 8.99% | 20.15% | -8.30% |
DFSV Dimensional US Small Cap Value ETF | 6.90% | 8.59% | 7.13% | 19.26% | 0.60% |
Returns By Period
In the year-to-date period, SFSNX achieves a 0.48% return, which is significantly lower than DFSV's 6.90% return.
SFSNX
- 1D
- -0.73%
- 1M
- -7.88%
- YTD
- 0.48%
- 6M
- 2.13%
- 1Y
- 16.94%
- 3Y*
- 10.67%
- 5Y*
- 6.04%
- 10Y*
- 9.73%
DFSV
- 1D
- 1.98%
- 1M
- -3.01%
- YTD
- 6.90%
- 6M
- 10.89%
- 1Y
- 26.57%
- 3Y*
- 13.70%
- 5Y*
- —
- 10Y*
- —
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SFSNX vs. DFSV - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is lower than DFSV's 0.31% expense ratio.
Return for Risk
SFSNX vs. DFSV — Risk / Return Rank
SFSNX
DFSV
SFSNX vs. DFSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) and Dimensional US Small Cap Value ETF (DFSV). 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.
| SFSNX | DFSV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.12 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.67 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.73 | -0.70 |
Martin ratioReturn relative to average drawdown | 3.98 | 6.49 | -2.52 |
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
| SFSNX | DFSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.12 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.46 | -0.10 |
Correlation
The correlation between SFSNX and DFSV is 0.96, 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
SFSNX vs. DFSV - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.36%, less than DFSV's 1.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.36% | 1.36% | 1.71% | 1.37% | 7.05% | 12.27% | 1.42% | 3.66% | 11.55% | 6.88% | 1.86% | 6.37% |
DFSV Dimensional US Small Cap Value ETF | 1.53% | 1.53% | 1.31% | 1.29% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SFSNX vs. DFSV - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, which is greater than DFSV's maximum drawdown of -28.02%. Use the drawdown chart below to compare losses from any high point for SFSNX and DFSV.
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Drawdown Indicators
| SFSNX | DFSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -28.02% | -30.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -15.38% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | — | — |
Current DrawdownCurrent decline from peak | -9.29% | -5.67% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -6.93% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 4.11% | -0.38% |
Volatility
SFSNX vs. DFSV - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 5.81% compared to Dimensional US Small Cap Value ETF (DFSV) at 5.36%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than DFSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFSNX | DFSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 5.36% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 13.02% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 23.83% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 22.56% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 22.56% | +0.69% |