DAABX vs. FCPVX
Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Fidelity Small Cap Value Fund (FCPVX).
DAABX is managed by Dimensional Fund Advisors. It was launched on Oct 5, 2020. FCPVX is managed by Fidelity. It was launched on Nov 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAABX or FCPVX.
Key characteristics
| DAABX | FCPVX | |
|---|---|---|
| YTD Return | 15.61% | 11.12% |
| 1Y Return | 37.95% | 29.09% |
| 3Y Return (Ann) | 7.04% | -0.30% |
| Sharpe Ratio | 1.81 | 1.47 |
| Sortino Ratio | 2.68 | 2.21 |
| Omega Ratio | 1.32 | 1.27 |
| Calmar Ratio | 2.97 | 1.20 |
| Martin Ratio | 10.11 | 6.66 |
| Ulcer Index | 3.72% | 4.35% |
| Daily Std Dev | 20.75% | 19.76% |
| Max Drawdown | -20.93% | -58.43% |
| Current Drawdown | -1.18% | -2.10% |
Correlation
The correlation between DAABX and FCPVX is 0.97, 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.
Performance
DAABX vs. FCPVX - Performance Comparison
In the year-to-date period, DAABX achieves a 15.61% return, which is significantly higher than FCPVX's 11.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DAABX vs. FCPVX - Expense Ratio Comparison
DAABX has a 0.36% expense ratio, which is lower than FCPVX's 0.99% expense ratio.
Risk-Adjusted Performance
DAABX vs. FCPVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Fidelity Small Cap Value Fund (FCPVX). 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.
Dividends
DAABX vs. FCPVX - Dividend Comparison
DAABX's dividend yield for the trailing twelve months is around 1.07%, more than FCPVX's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 1.07% | 1.21% | 1.27% | 1.07% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCPVX Fidelity Small Cap Value Fund | 0.66% | 0.64% | 0.00% | 2.04% | 0.46% | 0.81% | 1.10% | 1.09% | 0.77% | 12.28% | 12.65% | 10.22% |
Drawdowns
DAABX vs. FCPVX - Drawdown Comparison
The maximum DAABX drawdown since its inception was -20.93%, smaller than the maximum FCPVX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for DAABX and FCPVX. For additional features, visit the drawdowns tool.
Volatility
DAABX vs. FCPVX - Volatility Comparison
DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Fidelity Small Cap Value Fund (FCPVX) have volatilities of 7.58% and 7.50%, 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.