DAABX vs. FISVX
Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Fidelity Small Cap Value Index Fund (FISVX).
DAABX is managed by Dimensional Fund Advisors. It was launched on Oct 5, 2020. FISVX is managed by Fidelity. It was launched on Jul 11, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAABX or FISVX.
Key characteristics
| DAABX | FISVX | |
|---|---|---|
| YTD Return | 15.61% | 16.15% |
| 1Y Return | 37.95% | 38.75% |
| 3Y Return (Ann) | 7.04% | 2.90% |
| Sharpe Ratio | 1.81 | 1.75 |
| Sortino Ratio | 2.68 | 2.59 |
| Omega Ratio | 1.32 | 1.31 |
| Calmar Ratio | 2.97 | 1.73 |
| Martin Ratio | 10.11 | 9.62 |
| Ulcer Index | 3.72% | 4.02% |
| Daily Std Dev | 20.75% | 22.05% |
| Max Drawdown | -20.93% | -44.66% |
| Current Drawdown | -1.18% | -1.77% |
Correlation
The correlation between DAABX and FISVX is 0.98, 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. FISVX - Performance Comparison
The year-to-date returns for both investments are quite close, with DAABX having a 15.61% return and FISVX slightly higher at 16.15%. 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. FISVX - Expense Ratio Comparison
DAABX has a 0.36% expense ratio, which is higher than FISVX's 0.05% expense ratio.
Risk-Adjusted Performance
DAABX vs. FISVX - 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 Index Fund (FISVX). 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. FISVX - Dividend Comparison
DAABX's dividend yield for the trailing twelve months is around 1.07%, less than FISVX's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 1.07% | 1.21% | 1.27% | 1.07% | 0.80% | 0.00% |
FISVX Fidelity Small Cap Value Index Fund | 1.59% | 2.06% | 1.94% | 1.58% | 1.33% | 0.55% |
Drawdowns
DAABX vs. FISVX - Drawdown Comparison
The maximum DAABX drawdown since its inception was -20.93%, smaller than the maximum FISVX drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for DAABX and FISVX. For additional features, visit the drawdowns tool.
Volatility
DAABX vs. FISVX - Volatility Comparison
The current volatility for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) is 7.58%, while Fidelity Small Cap Value Index Fund (FISVX) has a volatility of 8.03%. This indicates that DAABX experiences smaller price fluctuations and is considered to be less risky than FISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.