DFALX vs. FNIDX
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and Fidelity International Sustainability Index Fd (FNIDX).
DFALX is managed by Dimensional Fund Advisors LP. It was launched on Jul 17, 1991. FNIDX is managed by Fidelity. It was launched on May 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFALX or FNIDX.
Key characteristics
| DFALX | FNIDX | |
|---|---|---|
| YTD Return | 7.96% | 9.40% |
| 1Y Return | 19.86% | 20.04% |
| 3Y Return (Ann) | 2.93% | -0.29% |
| 5Y Return (Ann) | 6.78% | 5.13% |
| Sharpe Ratio | 1.58 | 1.45 |
| Sortino Ratio | 2.22 | 2.11 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 2.13 | 1.09 |
| Martin Ratio | 8.94 | 8.04 |
| Ulcer Index | 2.22% | 2.48% |
| Daily Std Dev | 12.55% | 13.76% |
| Max Drawdown | -59.59% | -33.17% |
| Current Drawdown | -5.50% | -6.09% |
Correlation
The correlation between DFALX and FNIDX is 0.95, 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
DFALX vs. FNIDX - Performance Comparison
In the year-to-date period, DFALX achieves a 7.96% return, which is significantly lower than FNIDX's 9.40% 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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DFALX vs. FNIDX - Expense Ratio Comparison
DFALX has a 0.18% expense ratio, which is lower than FNIDX's 0.20% 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%.
Risk-Adjusted Performance
DFALX vs. FNIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and Fidelity International Sustainability Index Fd (FNIDX). 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
DFALX vs. FNIDX - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.20%, more than FNIDX's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.20% | 3.24% | 2.85% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.95% | 3.54% | 2.53% |
FNIDX Fidelity International Sustainability Index Fd | 2.41% | 2.64% | 2.32% | 1.94% | 1.13% | 2.17% | 2.28% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFALX vs. FNIDX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.59%, which is greater than FNIDX's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for DFALX and FNIDX. For additional features, visit the drawdowns tool.
Volatility
DFALX vs. FNIDX - Volatility Comparison
The current volatility for DFA Large Cap International Portfolio (DFALX) is 3.66%, while Fidelity International Sustainability Index Fd (FNIDX) has a volatility of 4.15%. This indicates that DFALX experiences smaller price fluctuations and is considered to be less risky than FNIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.