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DFAU vs. FBCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAU and FBCG is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DFAU vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity Market ETF (DFAU) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
60.97%
55.38%
DFAU
FBCG

Key characteristics

Sharpe Ratio

DFAU:

0.42

FBCG:

0.33

Sortino Ratio

DFAU:

0.72

FBCG:

0.65

Omega Ratio

DFAU:

1.11

FBCG:

1.09

Calmar Ratio

DFAU:

0.43

FBCG:

0.34

Martin Ratio

DFAU:

1.72

FBCG:

1.14

Ulcer Index

DFAU:

4.81%

FBCG:

8.34%

Daily Std Dev

DFAU:

19.59%

FBCG:

29.15%

Max Drawdown

DFAU:

-23.61%

FBCG:

-43.56%

Current Drawdown

DFAU:

-10.65%

FBCG:

-16.98%

Returns By Period

In the year-to-date period, DFAU achieves a -6.63% return, which is significantly higher than FBCG's -12.60% return.


DFAU

YTD

-6.63%

1M

-3.73%

6M

-5.11%

1Y

8.68%

5Y*

N/A

10Y*

N/A

FBCG

YTD

-12.60%

1M

-3.05%

6M

-7.76%

1Y

10.51%

5Y*

N/A

10Y*

N/A

*Annualized

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DFAU vs. FBCG - Expense Ratio Comparison

DFAU has a 0.12% expense ratio, which is lower than FBCG's 0.59% expense ratio.


Expense ratio chart for FBCG: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBCG: 0.59%
Expense ratio chart for DFAU: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAU: 0.12%

Risk-Adjusted Performance

DFAU vs. FBCG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAU
The Risk-Adjusted Performance Rank of DFAU is 5353
Overall Rank
The Sharpe Ratio Rank of DFAU is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAU is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DFAU is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DFAU is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DFAU is 5454
Martin Ratio Rank

FBCG
The Risk-Adjusted Performance Rank of FBCG is 4646
Overall Rank
The Sharpe Ratio Rank of FBCG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FBCG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FBCG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FBCG is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAU vs. FBCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and Fidelity Blue Chip Growth ETF (FBCG). 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.


The chart of Sharpe ratio for DFAU, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
DFAU: 0.42
FBCG: 0.33
The chart of Sortino ratio for DFAU, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
DFAU: 0.72
FBCG: 0.65
The chart of Omega ratio for DFAU, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
DFAU: 1.11
FBCG: 1.09
The chart of Calmar ratio for DFAU, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.00
DFAU: 0.43
FBCG: 0.34
The chart of Martin ratio for DFAU, currently valued at 1.72, compared to the broader market0.0020.0040.0060.00
DFAU: 1.72
FBCG: 1.14

The current DFAU Sharpe Ratio is 0.42, which is comparable to the FBCG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of DFAU and FBCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.33
DFAU
FBCG

Dividends

DFAU vs. FBCG - Dividend Comparison

DFAU's dividend yield for the trailing twelve months is around 1.21%, more than FBCG's 0.14% yield.


TTM20242023202220212020
DFAU
Dimensional US Core Equity Market ETF
1.21%1.10%1.29%1.40%1.00%0.13%
FBCG
Fidelity Blue Chip Growth ETF
0.14%0.12%0.02%0.00%0.00%0.01%

Drawdowns

DFAU vs. FBCG - Drawdown Comparison

The maximum DFAU drawdown since its inception was -23.61%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for DFAU and FBCG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.65%
-16.98%
DFAU
FBCG

Volatility

DFAU vs. FBCG - Volatility Comparison

The current volatility for Dimensional US Core Equity Market ETF (DFAU) is 14.25%, while Fidelity Blue Chip Growth ETF (FBCG) has a volatility of 19.09%. This indicates that DFAU experiences smaller price fluctuations and is considered to be less risky than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.25%
19.09%
DFAU
FBCG