DFDPX vs. FUMIX
DFDPX (DF Dent Premier Growth Fund) and FUMIX (Fidelity SAI U.S. Momentum Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, DFDPX returned 2.00%/yr vs 14.32%/yr for FUMIX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. DFDPX charges 0.99%/yr vs 0.11%/yr for FUMIX.
Performance
DFDPX vs. FUMIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFDPX achieves a -1.24% return, which is significantly lower than FUMIX's 20.70% return.
DFDPX
- 1D
- 1.08%
- 1M
- -0.73%
- 6M
- 0.63%
- YTD
- -1.24%
- 1Y
- -1.04%
- 3Y*
- 8.62%
- 5Y*
- 2.00%
- 10Y*
- 12.00%
- ALL TIME*
- 9.42%
FUMIX
- 1D
- 4.41%
- 1M
- -3.93%
- 6M
- 18.40%
- YTD
- 20.70%
- 1Y
- 26.41%
- 3Y*
- 27.49%
- 5Y*
- 14.32%
- 10Y*
- —
- ALL TIME*
- 16.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFDPX vs. FUMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFDPX DF Dent Premier Growth Fund | -1.24% | 6.88% | 14.77% | 24.60% | -28.05% | 17.01% | 28.33% | 42.94% | 1.71% | 27.44% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 20.70% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
Correlation
The correlation between DFDPX and FUMIX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2017 | 0.79 |
Over the past year, the correlation between DFDPX and FUMIX has dropped to 0.49 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
DFDPX vs. FUMIX — Risk / Return Rank
DFDPX
FUMIX
DFDPX vs. FUMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DF Dent Premier Growth Fund (DFDPX) and Fidelity SAI U.S. Momentum Index Fund (FUMIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFDPX | FUMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.92 | -2.08 |
| Martin ratioReturn relative to average drawdown | -0.40 | 7.85 | -8.25 |
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Drawdowns
DFDPX vs. FUMIX - Drawdown Comparison
The maximum DFDPX drawdown since its inception was -58.16%, which is greater than FUMIX's maximum drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for DFDPX and FUMIX.
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Drawdown Indicators
| DFDPX | FUMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.16% | -33.36% | -24.80% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -12.87% | -5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.28% | -19.90% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -35.38% | -27.66% | -7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.38% | — | — |
Current DrawdownCurrent decline from peak | -5.02% | -9.03% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -6.28% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 3.14% | +3.75% |
Volatility
DFDPX vs. FUMIX - Volatility Comparison
The current volatility for DF Dent Premier Growth Fund (DFDPX) is 4.37%, while Fidelity SAI U.S. Momentum Index Fund (FUMIX) has a volatility of 8.78%. This indicates that DFDPX experiences smaller price fluctuations and is considered to be less risky than FUMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFDPX | FUMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 8.78% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 18.87% | -6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 21.08% | -6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.31% | 21.82% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 21.99% | -0.87% |
DFDPX vs. FUMIX - Expense Ratio Comparison
DFDPX has a 0.99% expense ratio, which is higher than FUMIX's 0.11% expense ratio.
Dividends
DFDPX vs. FUMIX - Dividend Comparison
DFDPX's dividend yield for the trailing twelve months is around 7.45%, more than FUMIX's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFDPX DF Dent Premier Growth Fund | 7.45% | 7.36% | 14.66% | 18.69% | 0.00% | 7.37% | 2.26% | 7.21% | 9.12% | 9.82% | 4.48% | 13.48% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.30% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
Frequently Asked Questions
DFDPX and FUMIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUMIX has higher volatility (8.78%) compared to DFDPX (4.37%). In terms of maximum drawdown, DFDPX dropped -58.16% vs FUMIX's -33.36%.
FUMIX currently has the higher Sharpe Ratio (1.18 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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