DFEOX vs. FSKAX
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and Fidelity Total Market Index Fund (FSKAX).
DFEOX is managed by Dimensional. It was launched on Sep 15, 2005. FSKAX is managed by Fidelity.
Performance
DFEOX vs. FSKAX - Performance Comparison
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DFEOX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% | -5.32% | 20.85% |
Returns By Period
In the year-to-date period, DFEOX achieves a -4.34% return, which is significantly higher than FSKAX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with DFEOX having a 12.94% annualized return and FSKAX not far ahead at 13.23%.
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
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DFEOX vs. FSKAX - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is higher than FSKAX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFEOX vs. FSKAX — Risk / Return Rank
DFEOX
FSKAX
DFEOX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and Fidelity Total Market Index Fund (FSKAX). 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.
| DFEOX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.83 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.29 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.04 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.74 | 5.05 | -0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFEOX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.83 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.59 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.72 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.78 | -0.27 |
Correlation
The correlation between DFEOX and FSKAX 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.
Dividends
DFEOX vs. FSKAX - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.12%, more than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
DFEOX vs. FSKAX - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.77%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for DFEOX and FSKAX.
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Drawdown Indicators
| DFEOX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -35.01% | -21.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -12.42% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -25.39% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -35.01% | -1.54% |
Current DrawdownCurrent decline from peak | -8.28% | -8.92% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -4.05% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.57% | +0.12% |
Volatility
DFEOX vs. FSKAX - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.20% and 4.42%, 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.
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Volatility by Period
| DFEOX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.42% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 9.40% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 18.50% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 17.38% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 18.42% | -0.44% |