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DFEQX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEQX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Term Extended Quality Portfolio (DFEQX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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DFEQX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFEQX
DFA Short-Term Extended Quality Portfolio
0.28%4.27%5.50%5.44%-5.18%-0.60%2.24%4.51%1.34%1.51%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, DFEQX achieves a 0.28% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, DFEQX has underperformed FXAIX with an annualized return of 1.90%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


DFEQX

1D
0.11%
1M
-0.65%
YTD
0.28%
6M
1.31%
1Y
3.59%
3Y*
4.65%
5Y*
1.89%
10Y*
1.90%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFEQX vs. FXAIX - Expense Ratio Comparison

DFEQX has a 0.19% expense ratio, which is higher than FXAIX'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

DFEQX vs. FXAIX — Risk / Return Rank

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

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFEQX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and Fidelity 500 Index Fund (FXAIX). 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.


DFEQXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

4.02

0.84

+3.19

Sortino ratio

Return per unit of downside risk

6.44

1.30

+5.14

Omega ratio

Gain probability vs. loss probability

2.51

1.20

+1.31

Calmar ratio

Return relative to maximum drawdown

4.46

1.05

+3.40

Martin ratio

Return relative to average drawdown

20.52

5.13

+15.39

DFEQX vs. FXAIX - Sharpe Ratio Comparison

The current DFEQX Sharpe Ratio is 4.02, which is higher than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DFEQX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFEQXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.02

0.84

+3.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.68

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.77

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.75

+0.35

Correlation

The correlation between DFEQX and FXAIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DFEQX vs. FXAIX - Dividend Comparison

DFEQX's dividend yield for the trailing twelve months is around 3.94%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
DFEQX
DFA Short-Term Extended Quality Portfolio
3.94%3.62%4.40%3.34%1.78%1.05%0.47%2.18%3.14%1.51%1.59%1.72%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

DFEQX vs. FXAIX - Drawdown Comparison

The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DFEQX and FXAIX.


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Drawdown Indicators


DFEQXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-33.79%

+25.39%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

-12.13%

+11.37%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-24.50%

+16.10%

Max Drawdown (10Y)

Largest decline over 10 years

-8.40%

-33.79%

+25.39%

Current Drawdown

Current decline from peak

-0.65%

-8.89%

+8.24%

Average Drawdown

Average peak-to-trough decline

-0.96%

-3.83%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

2.50%

-2.33%

Volatility

DFEQX vs. FXAIX - Volatility Comparison

The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.45%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEQXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

4.24%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

9.08%

-8.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.91%

18.13%

-17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

16.88%

-14.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.70%

18.03%

-16.33%