DFFVX vs. FSKAX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Fidelity Total Market Index Fund (FSKAX).
DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000. FSKAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFFVX or FSKAX.
Key characteristics
| DFFVX | FSKAX | |
|---|---|---|
| YTD Return | 4.38% | 10.82% |
| 1Y Return | 27.59% | 29.09% |
| 3Y Return (Ann) | 6.99% | 8.44% |
| 5Y Return (Ann) | 13.26% | 14.19% |
| 10Y Return (Ann) | 9.06% | 12.34% |
| Sharpe Ratio | 1.66 | 2.55 |
| Daily Std Dev | 18.69% | 12.06% |
| Max Drawdown | -64.21% | -35.01% |
| Current Drawdown | -0.45% | -0.25% |
Correlation
The correlation between DFFVX and FSKAX is 0.84, 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
DFFVX vs. FSKAX - Performance Comparison
In the year-to-date period, DFFVX achieves a 4.38% return, which is significantly lower than FSKAX's 10.82% return. Over the past 10 years, DFFVX has underperformed FSKAX with an annualized return of 9.06%, while FSKAX has yielded a comparatively higher 12.34% annualized 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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DFFVX vs. FSKAX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Risk-Adjusted Performance
DFFVX vs. FSKAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) 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.
Dividends
DFFVX vs. FSKAX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 2.18%, more than FSKAX's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 2.18% | 2.26% | 5.17% | 8.12% | 1.52% | 3.82% | 5.95% | 5.58% | 4.24% | 5.84% | 5.52% | 6.45% |
FSKAX Fidelity Total Market Index Fund | 1.30% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.33% | 2.43% | 2.49% | 1.63% | 1.54% |
Drawdowns
DFFVX vs. FSKAX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for DFFVX and FSKAX. For additional features, visit the drawdowns tool.
Volatility
DFFVX vs. FSKAX - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 3.98% compared to Fidelity Total Market Index Fund (FSKAX) at 3.44%. This indicates that DFFVX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.