DFLV vs. FCTDX

Last updated Apr 1, 2026

Compare and contrast key facts about Dimensional US Large Cap Value ETF (DFLV) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX).

DFLV is an actively managed fund by Dimensional. It was launched on Dec 6, 2022. FCTDX is managed by Fidelity. It was launched on Mar 20, 2018.

Performance

DFLV vs. FCTDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Value ETF (DFLV) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX). The values are adjusted to include any dividend payments, if applicable.

DFLV vs. FCTDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFLV Dimensional US Large Cap Value ETF	4.77%	15.90%	12.88%	12.31%	-0.67%
FCTDX Strategic Advisers Fidelity U.S. Total Stock Fund	-6.05%	15.63%	23.13%	26.72%	-1.91%

Returns By Period

In the year-to-date period, DFLV achieves a 4.77% return, which is significantly higher than FCTDX's -6.05% return.

DFLV

• 1D: 1.85%
• 1M: -3.65%
• YTD: 4.77%
• 6M: 9.37%
• 1Y: 18.79%
• 3Y*: 15.27%
• 5Y*: —
• 10Y*: —

FCTDX

• 1D: -2.17%
• 1M: -8.51%
• YTD: -6.05%
• 6M: -3.15%
• 1Y: 13.62%
• 3Y*: 16.48%
• 5Y*: 10.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFLV vs. FCTDX - Expense Ratio Comparison

DFLV has a 0.22% expense ratio, which is lower than FCTDX's 0.61% expense ratio.

FCTDX

Strategic Advisers Fidelity U.S. Total Stock Fund

DFLV

Dimensional US Large Cap Value ETF

Return for Risk

DFLV vs. FCTDX — Risk / Return Rank

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

DFLV

DFLV Risk / Return Rank: 68
DFLV Sharpe Ratio Rank: 67
DFLV Sortino Ratio Rank: 67
DFLV Omega Ratio Rank: 69
DFLV Calmar Ratio Rank: 67
DFLV Martin Ratio Rank: 73

FCTDX

FCTDX Risk / Return Rank: 26
FCTDX Sharpe Ratio Rank: 34
FCTDX Sortino Ratio Rank: 39
FCTDX Omega Ratio Rank: 37
FCTDX Calmar Ratio Rank: 11
FCTDX Martin Ratio Rank: 12

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.

DFLV vs. FCTDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Value ETF (DFLV) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX). 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.

	DFLV	FCTDX	Difference
Sharpe ratio Return per unit of total volatility	1.13	0.73	+0.40
Sortino ratio Return per unit of downside risk	1.63	1.21	+0.42
Omega ratio Gain probability vs. loss probability	1.24	1.17	+0.07
Calmar ratio Return relative to maximum drawdown	1.62	0.24	+1.38
Martin ratio Return relative to average drawdown	7.17	0.92	+6.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFLV vs. FCTDX - Sharpe Ratio Comparison

The current DFLV Sharpe Ratio is 1.13, which is higher than the FCTDX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of DFLV and FCTDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFLV	FCTDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	0.73	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.67	+0.29

Correlation

The correlation between DFLV and FCTDX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DFLV vs. FCTDX - Dividend Comparison

DFLV's dividend yield for the trailing twelve months is around 1.55%, less than FCTDX's 2.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DFLV Dimensional US Large Cap Value ETF	1.55%	1.61%	1.65%	1.72%	0.11%	0.00%	0.00%	0.00%	0.00%
FCTDX Strategic Advisers Fidelity U.S. Total Stock Fund	2.02%	1.90%	4.33%	2.26%	5.75%	7.90%	2.73%	2.89%	2.38%

Drawdowns

DFLV vs. FCTDX - Drawdown Comparison

The maximum DFLV drawdown since its inception was -16.80%, smaller than the maximum FCTDX drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for DFLV and FCTDX.

Drawdown Indicators

	DFLV	FCTDX	Difference
Max Drawdown Largest peak-to-trough decline	-16.80%	-34.51%	+17.71%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-11.99%	-0.27%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.92%	—
Current Drawdown Current decline from peak	-3.73%	-8.96%	+5.23%
Average Drawdown Average peak-to-trough decline	-3.21%	-5.28%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	5.05%	-2.28%

Volatility

DFLV vs. FCTDX - Volatility Comparison

The current volatility for Dimensional US Large Cap Value ETF (DFLV) is 4.15%, while Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) has a volatility of 4.47%. This indicates that DFLV experiences smaller price fluctuations and is considered to be less risky than FCTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFLV	FCTDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	4.47%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	8.74%	9.28%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	16.69%	19.73%	-3.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	17.40%	-2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.41%	19.74%	-5.33%