DFLVX vs. FIOOX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and Fidelity Series Large Cap Value Index Fund (FIOOX).
DFLVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 19, 1993. FIOOX is managed by Fidelity. It was launched on Nov 7, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLVX or FIOOX.
Key characteristics
| DFLVX | FIOOX | |
|---|---|---|
| YTD Return | 19.52% | 19.44% |
| 1Y Return | 32.95% | 32.49% |
| 3Y Return (Ann) | 8.21% | 7.57% |
| 5Y Return (Ann) | 10.51% | 10.44% |
| 10Y Return (Ann) | 9.40% | 9.37% |
| Sharpe Ratio | 2.66 | 2.91 |
| Sortino Ratio | 3.81 | 4.11 |
| Omega Ratio | 1.48 | 1.53 |
| Calmar Ratio | 3.58 | 3.51 |
| Martin Ratio | 15.40 | 18.63 |
| Ulcer Index | 2.10% | 1.72% |
| Daily Std Dev | 12.15% | 11.03% |
| Max Drawdown | -65.65% | -38.31% |
| Current Drawdown | -0.64% | -0.28% |
Correlation
The correlation between DFLVX and FIOOX is 0.97, 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
DFLVX vs. FIOOX - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFLVX having a 19.52% return and FIOOX slightly lower at 19.44%. Both investments have delivered pretty close results over the past 10 years, with DFLVX having a 9.40% annualized return and FIOOX not far behind at 9.37%. 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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DFLVX vs. FIOOX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is higher than FIOOX's 0.00% 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%.
Risk-Adjusted Performance
DFLVX vs. FIOOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Fidelity Series Large Cap Value Index Fund (FIOOX). 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
DFLVX vs. FIOOX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.74%, less than FIOOX's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.74% | 1.99% | 2.05% | 1.54% | 1.97% | 1.93% | 2.22% | 1.80% | 1.90% | 2.14% | 1.72% | 1.44% |
FIOOX Fidelity Series Large Cap Value Index Fund | 1.89% | 2.24% | 2.38% | 1.95% | 2.18% | 2.54% | 2.99% | 2.36% | 1.63% | 3.16% | 5.87% | 0.34% |
Drawdowns
DFLVX vs. FIOOX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than FIOOX's maximum drawdown of -38.31%. Use the drawdown chart below to compare losses from any high point for DFLVX and FIOOX. For additional features, visit the drawdowns tool.
Volatility
DFLVX vs. FIOOX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.80% compared to Fidelity Series Large Cap Value Index Fund (FIOOX) at 3.82%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than FIOOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.