DFRSX vs. FSEAX
Compare and contrast key facts about DFA Asia Pacific Small Company (DFRSX) and Fidelity Emerging Asia Fund (FSEAX).
DFRSX is managed by Dimensional Fund Advisors LP. It was launched on Jan 4, 1993. FSEAX is managed by Fidelity. It was launched on Apr 19, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFRSX or FSEAX.
Performance
DFRSX vs. FSEAX - Performance Comparison
Returns By Period
In the year-to-date period, DFRSX achieves a 3.21% return, which is significantly lower than FSEAX's 22.65% return. Over the past 10 years, DFRSX has underperformed FSEAX with an annualized return of 3.40%, while FSEAX has yielded a comparatively higher 4.77% annualized return.
DFRSX
3.21%
-6.44%
-0.61%
12.43%
3.44%
3.40%
FSEAX
22.65%
-2.68%
8.50%
27.14%
1.64%
4.77%
Key characteristics
| DFRSX | FSEAX | |
|---|---|---|
| Sharpe Ratio | 0.76 | 1.49 |
| Sortino Ratio | 1.17 | 2.20 |
| Omega Ratio | 1.14 | 1.26 |
| Calmar Ratio | 0.49 | 0.50 |
| Martin Ratio | 3.65 | 8.28 |
| Ulcer Index | 3.19% | 3.16% |
| Daily Std Dev | 15.27% | 17.59% |
| Max Drawdown | -71.01% | -65.12% |
| Current Drawdown | -13.42% | -38.75% |
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DFRSX vs. FSEAX - Expense Ratio Comparison
DFRSX has a 0.42% expense ratio, which is lower than FSEAX's 1.02% expense ratio.
Correlation
The correlation between DFRSX and FSEAX 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.
Risk-Adjusted Performance
DFRSX vs. FSEAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Asia Pacific Small Company (DFRSX) and Fidelity Emerging Asia Fund (FSEAX). 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
DFRSX vs. FSEAX - Dividend Comparison
DFRSX's dividend yield for the trailing twelve months is around 4.56%, more than FSEAX's 0.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFRSX DFA Asia Pacific Small Company | 4.56% | 4.70% | 4.24% | 4.60% | 2.91% | 4.56% | 3.49% | 4.01% | 3.80% | 3.96% | 5.24% | 4.13% |
FSEAX Fidelity Emerging Asia Fund | 0.06% | 0.08% | 0.00% | 0.17% | 0.00% | 0.72% | 1.06% | 0.82% | 1.09% | 0.44% | 0.90% | 1.26% |
Drawdowns
DFRSX vs. FSEAX - Drawdown Comparison
The maximum DFRSX drawdown since its inception was -71.01%, which is greater than FSEAX's maximum drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for DFRSX and FSEAX. For additional features, visit the drawdowns tool.
Volatility
DFRSX vs. FSEAX - Volatility Comparison
The current volatility for DFA Asia Pacific Small Company (DFRSX) is 3.99%, while Fidelity Emerging Asia Fund (FSEAX) has a volatility of 5.10%. This indicates that DFRSX experiences smaller price fluctuations and is considered to be less risky than FSEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.