PortfoliosLab logo
DFSCX vs. FSCRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFSCX and FSCRX is 0.82, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFSCX vs. FSCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Micro Cap Portfolio (DFSCX) and Fidelity Small Cap Discovery Fund (FSCRX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
236.47%
161.50%
DFSCX
FSCRX

Key characteristics

Sharpe Ratio

DFSCX:

-0.07

FSCRX:

-0.81

Sortino Ratio

DFSCX:

0.06

FSCRX:

-1.03

Omega Ratio

DFSCX:

1.01

FSCRX:

0.86

Calmar Ratio

DFSCX:

-0.07

FSCRX:

-0.52

Martin Ratio

DFSCX:

-0.20

FSCRX:

-1.66

Ulcer Index

DFSCX:

8.76%

FSCRX:

11.39%

Daily Std Dev

DFSCX:

23.83%

FSCRX:

23.42%

Max Drawdown

DFSCX:

-66.04%

FSCRX:

-61.11%

Current Drawdown

DFSCX:

-19.75%

FSCRX:

-30.61%

Returns By Period

In the year-to-date period, DFSCX achieves a -12.08% return, which is significantly lower than FSCRX's -8.53% return. Over the past 10 years, DFSCX has outperformed FSCRX with an annualized return of 3.29%, while FSCRX has yielded a comparatively lower -2.36% annualized return.


DFSCX

YTD

-12.08%

1M

-5.60%

6M

-9.99%

1Y

-0.78%

5Y*

12.61%

10Y*

3.29%

FSCRX

YTD

-8.53%

1M

-4.99%

6M

-14.06%

1Y

-17.55%

5Y*

7.44%

10Y*

-2.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFSCX vs. FSCRX - Expense Ratio Comparison

DFSCX has a 0.41% expense ratio, which is lower than FSCRX's 0.98% expense ratio.


Expense ratio chart for FSCRX: current value is 0.98%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSCRX: 0.98%
Expense ratio chart for DFSCX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFSCX: 0.41%

Risk-Adjusted Performance

DFSCX vs. FSCRX — Risk-Adjusted Performance Rank

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

DFSCX
The Risk-Adjusted Performance Rank of DFSCX is 1818
Overall Rank
The Sharpe Ratio Rank of DFSCX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSCX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DFSCX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DFSCX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DFSCX is 1717
Martin Ratio Rank

FSCRX
The Risk-Adjusted Performance Rank of FSCRX is 11
Overall Rank
The Sharpe Ratio Rank of FSCRX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCRX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FSCRX is 11
Omega Ratio Rank
The Calmar Ratio Rank of FSCRX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FSCRX is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFSCX vs. FSCRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and Fidelity Small Cap Discovery Fund (FSCRX). 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.


The chart of Sharpe ratio for DFSCX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
DFSCX: -0.07
FSCRX: -0.81
The chart of Sortino ratio for DFSCX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
DFSCX: 0.06
FSCRX: -1.03
The chart of Omega ratio for DFSCX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
DFSCX: 1.01
FSCRX: 0.86
The chart of Calmar ratio for DFSCX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.00
DFSCX: -0.07
FSCRX: -0.52
The chart of Martin ratio for DFSCX, currently valued at -0.20, compared to the broader market0.0010.0020.0030.0040.0050.00
DFSCX: -0.20
FSCRX: -1.66

The current DFSCX Sharpe Ratio is -0.07, which is higher than the FSCRX Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of DFSCX and FSCRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.81
DFSCX
FSCRX

Dividends

DFSCX vs. FSCRX - Dividend Comparison

DFSCX's dividend yield for the trailing twelve months is around 1.15%, more than FSCRX's 0.25% yield.


TTM20242023202220212020201920182017201620152014
DFSCX
DFA U.S. Micro Cap Portfolio
1.15%0.97%1.04%1.08%0.92%0.87%0.81%0.83%0.78%0.74%0.89%0.71%
FSCRX
Fidelity Small Cap Discovery Fund
0.25%0.23%0.11%0.19%0.09%0.40%0.80%1.14%0.63%0.44%7.90%0.28%

Drawdowns

DFSCX vs. FSCRX - Drawdown Comparison

The maximum DFSCX drawdown since its inception was -66.04%, which is greater than FSCRX's maximum drawdown of -61.11%. Use the drawdown chart below to compare losses from any high point for DFSCX and FSCRX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.75%
-30.61%
DFSCX
FSCRX

Volatility

DFSCX vs. FSCRX - Volatility Comparison

DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 13.81% compared to Fidelity Small Cap Discovery Fund (FSCRX) at 13.02%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than FSCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.81%
13.02%
DFSCX
FSCRX