DFSCX vs. FSCRX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and Fidelity Small Cap Discovery Fund (FSCRX).
DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981. FSCRX is managed by Fidelity. It was launched on Sep 26, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSCX or FSCRX.
Performance
DFSCX vs. FSCRX - Performance Comparison
Returns By Period
In the year-to-date period, DFSCX achieves a 15.71% return, which is significantly higher than FSCRX's -1.80% return. Over the past 10 years, DFSCX has outperformed FSCRX with an annualized return of 9.32%, while FSCRX has yielded a comparatively lower -0.59% annualized return.
DFSCX
15.71%
2.69%
10.85%
29.62%
12.44%
9.32%
FSCRX
-1.80%
-2.10%
-6.41%
6.34%
2.39%
-0.59%
Key characteristics
| DFSCX | FSCRX | |
|---|---|---|
| Sharpe Ratio | 1.53 | 0.37 |
| Sortino Ratio | 2.29 | 0.61 |
| Omega Ratio | 1.27 | 1.08 |
| Calmar Ratio | 0.53 | 0.31 |
| Martin Ratio | 8.84 | 0.96 |
| Ulcer Index | 3.53% | 7.72% |
| Daily Std Dev | 20.44% | 20.12% |
| Max Drawdown | -97.78% | -61.11% |
| Current Drawdown | -45.89% | -18.10% |
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DFSCX vs. FSCRX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is lower than FSCRX's 0.98% expense ratio.
Correlation
The correlation between DFSCX and FSCRX is 0.93, 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.
Risk-Adjusted Performance
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.
Dividends
DFSCX vs. FSCRX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.97%, more than FSCRX's 0.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.97% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% | 0.52% |
FSCRX Fidelity Small Cap Discovery Fund | 0.11% | 0.11% | 0.19% | 0.09% | 0.40% | 0.80% | 1.14% | 0.63% | 0.44% | 7.89% | 0.28% | 0.11% |
Drawdowns
DFSCX vs. FSCRX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -97.78%, 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.
Volatility
DFSCX vs. FSCRX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 8.47% compared to Fidelity Small Cap Discovery Fund (FSCRX) at 6.77%. 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.