DFSCX vs. FSSNX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and Fidelity Small Cap Index Fund (FSSNX).
DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSCX or FSSNX.
Performance
DFSCX vs. FSSNX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSCX having a 15.71% return and FSSNX slightly lower at 15.25%. Over the past 10 years, DFSCX has outperformed FSSNX with an annualized return of 9.32%, while FSSNX has yielded a comparatively lower 8.79% annualized return.
DFSCX
15.71%
2.69%
10.85%
29.62%
12.44%
9.32%
FSSNX
15.25%
1.48%
10.53%
30.20%
9.28%
8.79%
Key characteristics
| DFSCX | FSSNX | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.53 |
| Sortino Ratio | 2.29 | 2.23 |
| Omega Ratio | 1.27 | 1.27 |
| Calmar Ratio | 0.53 | 1.31 |
| Martin Ratio | 8.84 | 8.51 |
| Ulcer Index | 3.53% | 3.76% |
| Daily Std Dev | 20.44% | 20.94% |
| Max Drawdown | -97.78% | -41.72% |
| Current Drawdown | -45.89% | -5.23% |
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DFSCX vs. FSSNX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than FSSNX's 0.03% expense ratio.
Correlation
The correlation between DFSCX and FSSNX 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.
Risk-Adjusted Performance
DFSCX vs. FSSNX - 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 Index Fund (FSSNX). 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. FSSNX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.97%, less than FSSNX's 1.07% 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% |
FSSNX Fidelity Small Cap Index Fund | 1.07% | 1.43% | 1.26% | 1.26% | 0.94% | 1.32% | 1.33% | 1.15% | 1.24% | 2.80% | 4.80% | 2.82% |
Drawdowns
DFSCX vs. FSSNX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -97.78%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for DFSCX and FSSNX. For additional features, visit the drawdowns tool.
Volatility
DFSCX vs. FSSNX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 8.47% compared to Fidelity Small Cap Index Fund (FSSNX) at 7.67%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.