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DFSHX vs. FCDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSHX vs. FCDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and Fidelity Series International Credit Fund (FCDSX). The values are adjusted to include any dividend payments, if applicable.

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DFSHX vs. FCDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFSHX
DFA Selectively Hedged Global Fixed Income Portfolio
0.00%4.84%5.66%5.55%-6.24%-0.82%2.33%4.82%1.83%-0.35%
FCDSX
Fidelity Series International Credit Fund
-0.47%7.22%8.47%7.64%-17.34%-0.07%8.34%13.86%-1.04%1.91%

Returns By Period


DFSHX

1D
0.11%
1M
-1.18%
YTD
0.00%
6M
0.89%
1Y
3.60%
3Y*
4.80%
5Y*
1.75%
10Y*
2.01%

FCDSX

1D
0.36%
1M
-2.44%
YTD
-0.47%
6M
0.79%
1Y
4.94%
3Y*
7.23%
5Y*
0.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSHX vs. FCDSX - Expense Ratio Comparison

DFSHX has a 0.16% expense ratio, which is higher than FCDSX'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%.


Return for Risk

DFSHX vs. FCDSX — Risk / Return Rank

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

DFSHX
DFSHX Risk / Return Rank: 9797
Overall Rank
DFSHX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DFSHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DFSHX Omega Ratio Rank: 9898
Omega Ratio Rank
DFSHX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DFSHX Martin Ratio Rank: 9696
Martin Ratio Rank

FCDSX
FCDSX Risk / Return Rank: 8383
Overall Rank
FCDSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FCDSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FCDSX Omega Ratio Rank: 8080
Omega Ratio Rank
FCDSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FCDSX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSHX vs. FCDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and Fidelity Series International Credit Fund (FCDSX). 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.


DFSHXFCDSXDifference

Sharpe ratio

Return per unit of total volatility

3.11

1.66

+1.45

Sortino ratio

Return per unit of downside risk

4.62

2.33

+2.29

Omega ratio

Gain probability vs. loss probability

1.98

1.31

+0.66

Calmar ratio

Return relative to maximum drawdown

2.89

1.91

+0.98

Martin ratio

Return relative to average drawdown

14.69

8.64

+6.05

DFSHX vs. FCDSX - Sharpe Ratio Comparison

The current DFSHX Sharpe Ratio is 3.11, which is higher than the FCDSX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DFSHX and FCDSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSHXFCDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.11

1.66

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.22

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.70

-0.24

Correlation

The correlation between DFSHX and FCDSX is 0.53, 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.


Dividends

DFSHX vs. FCDSX - Dividend Comparison

DFSHX's dividend yield for the trailing twelve months is around 4.26%, less than FCDSX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
DFSHX
DFA Selectively Hedged Global Fixed Income Portfolio
4.26%4.26%4.50%3.90%0.04%1.77%0.03%2.52%3.23%1.75%1.63%1.11%
FCDSX
Fidelity Series International Credit Fund
4.60%4.58%4.81%3.67%6.73%3.04%6.58%7.12%4.17%1.90%0.00%0.00%

Drawdowns

DFSHX vs. FCDSX - Drawdown Comparison

The maximum DFSHX drawdown since its inception was -9.58%, smaller than the maximum FCDSX drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for DFSHX and FCDSX.


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Drawdown Indicators


DFSHXFCDSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.58%

-22.33%

+12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-2.78%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-9.58%

-22.33%

+12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-9.58%

Current Drawdown

Current decline from peak

-1.18%

-2.44%

+1.26%

Average Drawdown

Average peak-to-trough decline

-2.32%

-5.14%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.61%

-0.36%

Volatility

DFSHX vs. FCDSX - Volatility Comparison

The current volatility for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) is 0.67%, while Fidelity Series International Credit Fund (FCDSX) has a volatility of 1.29%. This indicates that DFSHX experiences smaller price fluctuations and is considered to be less risky than FCDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSHXFCDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

1.29%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

1.94%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.17%

2.99%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.34%

4.41%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.66%

4.14%

-1.48%