DFSIX vs. FZROX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Fidelity ZERO Total Market Index Fund (FZROX).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. FZROX is managed by Fidelity.
Performance
DFSIX vs. FZROX - Performance Comparison
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DFSIX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | -8.15% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -14.22% |
FZROX Fidelity ZERO Total Market Index Fund | -6.77% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Returns By Period
In the year-to-date period, DFSIX achieves a -8.15% return, which is significantly lower than FZROX's -6.77% return.
DFSIX
- 1D
- -0.40%
- 1M
- -8.45%
- YTD
- -8.15%
- 6M
- -5.85%
- 1Y
- 12.48%
- 3Y*
- 15.73%
- 5Y*
- 9.81%
- 10Y*
- 13.25%
FZROX
- 1D
- -0.45%
- 1M
- -7.71%
- YTD
- -6.77%
- 6M
- -4.49%
- 1Y
- 14.82%
- 3Y*
- 16.81%
- 5Y*
- 10.36%
- 10Y*
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DFSIX vs. FZROX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is higher than FZROX'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
DFSIX vs. FZROX — Risk / Return Rank
DFSIX
FZROX
DFSIX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.
| DFSIX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.84 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.30 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.05 | -0.37 |
Martin ratioReturn relative to average drawdown | 2.99 | 5.11 | -2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSIX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.84 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.61 | -0.07 |
Correlation
The correlation between DFSIX and FZROX is 0.98, 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.
Dividends
DFSIX vs. FZROX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than FZROX's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.97% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
FZROX Fidelity ZERO Total Market Index Fund | 1.10% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSIX vs. FZROX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for DFSIX and FZROX.
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Drawdown Indicators
| DFSIX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -34.96% | -18.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.44% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -25.12% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | — | — |
Current DrawdownCurrent decline from peak | -10.36% | -8.89% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -5.61% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.56% | +0.46% |
Volatility
DFSIX vs. FZROX - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 4.57% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSIX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.41% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.34% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.49% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 17.40% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 20.25% | -2.01% |