DFSPX vs. FAOAX
DFSPX (DFA International Sustainability Core 1 Portfolio) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, DFSPX returned 9.61%/yr vs 7.35%/yr for FAOAX. Their correlation of 0.92 suggests significant overlap in exposure. DFSPX charges 0.24%/yr vs 1.43%/yr for FAOAX.
Performance
DFSPX vs. FAOAX - Performance Comparison
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Returns By Period
Over the past 10 years, DFSPX has outperformed FAOAX with an annualized return of 9.61%, while FAOAX has yielded a comparatively lower 7.35% annualized return.
DFSPX
- 1D
- 0.58%
- 1M
- 1.41%
- YTD
- 7.29%
- 6M
- 7.42%
- 1Y
- 22.15%
- 3Y*
- 16.37%
- 5Y*
- 8.34%
- 10Y*
- 9.61%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.14%
- 3Y*
- 7.64%
- 5Y*
- 3.50%
- 10Y*
- 7.35%
DFSPX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 7.29% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.10% | 29.66% |
Correlation
The correlation between DFSPX and FAOAX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.92 |
Over the past year, the correlation between DFSPX and FAOAX has dropped to 0.54 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.
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Return for Risk
DFSPX vs. FAOAX — Risk / Return Rank
DFSPX
FAOAX
DFSPX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFSPX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | -0.08 | +1.88 |
| Martin ratioReturn relative to average drawdown | 6.55 | -0.13 | +6.68 |
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Drawdowns
DFSPX vs. FAOAX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum FAOAX drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for DFSPX and FAOAX.
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Drawdown Indicators
| DFSPX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -60.03% | +24.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -7.29% | -4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -13.99% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -36.50% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -36.50% | +0.64% |
Current DrawdownCurrent decline from peak | -1.37% | -5.87% | +4.50% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -14.54% | +7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 4.15% | -0.88% |
Volatility
DFSPX vs. FAOAX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) has a higher volatility of 4.73% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that DFSPX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 0.00% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 3.63% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 8.76% | +6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 16.71% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 16.64% | -0.39% |
DFSPX vs. FAOAX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
DFSPX vs. FAOAX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.83%, less than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.83% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
Frequently Asked Questions
DFSPX and FAOAX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSPX has higher volatility (4.73%) compared to FAOAX (0.00%). In terms of maximum drawdown, DFSPX dropped -35.86% vs FAOAX's -60.03%.
DFSPX currently has the higher Sharpe Ratio (1.42 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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