DFSPX vs. FNIDX
DFSPX (DFA International Sustainability Core 1 Portfolio) and FNIDX (Fidelity International Sustainability Index Fd) are both Foreign Large Cap Equities funds. Over the past 5 years, DFSPX returned 8.40%/yr vs 6.97%/yr for FNIDX. Their correlation of 0.94 means they have usually moved in the same direction. DFSPX charges 0.24%/yr vs 0.20%/yr for FNIDX.
Performance
DFSPX vs. FNIDX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DFSPX having a 9.72% return and FNIDX slightly lower at 9.37%.
DFSPX
- 1D
- 2.41%
- 1M
- 2.11%
- 6M
- 5.20%
- YTD
- 9.72%
- 1Y
- 22.31%
- 3Y*
- 16.61%
- 5Y*
- 8.40%
- 10Y*
- 9.75%
- ALL TIME*
- 9.02%
FNIDX
- 1D
- 2.64%
- 1M
- -0.12%
- 6M
- 4.18%
- YTD
- 9.37%
- 1Y
- 23.30%
- 3Y*
- 14.74%
- 5Y*
- 6.97%
- 10Y*
- —
- ALL TIME*
- 7.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFSPX vs. FNIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 9.72% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 12.13% |
FNIDX Fidelity International Sustainability Index Fd | 9.37% | 29.80% | 5.67% | 14.65% | -18.89% | 7.65% | 12.98% | 22.20% | -14.00% | 12.96% |
Correlation
The correlation between DFSPX and FNIDX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.94 |
The correlation between DFSPX and FNIDX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
DFSPX vs. FNIDX — Risk / Return Rank
DFSPX
FNIDX
DFSPX vs. FNIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Fidelity International Sustainability Index Fd (FNIDX). 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 | FNIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.93 | -0.11 |
| Martin ratioReturn relative to average drawdown | 6.62 | 7.01 | -0.39 |
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Drawdowns
DFSPX vs. FNIDX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, which is greater than FNIDX's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for DFSPX and FNIDX.
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Drawdown Indicators
| DFSPX | FNIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -33.17% | -2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.36% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.43% | -14.92% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -32.79% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.85% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -8.15% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.12% | +0.16% |
Volatility
DFSPX vs. FNIDX - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 4.41%, while Fidelity International Sustainability Index Fd (FNIDX) has a volatility of 5.11%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than FNIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | FNIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 5.11% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 14.54% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.39% | 16.68% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 16.14% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 16.65% | -0.69% |
DFSPX vs. FNIDX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is higher than FNIDX's 0.20% 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%.
Dividends
DFSPX vs. FNIDX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.92%, more than FNIDX's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.92% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
FNIDX Fidelity International Sustainability Index Fd | 2.57% | 2.81% | 2.34% | 2.64% | 2.32% | 1.93% | 1.13% | 2.17% | 2.28% | 1.27% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, DFSPX and FNIDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FNIDX has higher volatility (5.11%) compared to DFSPX (4.41%). In terms of maximum drawdown, DFSPX dropped -35.86% vs FNIDX's -33.17%.
DFSPX currently has the higher Sharpe Ratio (1.42 vs 1.32), 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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