DFSPX vs. FSOSX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Fidelity Series Overseas Fund (FSOSX).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. FSOSX is managed by Fidelity. It was launched on Jun 21, 2019.
Performance
DFSPX vs. FSOSX - Performance Comparison
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DFSPX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 8.46% |
FSOSX Fidelity Series Overseas Fund | -5.69% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Returns By Period
In the year-to-date period, DFSPX achieves a -4.18% return, which is significantly higher than FSOSX's -5.69% return.
DFSPX
- 1D
- 0.06%
- 1M
- -11.91%
- YTD
- -4.18%
- 6M
- -0.02%
- 1Y
- 19.98%
- 3Y*
- 13.48%
- 5Y*
- 7.03%
- 10Y*
- 8.63%
FSOSX
- 1D
- 0.36%
- 1M
- -11.39%
- YTD
- -5.69%
- 6M
- -5.28%
- 1Y
- 7.28%
- 3Y*
- 10.01%
- 5Y*
- 5.83%
- 10Y*
- —
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DFSPX vs. FSOSX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is higher than FSOSX's 0.01% 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
DFSPX vs. FSOSX — Risk / Return Rank
DFSPX
FSOSX
DFSPX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Fidelity Series Overseas Fund (FSOSX). 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.
| DFSPX | FSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.34 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.58 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.40 | +1.11 |
Martin ratioReturn relative to average drawdown | 6.04 | 1.51 | +4.52 |
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
| DFSPX | FSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.34 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.34 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.43 | +0.10 |
Correlation
The correlation between DFSPX and FSOSX is 0.95, 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
DFSPX vs. FSOSX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.17%, less than FSOSX's 9.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 3.17% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
FSOSX Fidelity Series Overseas Fund | 9.70% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSPX vs. FSOSX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, roughly equal to the maximum FSOSX drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for DFSPX and FSOSX.
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Drawdown Indicators
| DFSPX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -35.36% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.39% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -35.36% | +2.68% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | — | — |
Current DrawdownCurrent decline from peak | -11.91% | -11.89% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -7.90% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.31% | -0.32% |
Volatility
DFSPX vs. FSOSX - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 6.68%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 8.28% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 11.94% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 18.25% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 17.35% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 18.93% | -2.80% |