DFSPX vs. FSPSX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Fidelity International Index Fund (FSPSX).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
DFSPX vs. FSPSX - Performance Comparison
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DFSPX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, DFSPX achieves a -4.18% return, which is significantly lower than FSPSX's -1.94% return. Both investments have delivered pretty close results over the past 10 years, with DFSPX having a 8.63% annualized return and FSPSX not far ahead at 8.65%.
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%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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DFSPX vs. FSPSX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is higher than FSPSX's 0.04% 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. FSPSX — Risk / Return Rank
DFSPX
FSPSX
DFSPX vs. FSPSX - 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 Index Fund (FSPSX). 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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.11 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.56 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.54 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.04 | 5.93 | +0.11 |
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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.11 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.51 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.46 | +0.07 |
Correlation
The correlation between DFSPX and FSPSX 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
DFSPX vs. FSPSX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.17%, less than FSPSX's 3.22% 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% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
DFSPX vs. FSPSX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for DFSPX and FSPSX.
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Drawdown Indicators
| DFSPX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -33.69% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.39% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -29.41% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -33.69% | -2.17% |
Current DrawdownCurrent decline from peak | -11.91% | -10.86% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -6.59% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.96% | +0.03% |
Volatility
DFSPX vs. FSPSX - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 6.68%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 7.04% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 10.63% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 16.79% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.77% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 16.47% | -0.34% |