Correlation
The correlation between DFSPX and FSPSX is 0.76, 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.
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 Fund Advisors LP. It was launched on Mar 12, 2008. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSPX or FSPSX.
Performance
DFSPX vs. FSPSX - Performance Comparison
Loading data...
Key characteristics
DFSPX:
1.05
FSPSX:
0.88
DFSPX:
1.44
FSPSX:
1.19
DFSPX:
1.20
FSPSX:
1.16
DFSPX:
1.29
FSPSX:
0.99
DFSPX:
3.67
FSPSX:
2.87
DFSPX:
4.38%
FSPSX:
4.68%
DFSPX:
16.15%
FSPSX:
16.73%
DFSPX:
-55.89%
FSPSX:
-33.69%
DFSPX:
-0.20%
FSPSX:
-0.43%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSPX having a 17.68% return and FSPSX slightly lower at 17.65%. Over the past 10 years, DFSPX has outperformed FSPSX with an annualized return of 6.52%, while FSPSX has yielded a comparatively lower 6.10% annualized return.
DFSPX
17.68%
5.24%
14.19%
16.88%
11.74%
11.69%
6.52%
FSPSX
17.65%
4.72%
14.32%
14.57%
11.70%
11.59%
6.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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%.
Risk-Adjusted Performance
DFSPX vs. FSPSX — Risk-Adjusted Performance Rank
DFSPX
FSPSX
DFSPX vs. FSPSX - Risk-Adjusted Performance 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.
Loading data...
Dividends
DFSPX vs. FSPSX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.64%, more than FSPSX's 2.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.64% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 3.10% |
FSPSX Fidelity International Index Fund | 2.46% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% |
Drawdowns
DFSPX vs. FSPSX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -55.89%, 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.
Loading data...
Volatility
DFSPX vs. FSPSX - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 2.95%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.28%. 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.
Loading data...