DFSTX vs. FSCIX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and Fidelity Advisor Small Cap Fund Class I (FSCIX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. FSCIX is managed by Fidelity. It was launched on Sep 9, 1998.
Performance
DFSTX vs. FSCIX - Performance Comparison
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DFSTX vs. FSCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
FSCIX Fidelity Advisor Small Cap Fund Class I | 0.67% | 12.12% | 11.59% | 18.58% | -20.51% | 31.58% | 17.44% | 32.70% | -16.25% | 14.09% |
Returns By Period
In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly lower than FSCIX's 0.67% return. Both investments have delivered pretty close results over the past 10 years, with DFSTX having a 9.69% annualized return and FSCIX not far ahead at 9.96%.
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
FSCIX
- 1D
- -1.77%
- 1M
- -7.89%
- YTD
- 0.67%
- 6M
- 4.18%
- 1Y
- 22.95%
- 3Y*
- 12.39%
- 5Y*
- 6.41%
- 10Y*
- 9.96%
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DFSTX vs. FSCIX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is lower than FSCIX's 0.97% expense ratio.
Return for Risk
DFSTX vs. FSCIX — Risk / Return Rank
DFSTX
FSCIX
DFSTX vs. FSCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Fidelity Advisor Small Cap Fund Class I (FSCIX). 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.
| DFSTX | FSCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.05 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.58 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.49 | -0.45 |
Martin ratioReturn relative to average drawdown | 4.16 | 6.38 | -2.22 |
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
| DFSTX | FSCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.05 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.30 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.46 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Correlation
The correlation between DFSTX and FSCIX is 0.94, 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
DFSTX vs. FSCIX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than FSCIX's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
FSCIX Fidelity Advisor Small Cap Fund Class I | 1.61% | 1.62% | 12.26% | 1.17% | 4.64% | 9.81% | 2.39% | 3.53% | 13.10% | 12.79% | 2.44% | 7.76% |
Drawdowns
DFSTX vs. FSCIX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than FSCIX's maximum drawdown of -49.58%. Use the drawdown chart below to compare losses from any high point for DFSTX and FSCIX.
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Drawdown Indicators
| DFSTX | FSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -49.58% | -11.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -13.77% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -32.32% | +6.41% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -40.41% | -4.37% |
Current DrawdownCurrent decline from peak | -9.09% | -9.33% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -11.00% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.21% | +0.26% |
Volatility
DFSTX vs. FSCIX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 5.43%, while Fidelity Advisor Small Cap Fund Class I (FSCIX) has a volatility of 6.46%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than FSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | FSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 6.46% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 12.64% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 21.93% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 21.41% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 21.57% | +0.49% |