DFSVX vs. FISVX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Fidelity Small Cap Value Index Fund (FISVX).
DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993. FISVX is managed by Fidelity. It was launched on Jul 11, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSVX or FISVX.
Key characteristics
| DFSVX | FISVX | |
|---|---|---|
| YTD Return | 1.57% | -0.21% |
| 1Y Return | 29.61% | 22.60% |
| 3Y Return (Ann) | 7.27% | 0.24% |
| Sharpe Ratio | 1.46 | 1.01 |
| Daily Std Dev | 18.60% | 20.95% |
| Max Drawdown | -66.70% | -44.66% |
| Current Drawdown | -3.25% | -7.40% |
Correlation
The correlation between DFSVX and FISVX is 0.96, 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.
Performance
DFSVX vs. FISVX - Performance Comparison
In the year-to-date period, DFSVX achieves a 1.57% return, which is significantly higher than FISVX's -0.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFSVX vs. FISVX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than FISVX's 0.05% expense ratio.
Risk-Adjusted Performance
DFSVX vs. FISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and Fidelity Small Cap Value Index Fund (FISVX). 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.
Dividends
DFSVX vs. FISVX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 3.62%, more than FISVX's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.62% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
FISVX Fidelity Small Cap Value Index Fund | 2.07% | 2.06% | 3.69% | 9.55% | 1.33% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSVX vs. FISVX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for DFSVX and FISVX. For additional features, visit the drawdowns tool.
Volatility
DFSVX vs. FISVX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.07%, while Fidelity Small Cap Value Index Fund (FISVX) has a volatility of 5.73%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than FISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.