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.
Performance
DFSVX vs. FISVX - Performance Comparison
Returns By Period
In the year-to-date period, DFSVX achieves a 14.54% return, which is significantly higher than FISVX's 13.05% return.
DFSVX
14.54%
2.85%
9.29%
28.01%
14.68%
9.30%
FISVX
13.05%
1.58%
10.44%
27.61%
9.36%
N/A
Key characteristics
| DFSVX | FISVX | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.39 |
| Sortino Ratio | 2.23 | 2.09 |
| Omega Ratio | 1.27 | 1.25 |
| Calmar Ratio | 2.98 | 1.58 |
| Martin Ratio | 8.16 | 7.32 |
| Ulcer Index | 3.65% | 4.04% |
| Daily Std Dev | 20.00% | 21.31% |
| Max Drawdown | -66.70% | -44.66% |
| Current Drawdown | -3.12% | -4.38% |
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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.
Correlation
The correlation between DFSVX and FISVX is 0.97, 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.
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 3.28%, more than FISVX's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.28% | 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 | 1.63% | 2.06% | 1.94% | 1.58% | 1.33% | 0.55% | 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
DFA U.S. Small Cap Value Portfolio I (DFSVX) and Fidelity Small Cap Value Index Fund (FISVX) have volatilities of 8.22% and 8.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.