DFSVX vs. FSMAX

In the year-to-date period, DFSVX achieves a -9.15% return, which is significantly lower than FSMAX's -6.29% return. Over the past 10 years, DFSVX has outperformed FSMAX with an annualized return of 7.28%, while FSMAX has yielded a comparatively lower 5.27% annualized return.

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DFSVX has a 0.30% expense ratio, which is higher than FSMAX's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and Fidelity Extended Market Index Fund (FSMAX). 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.

The current DFSVX Sharpe Ratio is -0.18, which is lower than the FSMAX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of DFSVX and FSMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFSVX's dividend yield for the trailing twelve months is around 1.67%, more than FSMAX's 0.52% yield.

The maximum DFSVX drawdown since its inception was -66.70%, which is greater than FSMAX's maximum drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for DFSVX and FSMAX. For additional features, visit the drawdowns tool.

DFA U.S. Small Cap Value Portfolio I (DFSVX) and Fidelity Extended Market Index Fund (FSMAX) have volatilities of 7.89% and 7.87%, 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.