DFUEX vs. FSKAX
Compare and contrast key facts about DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and Fidelity Total Market Index Fund (FSKAX).
DFUEX is managed by Dimensional. It was launched on Oct 1, 2007. FSKAX is managed by Fidelity.
Performance
DFUEX vs. FSKAX - Performance Comparison
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DFUEX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | -6.34% | 15.65% | 22.08% | 25.95% | -17.95% | 27.86% | 15.75% | 33.20% | -9.98% | 18.36% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% | -5.32% | 20.85% |
Returns By Period
In the year-to-date period, DFUEX achieves a -6.34% return, which is significantly higher than FSKAX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with DFUEX having a 12.67% annualized return and FSKAX not far ahead at 13.23%.
DFUEX
- 1D
- -0.68%
- 1M
- -8.23%
- YTD
- -6.34%
- 6M
- -4.39%
- 1Y
- 15.64%
- 3Y*
- 15.91%
- 5Y*
- 9.62%
- 10Y*
- 12.67%
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
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DFUEX vs. FSKAX - Expense Ratio Comparison
DFUEX has a 0.21% expense ratio, which is higher than FSKAX's 0.02% 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%.
Return for Risk
DFUEX vs. FSKAX — Risk / Return Rank
DFUEX
FSKAX
DFUEX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and Fidelity Total Market Index Fund (FSKAX). 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.
| DFUEX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.83 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.29 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.04 | -0.25 |
Martin ratioReturn relative to average drawdown | 3.54 | 5.05 | -1.51 |
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
| DFUEX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.83 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.59 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.78 | -0.07 |
Correlation
The correlation between DFUEX and FSKAX 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.
Dividends
DFUEX vs. FSKAX - Dividend Comparison
DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | 0.90% | 0.64% | 0.93% | 1.78% | 4.61% | 4.73% | 1.18% | 5.79% | 3.19% | 2.12% | 2.05% | 2.95% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
DFUEX vs. FSKAX - Drawdown Comparison
The maximum DFUEX drawdown since its inception was -37.99%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for DFUEX and FSKAX.
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Drawdown Indicators
| DFUEX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -35.01% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -12.42% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -25.39% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -35.01% | -2.98% |
Current DrawdownCurrent decline from peak | -10.04% | -8.92% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.05% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.57% | +0.75% |
Volatility
DFUEX vs. FSKAX - Volatility Comparison
DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has a higher volatility of 4.89% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that DFUEX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUEX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.42% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 9.40% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 18.50% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 17.38% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 18.42% | +0.76% |