DFUEX vs. FXAIX
Compare and contrast key facts about DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and Fidelity 500 Index Fund (FXAIX).
DFUEX is managed by Dimensional. It was launched on Oct 1, 2007. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
DFUEX vs. FXAIX - Performance Comparison
Loading graphics...
DFUEX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, DFUEX achieves a -6.34% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, DFUEX has underperformed FXAIX with an annualized return of 12.67%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
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%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFUEX vs. FXAIX - Expense Ratio Comparison
DFUEX has a 0.21% expense ratio, which is higher than FXAIX'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. FXAIX — Risk / Return Rank
DFUEX
FXAIX
DFUEX vs. FXAIX - 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 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.84 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.30 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.05 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.54 | 5.13 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFUEX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.84 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.68 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.77 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.75 | -0.04 |
Correlation
The correlation between DFUEX and FXAIX is 0.95, 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. FXAIX - Dividend Comparison
DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than FXAIX's 1.20% 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% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
DFUEX vs. FXAIX - Drawdown Comparison
The maximum DFUEX drawdown since its inception was -37.99%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DFUEX and FXAIX.
Loading graphics...
Drawdown Indicators
| DFUEX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -33.79% | -4.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -12.13% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -24.50% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -33.79% | -4.20% |
Current DrawdownCurrent decline from peak | -10.04% | -8.89% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -3.83% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.50% | +0.82% |
Volatility
DFUEX vs. FXAIX - Volatility Comparison
DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has a higher volatility of 4.89% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that DFUEX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFUEX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.24% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 9.08% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 18.13% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 16.88% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 18.03% | +1.15% |