DFUSX vs. FSKAX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and Fidelity Total Market Index Fund (FSKAX).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. FSKAX is managed by Fidelity.
Performance
DFUSX vs. FSKAX - Performance Comparison
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DFUSX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | -7.05% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
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
The year-to-date returns for both investments are quite close, with DFUSX having a -7.05% return and FSKAX slightly higher at -6.77%. Both investments have delivered pretty close results over the past 10 years, with DFUSX having a 13.60% annualized return and FSKAX not far behind at 13.23%.
DFUSX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -7.05%
- 6M
- -4.63%
- 1Y
- 14.38%
- 3Y*
- 17.12%
- 5Y*
- 11.34%
- 10Y*
- 13.60%
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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DFUSX vs. FSKAX - Expense Ratio Comparison
DFUSX has a 0.08% 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
DFUSX vs. FSKAX — Risk / Return Rank
DFUSX
FSKAX
DFUSX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) 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.
| DFUSX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.83 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.29 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.04 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.25 | 5.05 | -0.80 |
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
| DFUSX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.83 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.72 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.78 | -0.36 |
Correlation
The correlation between DFUSX and FSKAX is 0.99, 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
DFUSX vs. FSKAX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, more than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.14% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
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
DFUSX vs. FSKAX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for DFUSX and FSKAX.
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Drawdown Indicators
| DFUSX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -35.01% | -19.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.42% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -25.39% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -35.01% | +1.22% |
Current DrawdownCurrent decline from peak | -8.88% | -8.92% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -4.05% | -6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.57% | +0.05% |
Volatility
DFUSX vs. FSKAX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.25% and 4.42%, 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.
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Volatility by Period
| DFUSX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.42% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 9.40% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 18.50% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 17.38% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 18.42% | -0.39% |