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 Fund Advisors LP. It was launched on Sep 23, 1999. FSKAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUSX or FSKAX.
Key characteristics
| DFUSX | FSKAX | |
|---|---|---|
| YTD Return | 19.04% | 17.63% |
| 1Y Return | 28.17% | 27.30% |
| 3Y Return (Ann) | 9.61% | 8.27% |
| 5Y Return (Ann) | 15.19% | 14.38% |
| 10Y Return (Ann) | 12.86% | 12.28% |
| Sharpe Ratio | 2.16 | 2.04 |
| Daily Std Dev | 12.81% | 13.21% |
| Max Drawdown | -54.96% | -35.01% |
| Current Drawdown | -0.51% | -0.73% |
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.
Performance
DFUSX vs. FSKAX - Performance Comparison
In the year-to-date period, DFUSX achieves a 19.04% return, which is significantly higher than FSKAX's 17.63% return. Both investments have delivered pretty close results over the past 10 years, with DFUSX having a 12.86% annualized return and FSKAX not far behind at 12.28%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
DFUSX vs. FSKAX - Risk-Adjusted Performance 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.
Dividends
DFUSX vs. FSKAX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 3.54%, more than FSKAX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 3.54% | 4.17% | 6.24% | 6.57% | 3.82% | 2.25% | 2.64% | 2.13% | 2.65% | 2.87% | 1.81% | 1.79% |
FSKAX Fidelity Total Market Index Fund | 1.23% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.33% | 2.43% | 2.49% | 1.63% | 1.54% |
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. For additional features, visit the drawdowns tool.
Volatility
DFUSX vs. FSKAX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.38% and 4.51%, 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.