DFUSX vs. FXAIX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and Fidelity 500 Index Fund (FXAIX).
DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUSX or FXAIX.
Performance
DFUSX vs. FXAIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DFUSX having a 25.46% return and FXAIX slightly higher at 25.57%. Both investments have delivered pretty close results over the past 10 years, with DFUSX having a 13.11% annualized return and FXAIX not far behind at 13.04%.
DFUSX
25.46%
1.16%
12.18%
32.07%
15.54%
13.11%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| DFUSX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.61 |
| Sortino Ratio | 3.47 | 3.49 |
| Omega Ratio | 1.48 | 1.49 |
| Calmar Ratio | 3.76 | 3.78 |
| Martin Ratio | 16.93 | 17.01 |
| Ulcer Index | 1.88% | 1.88% |
| Daily Std Dev | 12.26% | 12.24% |
| Max Drawdown | -54.96% | -33.79% |
| Current Drawdown | -1.36% | -1.35% |
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DFUSX vs. FXAIX - Expense Ratio Comparison
DFUSX has a 0.08% 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%.
Correlation
The correlation between DFUSX and FXAIX 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.
Risk-Adjusted Performance
DFUSX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) 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.
Dividends
DFUSX vs. FXAIX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.11%, less than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.11% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
DFUSX vs. FXAIX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DFUSX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DFUSX vs. FXAIX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.07% and 4.06%, 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.