DFVIX vs. FDGRX
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Fidelity Growth Company Fund (FDGRX).
DFVIX is managed by Dimensional Fund Advisors LP. It was launched on Feb 1, 1995. FDGRX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVIX or FDGRX.
Performance
DFVIX vs. FDGRX - Performance Comparison
Returns By Period
In the year-to-date period, DFVIX achieves a 8.83% return, which is significantly lower than FDGRX's 34.77% return. Over the past 10 years, DFVIX has underperformed FDGRX with an annualized return of 5.43%, while FDGRX has yielded a comparatively higher 13.10% annualized return.
DFVIX
8.83%
-0.93%
-0.46%
15.41%
8.26%
5.43%
FDGRX
34.77%
3.54%
12.56%
37.53%
15.39%
13.10%
Key characteristics
| DFVIX | FDGRX | |
|---|---|---|
| Sharpe Ratio | 1.24 | 1.94 |
| Sortino Ratio | 1.67 | 2.55 |
| Omega Ratio | 1.21 | 1.35 |
| Calmar Ratio | 2.10 | 1.33 |
| Martin Ratio | 6.33 | 9.68 |
| Ulcer Index | 2.43% | 3.88% |
| Daily Std Dev | 12.47% | 19.35% |
| Max Drawdown | -66.53% | -71.50% |
| Current Drawdown | -5.00% | -1.58% |
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DFVIX vs. FDGRX - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is lower than FDGRX's 0.79% expense ratio.
Correlation
The correlation between DFVIX and FDGRX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DFVIX vs. FDGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Fidelity Growth Company Fund (FDGRX). 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
DFVIX vs. FDGRX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.32%, while FDGRX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 4.32% | 4.44% | 3.82% | 4.21% | 2.24% | 3.53% | 3.62% | 3.02% | 3.43% | 3.55% | 5.12% | 2.77% |
FDGRX Fidelity Growth Company Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.07% | 3.92% | 4.03% | 7.12% |
Drawdowns
DFVIX vs. FDGRX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for DFVIX and FDGRX. For additional features, visit the drawdowns tool.
Volatility
DFVIX vs. FDGRX - Volatility Comparison
The current volatility for DFA International Value III Portfolio (DFVIX) is 3.66%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 5.56%. This indicates that DFVIX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.