DFVIX vs. FIWCX
DFVIX (DFA International Value III Portfolio) and FIWCX (Fidelity SAI International Value Index Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, DFVIX returned 17.17%/yr vs 15.06%/yr for FIWCX. Their 0.95 correlation means they have historically moved very closely together. DFVIX charges 0.24%/yr vs 0.17%/yr for FIWCX.
Performance
DFVIX vs. FIWCX - Performance Comparison
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Returns By Period
In the year-to-date period, DFVIX achieves a 17.22% return, which is significantly lower than FIWCX's 20.02% return.
DFVIX
- 1D
- 2.64%
- 1M
- 5.00%
- 6M
- 10.51%
- YTD
- 17.22%
- 1Y
- 38.38%
- 3Y*
- 22.79%
- 5Y*
- 17.17%
- 10Y*
- 12.83%
- ALL TIME*
- 8.14%
FIWCX
- 1D
- 2.03%
- 1M
- 4.93%
- 6M
- 13.18%
- YTD
- 20.02%
- 1Y
- 39.68%
- 3Y*
- 22.61%
- 5Y*
- 15.06%
- 10Y*
- —
- ALL TIME*
- 9.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFVIX vs. FIWCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 17.22% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 1.28% |
FIWCX Fidelity SAI International Value Index Fund | 20.02% | 43.38% | 4.94% | 18.99% | -5.96% | 13.88% | -3.94% | 17.30% | -16.13% | 0.77% |
Correlation
The correlation between DFVIX and FIWCX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.95 |
The correlation between DFVIX and FIWCX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
DFVIX vs. FIWCX — Risk / Return Rank
DFVIX
FIWCX
DFVIX vs. FIWCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Fidelity SAI International Value Index Fund (FIWCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFVIX | FIWCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.46 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 3.50 | +0.47 |
| Martin ratioReturn relative to average drawdown | 15.53 | 13.72 | +1.81 |
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Drawdowns
DFVIX vs. FIWCX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than FIWCX's maximum drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for DFVIX and FIWCX.
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Drawdown Indicators
| DFVIX | FIWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.53% | -42.73% | -23.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -11.13% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -14.83% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -28.49% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.21% | -8.93% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.84% | -0.41% |
Volatility
DFVIX vs. FIWCX - Volatility Comparison
DFA International Value III Portfolio (DFVIX) and Fidelity SAI International Value Index Fund (FIWCX) have volatilities of 4.26% and 4.35%, 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
| DFVIX | FIWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.35% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 12.57% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.17% | 15.02% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 16.21% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 18.18% | -0.42% |
DFVIX vs. FIWCX - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is higher than FIWCX's 0.17% 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%.
Dividends
DFVIX vs. FIWCX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 3.69%, less than FIWCX's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 3.69% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
FIWCX Fidelity SAI International Value Index Fund | 5.81% | 6.97% | 4.26% | 5.88% | 4.66% | 8.74% | 1.58% | 3.40% | 2.18% | 0.07% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, DFVIX and FIWCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FIWCX has higher volatility (4.35%) compared to DFVIX (4.26%). In terms of maximum drawdown, DFVIX dropped -66.53% vs FIWCX's -42.73%.
DFVIX currently has the higher Sharpe Ratio (2.69 vs 2.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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