DFVIX vs. FXAIX
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Fidelity 500 Index Fund (FXAIX).
DFVIX is managed by Dimensional Fund Advisors LP. It was launched on Feb 1, 1995. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVIX or FXAIX.
Performance
DFVIX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, DFVIX achieves a 8.83% return, which is significantly lower than FXAIX's 26.70% return. Over the past 10 years, DFVIX has underperformed FXAIX with an annualized return of 5.43%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
DFVIX
8.83%
-0.93%
-0.46%
15.41%
8.26%
5.43%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| DFVIX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.68 |
| Sortino Ratio | 1.67 | 3.58 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 2.10 | 3.89 |
| Martin Ratio | 6.33 | 17.48 |
| Ulcer Index | 2.43% | 1.88% |
| Daily Std Dev | 12.47% | 12.24% |
| Max Drawdown | -66.53% | -33.79% |
| Current Drawdown | -5.00% | -0.46% |
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DFVIX vs. FXAIX - Expense Ratio Comparison
DFVIX has a 0.24% 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 DFVIX and FXAIX is 0.77, 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
DFVIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) 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
DFVIX vs. FXAIX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.32%, more than FXAIX's 1.21% yield.
| 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% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
DFVIX vs. FXAIX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DFVIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DFVIX vs. FXAIX - Volatility Comparison
The current volatility for DFA International Value III Portfolio (DFVIX) is 3.66%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.96%. This indicates that DFVIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.