DFVQX vs. FSPSX
Compare and contrast key facts about DFA International Vector Equity Portfolio (DFVQX) and Fidelity International Index Fund (FSPSX).
DFVQX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 2008. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVQX or FSPSX.
Key characteristics
| DFVQX | FSPSX | |
|---|---|---|
| YTD Return | 7.64% | 8.44% |
| 1Y Return | 16.27% | 15.64% |
| 3Y Return (Ann) | 3.72% | 4.17% |
| 5Y Return (Ann) | 8.48% | 8.01% |
| 10Y Return (Ann) | 5.10% | 5.01% |
| Sharpe Ratio | 1.22 | 1.23 |
| Daily Std Dev | 12.34% | 11.99% |
| Max Drawdown | -44.58% | -33.69% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFVQX and FSPSX is 0.95, 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
DFVQX vs. FSPSX - Performance Comparison
In the year-to-date period, DFVQX achieves a 7.64% return, which is significantly lower than FSPSX's 8.44% return. Both investments have delivered pretty close results over the past 10 years, with DFVQX having a 5.10% annualized return and FSPSX not far behind at 5.01%. 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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DFVQX vs. FSPSX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Risk-Adjusted Performance
DFVQX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) and Fidelity International Index Fund (FSPSX). 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
DFVQX vs. FSPSX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.23%, more than FSPSX's 2.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.23% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 2.90% | 2.93% | 2.77% | 3.10% | 2.88% |
FSPSX Fidelity International Index Fund | 2.93% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% | 2.59% |
Drawdowns
DFVQX vs. FSPSX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -44.58%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for DFVQX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
DFVQX vs. FSPSX - Volatility Comparison
DFA International Vector Equity Portfolio (DFVQX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.14% and 3.01%, 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.