Correlation
The correlation between DFVQX and FSPSX is 0.76, 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.
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.
Performance
DFVQX vs. FSPSX - Performance Comparison
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Key characteristics
DFVQX:
1.03
FSPSX:
0.88
DFVQX:
1.38
FSPSX:
1.19
DFVQX:
1.20
FSPSX:
1.16
DFVQX:
1.20
FSPSX:
0.99
DFVQX:
3.68
FSPSX:
2.87
DFVQX:
4.16%
FSPSX:
4.68%
DFVQX:
15.69%
FSPSX:
16.73%
DFVQX:
-46.36%
FSPSX:
-33.69%
DFVQX:
-0.13%
FSPSX:
-0.43%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFVQX having a 18.24% return and FSPSX slightly lower at 17.65%. Both investments have delivered pretty close results over the past 10 years, with DFVQX having a 5.88% annualized return and FSPSX not far ahead at 6.10%.
DFVQX
18.24%
5.50%
14.96%
15.98%
11.24%
13.24%
5.88%
FSPSX
17.65%
4.72%
14.32%
14.57%
11.70%
11.59%
6.10%
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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 Rank
DFVQX
FSPSX
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.
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Dividends
DFVQX vs. FSPSX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.08%, more than FSPSX's 2.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.08% | 3.56% | 3.47% | 2.74% | 4.76% | 1.80% | 2.67% | 5.97% | 2.90% | 2.92% | 2.77% | 3.77% |
FSPSX Fidelity International Index Fund | 2.46% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% |
Drawdowns
DFVQX vs. FSPSX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -46.36%, 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.
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Volatility
DFVQX vs. FSPSX - Volatility Comparison
The current volatility for DFA International Vector Equity Portfolio (DFVQX) is 2.61%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.28%. This indicates that DFVQX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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