DIHRX vs. FSPSX
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and Fidelity International Index Fund (FSPSX).
DIHRX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. 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: DIHRX or FSPSX.
Correlation
The correlation between DIHRX and FSPSX is 0.96, 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
DIHRX vs. FSPSX - Performance Comparison
Key characteristics
DIHRX:
0.16
FSPSX:
0.22
DIHRX:
0.32
FSPSX:
0.38
DIHRX:
1.04
FSPSX:
1.05
DIHRX:
0.20
FSPSX:
0.23
DIHRX:
0.57
FSPSX:
0.80
DIHRX:
3.69%
FSPSX:
3.53%
DIHRX:
13.08%
FSPSX:
13.01%
DIHRX:
-33.30%
FSPSX:
-33.69%
DIHRX:
-10.45%
FSPSX:
-12.35%
Returns By Period
In the year-to-date period, DIHRX achieves a -0.63% return, which is significantly lower than FSPSX's 0.19% return.
DIHRX
-0.63%
-1.35%
-3.61%
0.31%
4.78%
N/A
FSPSX
0.19%
-3.94%
-4.77%
1.31%
4.25%
4.89%
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DIHRX vs. FSPSX - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Risk-Adjusted Performance
DIHRX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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
DIHRX vs. FSPSX - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.05%, more than FSPSX's 0.38% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DFA International High Relative Profitability Portfolio | 2.05% | 2.59% | 3.06% | 2.32% | 1.39% | 2.11% | 2.36% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% |
Fidelity International Index Fund | 0.38% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
DIHRX vs. FSPSX - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for DIHRX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
DIHRX vs. FSPSX - Volatility Comparison
The current volatility for DFA International High Relative Profitability Portfolio (DIHRX) is 3.64%, while Fidelity International Index Fund (FSPSX) has a volatility of 4.63%. This indicates that DIHRX 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.