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DIHRX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIHRX and FSPSX is 0.75, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International High Relative Profitability Portfolio (DIHRX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DIHRX:

0.50

FSPSX:

0.70

Sortino Ratio

DIHRX:

0.81

FSPSX:

1.04

Omega Ratio

DIHRX:

1.11

FSPSX:

1.14

Calmar Ratio

DIHRX:

0.61

FSPSX:

0.84

Martin Ratio

DIHRX:

1.61

FSPSX:

2.44

Ulcer Index

DIHRX:

4.97%

FSPSX:

4.69%

Daily Std Dev

DIHRX:

16.16%

FSPSX:

16.78%

Max Drawdown

DIHRX:

-33.30%

FSPSX:

-33.69%

Current Drawdown

DIHRX:

0.00%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, DIHRX achieves a 14.19% return, which is significantly lower than FSPSX's 16.51% return.


DIHRX

YTD

14.19%

1M

7.41%

6M

12.79%

1Y

8.01%

3Y*

9.85%

5Y*

10.37%

10Y*

N/A

FSPSX

YTD

16.51%

1M

8.61%

6M

15.11%

1Y

11.62%

3Y*

12.61%

5Y*

12.12%

10Y*

5.83%

*Annualized

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIHRX
The Risk-Adjusted Performance Rank of DIHRX is 5252
Overall Rank
The Sharpe Ratio Rank of DIHRX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DIHRX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DIHRX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of DIHRX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of DIHRX is 4848
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6565
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DIHRX Sharpe Ratio is 0.50, which is comparable to the FSPSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DIHRX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DIHRX vs. FSPSX - Dividend Comparison

DIHRX's dividend yield for the trailing twelve months is around 1.93%, less than FSPSX's 2.49% yield.


TTM20242023202220212020201920182017201620152014
DIHRX
DFA International High Relative Profitability Portfolio
1.93%2.33%2.59%3.06%2.32%1.39%2.11%2.36%0.86%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.49%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

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.


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Volatility

DIHRX vs. FSPSX - Volatility Comparison

DFA International High Relative Profitability Portfolio (DIHRX) and Fidelity International Index Fund (FSPSX) have volatilities of 2.93% and 3.08%, 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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