DILRX vs. FIDZX
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX).
DILRX is managed by Dimensional. It was launched on Dec 19, 2012. FIDZX is managed by Fidelity. It was launched on Feb 1, 2017.
Performance
DILRX vs. FIDZX - Performance Comparison
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DILRX vs. FIDZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | -0.70% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 21.73% |
FIDZX Fidelity Advisor International Capital Appreciation Fund Class Z | -4.83% | 18.83% | 8.15% | 27.79% | -26.45% | 12.40% | 22.36% | 32.97% | -12.72% | 28.67% |
Returns By Period
In the year-to-date period, DILRX achieves a -0.70% return, which is significantly higher than FIDZX's -4.83% return.
DILRX
- 1D
- 3.24%
- 1M
- -8.11%
- YTD
- -0.70%
- 6M
- 0.80%
- 1Y
- 17.28%
- 3Y*
- 11.01%
- 5Y*
- 6.10%
- 10Y*
- 8.36%
FIDZX
- 1D
- 3.60%
- 1M
- -9.01%
- YTD
- -4.83%
- 6M
- -5.30%
- 1Y
- 9.89%
- 3Y*
- 11.16%
- 5Y*
- 4.87%
- 10Y*
- —
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DILRX vs. FIDZX - Expense Ratio Comparison
DILRX has a 0.29% expense ratio, which is lower than FIDZX's 0.85% expense ratio.
Return for Risk
DILRX vs. FIDZX — Risk / Return Rank
DILRX
FIDZX
DILRX vs. FIDZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX). 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.
| DILRX | FIDZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.53 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.89 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.65 | +0.64 |
Martin ratioReturn relative to average drawdown | 5.25 | 2.57 | +2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DILRX | FIDZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.53 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.26 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.54 | -0.06 |
Correlation
The correlation between DILRX and FIDZX is 0.92, 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.
Dividends
DILRX vs. FIDZX - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.96%, less than FIDZX's 5.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.96% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
FIDZX Fidelity Advisor International Capital Appreciation Fund Class Z | 5.85% | 5.57% | 0.84% | 0.46% | 0.00% | 3.90% | 0.19% | 0.63% | 0.67% | 0.28% | 0.00% | 0.00% |
Drawdowns
DILRX vs. FIDZX - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum FIDZX drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for DILRX and FIDZX.
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Drawdown Indicators
| DILRX | FIDZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -37.17% | +4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -14.44% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -37.17% | +5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | — | — |
Current DrawdownCurrent decline from peak | -9.47% | -11.36% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -7.62% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.67% | -0.63% |
Volatility
DILRX vs. FIDZX - Volatility Comparison
The current volatility for DFA International Large Cap Growth Portfolio (DILRX) is 8.06%, while Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) has a volatility of 8.79%. This indicates that DILRX experiences smaller price fluctuations and is considered to be less risky than FIDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DILRX | FIDZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 8.79% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 12.85% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 19.76% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 18.52% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 18.23% | -2.46% |