DISMX vs. FIQIX
Compare and contrast key facts about DFA International Small Cap Growth Portfolio (DISMX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX).
DISMX is managed by Dimensional. It was launched on Dec 19, 2012. FIQIX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
DISMX vs. FIQIX - Performance Comparison
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DISMX vs. FIQIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | -4.33% | 27.95% | 1.30% | 11.55% | -25.16% | 9.27% | 16.42% | 25.78% | -11.28% |
FIQIX Fidelity Advisor International Small Cap Fund Class Z | -2.49% | 24.80% | 0.14% | 19.76% | -16.53% | 13.56% | 10.12% | 21.61% | -7.47% |
Returns By Period
In the year-to-date period, DISMX achieves a -4.33% return, which is significantly lower than FIQIX's -2.49% return.
DISMX
- 1D
- -0.47%
- 1M
- -12.22%
- YTD
- -4.33%
- 6M
- -3.35%
- 1Y
- 18.68%
- 3Y*
- 9.25%
- 5Y*
- 1.85%
- 10Y*
- 6.31%
FIQIX
- 1D
- -0.30%
- 1M
- -10.40%
- YTD
- -2.49%
- 6M
- -0.76%
- 1Y
- 15.97%
- 3Y*
- 10.38%
- 5Y*
- 5.19%
- 10Y*
- —
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DISMX vs. FIQIX - Expense Ratio Comparison
DISMX has a 0.53% expense ratio, which is lower than FIQIX's 0.89% expense ratio.
Return for Risk
DISMX vs. FIQIX — Risk / Return Rank
DISMX
FIQIX
DISMX vs. FIQIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). 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.
| DISMX | FIQIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.11 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.47 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.28 | +0.07 |
Martin ratioReturn relative to average drawdown | 5.36 | 4.66 | +0.69 |
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
| DISMX | FIQIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.11 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.39 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.50 | -0.05 |
Correlation
The correlation between DISMX and FIQIX 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
DISMX vs. FIQIX - Dividend Comparison
DISMX's dividend yield for the trailing twelve months is around 2.06%, less than FIQIX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | 2.06% | 1.98% | 2.48% | 2.15% | 2.17% | 1.89% | 1.11% | 2.31% | 5.59% | 3.79% | 1.73% | 2.75% |
FIQIX Fidelity Advisor International Small Cap Fund Class Z | 3.78% | 3.68% | 2.73% | 1.99% | 0.83% | 7.39% | 0.93% | 2.47% | 6.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
DISMX vs. FIQIX - Drawdown Comparison
The maximum DISMX drawdown since its inception was -41.53%, which is greater than FIQIX's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for DISMX and FIQIX.
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Drawdown Indicators
| DISMX | FIQIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -36.61% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -10.72% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -30.95% | -10.58% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | — | — |
Current DrawdownCurrent decline from peak | -12.22% | -10.40% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -6.88% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.93% | +0.14% |
Volatility
DISMX vs. FIQIX - Volatility Comparison
DFA International Small Cap Growth Portfolio (DISMX) has a higher volatility of 6.07% compared to Fidelity Advisor International Small Cap Fund Class Z (FIQIX) at 5.72%. This indicates that DISMX's price experiences larger fluctuations and is considered to be riskier than FIQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISMX | FIQIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.72% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.69% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 13.29% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 13.36% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 15.11% | +1.17% |