DISMX vs. FOPIX
DISMX (DFA International Small Cap Growth Portfolio) and FOPIX (Fidelity Advisor International Small Cap Opportunities Fund Class I) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, DISMX returned 7.24%/yr vs 8.99%/yr for FOPIX. Their correlation of 0.92 means they have usually moved in the same direction. DISMX charges 0.53%/yr vs 1.24%/yr for FOPIX.
Performance
DISMX vs. FOPIX - Performance Comparison
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Returns By Period
In the year-to-date period, DISMX achieves a 8.56% return, which is significantly higher than FOPIX's 6.32% return. Over the past 10 years, DISMX has underperformed FOPIX with an annualized return of 7.24%, while FOPIX has yielded a comparatively higher 8.99% annualized return.
DISMX
- 1D
- 2.36%
- 1M
- 1.37%
- 6M
- 3.54%
- YTD
- 8.56%
- 1Y
- 14.50%
- 3Y*
- 12.79%
- 5Y*
- 2.49%
- 10Y*
- 7.24%
- ALL TIME*
- 7.69%
FOPIX
- 1D
- 2.02%
- 1M
- -0.34%
- 6M
- 3.20%
- YTD
- 6.32%
- 1Y
- 11.35%
- 3Y*
- 13.59%
- 5Y*
- 3.80%
- 10Y*
- 8.99%
- ALL TIME*
- 7.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DISMX vs. FOPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | 8.56% | 27.95% | 1.30% | 11.55% | -25.16% | 9.27% | 16.42% | 25.78% | -17.96% | 34.06% |
FOPIX Fidelity Advisor International Small Cap Opportunities Fund Class I | 6.32% | 25.00% | 4.06% | 16.88% | -28.91% | 17.64% | 19.57% | 29.11% | -14.14% | 34.68% |
Correlation
The correlation between DISMX and FOPIX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.92 |
The correlation between DISMX and FOPIX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
DISMX vs. FOPIX — Risk / Return Rank
DISMX
FOPIX
DISMX vs. FOPIX - 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 Opportunities Fund Class I (FOPIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DISMX | FOPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.08 | +0.13 |
| Martin ratioReturn relative to average drawdown | 4.40 | 3.42 | +0.98 |
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Drawdowns
DISMX vs. FOPIX - Drawdown Comparison
The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum FOPIX drawdown of -72.69%. Use the drawdown chart below to compare losses from any high point for DISMX and FOPIX.
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Drawdown Indicators
| DISMX | FOPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -72.69% | +31.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -11.00% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.15% | -12.40% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -40.75% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -40.75% | -0.78% |
Current DrawdownCurrent decline from peak | -0.39% | -2.23% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -18.35% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.47% | -0.13% |
Volatility
DISMX vs. FOPIX - Volatility Comparison
DFA International Small Cap Growth Portfolio (DISMX) and Fidelity Advisor International Small Cap Opportunities Fund Class I (FOPIX) have volatilities of 4.40% and 4.24%, 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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Volatility by Period
| DISMX | FOPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.24% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 11.89% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 14.32% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 16.85% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 15.90% | +0.29% |
DISMX vs. FOPIX - Expense Ratio Comparison
DISMX has a 0.53% expense ratio, which is lower than FOPIX's 1.24% expense ratio.
Dividends
DISMX vs. FOPIX - Dividend Comparison
DISMX's dividend yield for the trailing twelve months is around 1.87%, less than FOPIX's 10.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | 1.87% | 1.98% | 2.48% | 2.15% | 2.17% | 1.89% | 1.11% | 2.31% | 5.59% | 3.79% | 1.73% | 2.75% |
FOPIX Fidelity Advisor International Small Cap Opportunities Fund Class I | 10.93% | 11.62% | 6.34% | 3.73% | 6.43% | 8.85% | 0.00% | 1.04% | 2.95% | 1.31% | 1.49% | 0.47% |
Frequently Asked Questions
With a correlation of 0.91, DISMX and FOPIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DISMX has higher volatility (4.40%) compared to FOPIX (4.24%). In terms of maximum drawdown, DISMX dropped -41.53% vs FOPIX's -72.69%.
DISMX currently has the higher Sharpe Ratio (0.99 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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