DISV vs. FSRNX
Compare and contrast key facts about Dimensional International Small Cap Value ETF (DISV) and Fidelity Real Estate Index Fund (FSRNX).
DISV is an actively managed fund by Dimensional Fund Advisors. It was launched on Mar 23, 2022. FSRNX is a passively managed fund by Fidelity that tracks the performance of the MSCI US IMI Real Estate 25/25 Index. It was launched on Aug 9, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISV or FSRNX.
Key characteristics
| DISV | FSRNX | |
|---|---|---|
| YTD Return | 8.54% | 11.78% |
| 1Y Return | 20.53% | 33.46% |
| Sharpe Ratio | 1.44 | 1.83 |
| Sortino Ratio | 1.97 | 2.63 |
| Omega Ratio | 1.25 | 1.33 |
| Calmar Ratio | 2.64 | 1.02 |
| Martin Ratio | 8.12 | 7.09 |
| Ulcer Index | 2.59% | 4.41% |
| Daily Std Dev | 14.66% | 17.11% |
| Max Drawdown | -26.77% | -44.26% |
| Current Drawdown | -6.08% | -7.59% |
Correlation
The correlation between DISV and FSRNX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DISV vs. FSRNX - Performance Comparison
In the year-to-date period, DISV achieves a 8.54% return, which is significantly lower than FSRNX's 11.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DISV vs. FSRNX - Expense Ratio Comparison
DISV has a 0.42% expense ratio, which is higher than FSRNX's 0.07% expense ratio.
Risk-Adjusted Performance
DISV vs. FSRNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap Value ETF (DISV) and Fidelity Real Estate Index Fund (FSRNX). 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
DISV vs. FSRNX - Dividend Comparison
DISV's dividend yield for the trailing twelve months is around 2.74%, more than FSRNX's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISV Dimensional International Small Cap Value ETF | 2.74% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSRNX Fidelity Real Estate Index Fund | 2.62% | 2.84% | 2.66% | 1.25% | 3.33% | 3.18% | 3.73% | 2.27% | 2.58% | 2.57% | 4.18% | 3.54% |
Drawdowns
DISV vs. FSRNX - Drawdown Comparison
The maximum DISV drawdown since its inception was -26.77%, smaller than the maximum FSRNX drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for DISV and FSRNX. For additional features, visit the drawdowns tool.
Volatility
DISV vs. FSRNX - Volatility Comparison
The current volatility for Dimensional International Small Cap Value ETF (DISV) is 3.96%, while Fidelity Real Estate Index Fund (FSRNX) has a volatility of 5.19%. This indicates that DISV experiences smaller price fluctuations and is considered to be less risky than FSRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.