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DISV vs. FSRNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DISV and FSRNX is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DISV vs. FSRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Small Cap Value ETF (DISV) and Fidelity Real Estate Index Fund (FSRNX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
29.00%
-5.99%
DISV
FSRNX

Key characteristics

Sharpe Ratio

DISV:

0.85

FSRNX:

0.75

Sortino Ratio

DISV:

1.24

FSRNX:

1.13

Omega Ratio

DISV:

1.17

FSRNX:

1.15

Calmar Ratio

DISV:

1.10

FSRNX:

0.55

Martin Ratio

DISV:

3.29

FSRNX:

2.61

Ulcer Index

DISV:

4.71%

FSRNX:

5.26%

Daily Std Dev

DISV:

18.39%

FSRNX:

18.19%

Max Drawdown

DISV:

-26.77%

FSRNX:

-44.26%

Current Drawdown

DISV:

-0.75%

FSRNX:

-14.39%

Returns By Period

In the year-to-date period, DISV achieves a 12.92% return, which is significantly higher than FSRNX's -1.37% return.


DISV

YTD

12.92%

1M

-0.00%

6M

9.01%

1Y

14.93%

5Y*

N/A

10Y*

N/A

FSRNX

YTD

-1.37%

1M

-2.87%

6M

-8.09%

1Y

12.46%

5Y*

8.09%

10Y*

3.20%

*Annualized

Compare stocks, funds, or ETFs

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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.


Expense ratio chart for DISV: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DISV: 0.42%
Expense ratio chart for FSRNX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSRNX: 0.07%

Risk-Adjusted Performance

DISV vs. FSRNX — Risk-Adjusted Performance Rank

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

DISV
The Risk-Adjusted Performance Rank of DISV is 7777
Overall Rank
The Sharpe Ratio Rank of DISV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DISV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DISV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DISV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DISV is 7676
Martin Ratio Rank

FSRNX
The Risk-Adjusted Performance Rank of FSRNX is 6969
Overall Rank
The Sharpe Ratio Rank of FSRNX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRNX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FSRNX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FSRNX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FSRNX is 6868
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.

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.


The chart of Sharpe ratio for DISV, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.00
DISV: 0.85
FSRNX: 0.75
The chart of Sortino ratio for DISV, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.00
DISV: 1.24
FSRNX: 1.13
The chart of Omega ratio for DISV, currently valued at 1.17, compared to the broader market0.501.001.502.00
DISV: 1.17
FSRNX: 1.15
The chart of Calmar ratio for DISV, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.00
DISV: 1.10
FSRNX: 0.60
The chart of Martin ratio for DISV, currently valued at 3.29, compared to the broader market0.0020.0040.0060.00
DISV: 3.29
FSRNX: 2.61

The current DISV Sharpe Ratio is 0.85, which is comparable to the FSRNX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DISV and FSRNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.85
0.75
DISV
FSRNX

Dividends

DISV vs. FSRNX - Dividend Comparison

DISV's dividend yield for the trailing twelve months is around 2.53%, less than FSRNX's 2.89% yield.


TTM20242023202220212020201920182017201620152014
DISV
Dimensional International Small Cap Value ETF
2.53%2.77%2.73%1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSRNX
Fidelity Real Estate Index Fund
2.89%2.86%2.84%2.66%1.25%3.33%3.18%3.73%2.27%2.58%2.57%4.18%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.75%
-12.30%
DISV
FSRNX

Volatility

DISV vs. FSRNX - Volatility Comparison

Dimensional International Small Cap Value ETF (DISV) has a higher volatility of 11.73% compared to Fidelity Real Estate Index Fund (FSRNX) at 10.46%. This indicates that DISV's price experiences larger fluctuations and is considered to be riskier than FSRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.73%
10.46%
DISV
FSRNX