DVRUX vs. FSWCX

Last updated Jun 4, 2026

DVRUX (UBS US Dividend Ruler Fund) and FSWCX (Fidelity SAI U.S. Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, DVRUX returned 12.85%/yr vs 14.34%/yr for FSWCX. A 0.78 correlation means they provide meaningful diversification when combined. DVRUX charges 0.50%/yr vs 0.10%/yr for FSWCX.

Performance

DVRUX vs. FSWCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS US Dividend Ruler Fund (DVRUX) and Fidelity SAI U.S. Value Index Fund (FSWCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DVRUX achieves a 11.72% return, which is significantly lower than FSWCX's 16.21% return.

DVRUX

• 1D: 1.22%
• 1M: 4.84%
• YTD: 11.72%
• 6M: 10.94%
• 1Y: 24.66%
• 3Y*: 19.58%
• 5Y*: 12.85%
• 10Y*: —

FSWCX

• 1D: 0.13%
• 1M: 7.42%
• YTD: 16.21%
• 6M: 18.61%
• 1Y: 38.95%
• 3Y*: 24.35%
• 5Y*: 14.34%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVRUX vs. FSWCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DVRUX UBS US Dividend Ruler Fund	11.72%	16.53%	20.96%	13.56%	-6.94%	23.26%	15.34%
FSWCX Fidelity SAI U.S. Value Index Fund	16.21%	22.50%	19.90%	12.64%	-3.50%	30.43%	22.77%

Correlation

The correlation between DVRUX and FSWCX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jul 10, 2020	0.78

The correlation between DVRUX and FSWCX shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DVRUX vs. FSWCX — Risk / Return Rank

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

DVRUX

DVRUX Risk / Return Rank: 71
DVRUX Sharpe Ratio Rank: 73
DVRUX Sortino Ratio Rank: 75
DVRUX Omega Ratio Rank: 65
DVRUX Calmar Ratio Rank: 75
DVRUX Martin Ratio Rank: 67

FSWCX

FSWCX Risk / Return Rank: 95
FSWCX Sharpe Ratio Rank: 97
FSWCX Sortino Ratio Rank: 95
FSWCX Omega Ratio Rank: 91
FSWCX Calmar Ratio Rank: 97
FSWCX Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DVRUX vs. FSWCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS US Dividend Ruler Fund (DVRUX) and Fidelity SAI U.S. Value Index Fund (FSWCX). 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.

	DVRUX	FSWCX	Difference
Sharpe ratio Return per unit of total volatility	2.48	3.64	-1.16
Sortino ratio Return per unit of downside risk	3.60	4.98	-1.38
Omega ratio Gain probability vs. loss probability	1.45	1.67	-0.22
Calmar ratio Return relative to maximum drawdown	3.40	7.06	-3.66
Martin ratio Return relative to average drawdown	13.00	24.81	-11.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DVRUX vs. FSWCX - Sharpe Ratio Comparison

The current DVRUX Sharpe Ratio is 2.48, which is lower than the FSWCX Sharpe Ratio of 3.64. The chart below compares the historical Sharpe Ratios of DVRUX and FSWCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DVRUX	FSWCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	3.64	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	0.86	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.59	+0.49

Drawdowns

DVRUX vs. FSWCX - Drawdown Comparison

The maximum DVRUX drawdown since its inception was -19.06%, smaller than the maximum FSWCX drawdown of -41.41%. Use the drawdown chart below to compare losses from any high point for DVRUX and FSWCX.

Drawdown Indicators

	DVRUX	FSWCX	Difference
Max Drawdown Largest peak-to-trough decline	-19.06%	-41.41%	+22.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-5.77%	-2.37%
Max Drawdown (3Y) Largest decline over 3 years	-16.13%	-16.13%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-19.06%	-19.62%	+0.56%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.46%	-5.57%	+2.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	1.63%	+0.44%

Volatility

DVRUX vs. FSWCX - Volatility Comparison

UBS US Dividend Ruler Fund (DVRUX) has a higher volatility of 3.16% compared to Fidelity SAI U.S. Value Index Fund (FSWCX) at 2.77%. This indicates that DVRUX's price experiences larger fluctuations and is considered to be riskier than FSWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DVRUX	FSWCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	2.77%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	9.07%	7.64%	+1.43%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	11.19%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.78%	16.70%	-1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.71%	20.78%	-6.07%

DVRUX vs. FSWCX - Expense Ratio Comparison

DVRUX has a 0.50% expense ratio, which is higher than FSWCX's 0.10% expense ratio.

Dividends

DVRUX vs. FSWCX - Dividend Comparison

DVRUX's dividend yield for the trailing twelve months is around 6.97%, more than FSWCX's 6.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DVRUX UBS US Dividend Ruler Fund	6.97%	7.79%	5.17%	2.94%	2.49%	2.82%	0.90%	0.00%	0.00%	0.00%
FSWCX Fidelity SAI U.S. Value Index Fund	6.37%	7.40%	8.86%	9.68%	12.90%	5.71%	2.55%	2.37%	3.84%	0.07%

Frequently Asked Questions

Can I hold both DVRUX and FSWCX in my portfolio?

DVRUX and FSWCX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DVRUX or FSWCX?

DVRUX has higher volatility (3.16%) compared to FSWCX (2.77%). In terms of maximum drawdown, DVRUX dropped -19.06% vs FSWCX's -41.41%.

Which has better risk-adjusted returns?

FSWCX currently has the higher Sharpe Ratio (3.64 vs 2.48), 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.