FCDSX vs. DFSHX
Compare and contrast key facts about Fidelity Series International Credit Fund (FCDSX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
FCDSX is managed by Fidelity. It was launched on Jul 25, 2017. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
FCDSX vs. DFSHX - Performance Comparison
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FCDSX vs. DFSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCDSX Fidelity Series International Credit Fund | -0.47% | 7.22% | 8.47% | 7.64% | -17.34% | -0.07% | 8.34% | 13.86% | -1.04% | 1.91% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | -0.35% |
Returns By Period
FCDSX
- 1D
- 0.36%
- 1M
- -2.44%
- YTD
- -0.47%
- 6M
- 0.79%
- 1Y
- 4.94%
- 3Y*
- 7.23%
- 5Y*
- 0.98%
- 10Y*
- —
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
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FCDSX vs. DFSHX - Expense Ratio Comparison
FCDSX has a 0.00% expense ratio, which is lower than DFSHX's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FCDSX vs. DFSHX — Risk / Return Rank
FCDSX
DFSHX
FCDSX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Credit Fund (FCDSX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). 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.
| FCDSX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 3.11 | -1.45 |
Sortino ratioReturn per unit of downside risk | 2.33 | 4.62 | -2.29 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.98 | -0.66 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.89 | -0.98 |
Martin ratioReturn relative to average drawdown | 8.64 | 14.69 | -6.05 |
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
| FCDSX | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 3.11 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.53 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.46 | +0.24 |
Correlation
The correlation between FCDSX and DFSHX is 0.53, 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.
Dividends
FCDSX vs. DFSHX - Dividend Comparison
FCDSX's dividend yield for the trailing twelve months is around 4.60%, more than DFSHX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCDSX Fidelity Series International Credit Fund | 4.60% | 4.58% | 4.81% | 3.67% | 6.73% | 3.04% | 6.58% | 7.12% | 4.17% | 1.90% | 0.00% | 0.00% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
Drawdowns
FCDSX vs. DFSHX - Drawdown Comparison
The maximum FCDSX drawdown since its inception was -22.33%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for FCDSX and DFSHX.
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Drawdown Indicators
| FCDSX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.33% | -9.58% | -12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -1.28% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.33% | -9.58% | -12.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.58% | — |
Current DrawdownCurrent decline from peak | -2.44% | -1.18% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -2.32% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 0.25% | +0.36% |
Volatility
FCDSX vs. DFSHX - Volatility Comparison
Fidelity Series International Credit Fund (FCDSX) has a higher volatility of 1.29% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that FCDSX's price experiences larger fluctuations and is considered to be riskier than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCDSX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 0.67% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 0.94% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.99% | 1.17% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.41% | 3.34% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.14% | 2.66% | +1.48% |