FESIX vs. DFITX
Compare and contrast key facts about Fidelity SAI Real Estate Index Fund (FESIX) and DFA International Real Estate Securities (DFITX).
FESIX is managed by Fidelity. It was launched on Feb 2, 2016. DFITX is managed by Dimensional. It was launched on Feb 28, 2007.
Performance
FESIX vs. DFITX - Performance Comparison
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FESIX vs. DFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FESIX Fidelity SAI Real Estate Index Fund | -0.59% | 3.09% | 4.80% | 11.83% | -26.47% | 40.61% | -11.10% | 23.06% | -4.95% | 2.81% |
DFITX DFA International Real Estate Securities | -7.92% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.88% |
Returns By Period
In the year-to-date period, FESIX achieves a -0.59% return, which is significantly higher than DFITX's -7.92% return.
FESIX
- 1D
- 0.40%
- 1M
- -7.72%
- YTD
- -0.59%
- 6M
- -3.03%
- 1Y
- -0.09%
- 3Y*
- 5.62%
- 5Y*
- 2.63%
- 10Y*
- —
DFITX
- 1D
- -0.29%
- 1M
- -12.31%
- YTD
- -7.92%
- 6M
- -6.97%
- 1Y
- 10.05%
- 3Y*
- 4.12%
- 5Y*
- -0.61%
- 10Y*
- 1.34%
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FESIX vs. DFITX - Expense Ratio Comparison
FESIX has a 0.07% expense ratio, which is lower than DFITX's 0.27% 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
FESIX vs. DFITX — Risk / Return Rank
FESIX
DFITX
FESIX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Real Estate Index Fund (FESIX) and DFA International Real Estate Securities (DFITX). 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.
| FESIX | DFITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.73 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.03 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.14 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 0.71 | -0.67 |
Martin ratioReturn relative to average drawdown | 0.15 | 2.98 | -2.83 |
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
| FESIX | DFITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.73 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | -0.04 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.08 | +0.06 |
Correlation
The correlation between FESIX and DFITX is 0.57, 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
FESIX vs. DFITX - Dividend Comparison
FESIX's dividend yield for the trailing twelve months is around 3.11%, less than DFITX's 7.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FESIX Fidelity SAI Real Estate Index Fund | 3.11% | 3.09% | 52.40% | 3.87% | 55.39% | 5.01% | 2.71% | 3.78% | 3.15% | 2.21% | 0.00% | 0.00% |
DFITX DFA International Real Estate Securities | 7.24% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Drawdowns
FESIX vs. DFITX - Drawdown Comparison
The maximum FESIX drawdown since its inception was -44.22%, smaller than the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for FESIX and DFITX.
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Drawdown Indicators
| FESIX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.22% | -73.49% | +29.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -12.31% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.51% | -34.84% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.26% | — |
Current DrawdownCurrent decline from peak | -11.69% | -14.12% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -18.19% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.94% | +0.26% |
Volatility
FESIX vs. DFITX - Volatility Comparison
The current volatility for Fidelity SAI Real Estate Index Fund (FESIX) is 4.26%, while DFA International Real Estate Securities (DFITX) has a volatility of 4.58%. This indicates that FESIX experiences smaller price fluctuations and is considered to be less risky than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FESIX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.58% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 8.25% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 12.98% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 14.90% | +4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.86% | 16.41% | +5.45% |