FGKPX vs. DFCEX
Compare and contrast key facts about Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) and DFA Emerging Markets Core Equity Fund (DFCEX).
FGKPX is managed by Fidelity. It was launched on Jan 30, 2019. DFCEX is managed by Dimensional. It was launched on Apr 4, 2005.
Performance
FGKPX vs. DFCEX - Performance Comparison
Loading graphics...
FGKPX vs. DFCEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FGKPX Fidelity SAI Emerging Markets Low Volatility Index Fund | -1.04% | 12.56% | 5.96% | 15.28% | -12.98% | 10.75% | 5.22% | 3.48% |
DFCEX DFA Emerging Markets Core Equity Fund | 0.90% | 28.79% | 7.31% | 15.45% | -16.44% | 5.82% | 13.86% | 8.58% |
Returns By Period
In the year-to-date period, FGKPX achieves a -1.04% return, which is significantly lower than DFCEX's 0.90% return.
FGKPX
- 1D
- -0.52%
- 1M
- -5.86%
- YTD
- -1.04%
- 6M
- 0.80%
- 1Y
- 11.99%
- 3Y*
- 9.63%
- 5Y*
- 4.79%
- 10Y*
- —
DFCEX
- 1D
- -0.97%
- 1M
- -11.43%
- YTD
- 0.90%
- 6M
- 4.73%
- 1Y
- 28.56%
- 3Y*
- 15.10%
- 5Y*
- 6.21%
- 10Y*
- 8.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FGKPX vs. DFCEX - Expense Ratio Comparison
FGKPX has a 0.23% expense ratio, which is lower than DFCEX's 0.40% expense ratio.
Return for Risk
FGKPX vs. DFCEX — Risk / Return Rank
FGKPX
DFCEX
FGKPX vs. DFCEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) and DFA Emerging Markets Core Equity Fund (DFCEX). 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.
| FGKPX | DFCEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.87 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.43 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.12 | -0.76 |
Martin ratioReturn relative to average drawdown | 4.89 | 8.20 | -3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FGKPX | DFCEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.87 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.44 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.39 | +0.02 |
Correlation
The correlation between FGKPX and DFCEX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FGKPX vs. DFCEX - Dividend Comparison
FGKPX's dividend yield for the trailing twelve months is around 7.83%, more than DFCEX's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGKPX Fidelity SAI Emerging Markets Low Volatility Index Fund | 7.83% | 7.75% | 5.07% | 2.91% | 1.88% | 2.30% | 1.77% | 1.88% | 0.00% | 0.00% | 0.00% | 0.00% |
DFCEX DFA Emerging Markets Core Equity Fund | 2.91% | 2.90% | 3.43% | 3.53% | 3.78% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% |
Drawdowns
FGKPX vs. DFCEX - Drawdown Comparison
The maximum FGKPX drawdown since its inception was -32.05%, smaller than the maximum DFCEX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for FGKPX and DFCEX.
Loading graphics...
Drawdown Indicators
| FGKPX | DFCEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.05% | -64.58% | +32.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -12.12% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -20.69% | -30.05% | +9.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.33% | — |
Current DrawdownCurrent decline from peak | -6.93% | -12.12% | +5.19% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -12.70% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 3.14% | -0.95% |
Volatility
FGKPX vs. DFCEX - Volatility Comparison
The current volatility for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) is 4.58%, while DFA Emerging Markets Core Equity Fund (DFCEX) has a volatility of 7.12%. This indicates that FGKPX experiences smaller price fluctuations and is considered to be less risky than DFCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FGKPX | DFCEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 7.12% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 10.75% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.86% | 15.12% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.05% | 14.32% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 15.76% | -3.30% |