FGRTX vs. DFIEX
Compare and contrast key facts about Fidelity Mega Cap Stock Fund (FGRTX) and DFA International Core Equity Portfolio I (DFIEX).
FGRTX is managed by Fidelity. It was launched on Dec 28, 1998. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FGRTX vs. DFIEX - Performance Comparison
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FGRTX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGRTX Fidelity Mega Cap Stock Fund | -1.47% | 26.92% | 25.98% | 26.51% | -8.98% | 26.29% | 12.96% | 31.07% | -7.44% | 16.98% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, FGRTX achieves a -1.47% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, FGRTX has outperformed DFIEX with an annualized return of 15.42%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
FGRTX
- 1D
- 0.65%
- 1M
- -2.93%
- YTD
- -1.47%
- 6M
- 3.02%
- 1Y
- 26.73%
- 3Y*
- 22.73%
- 5Y*
- 15.07%
- 10Y*
- 15.42%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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FGRTX vs. DFIEX - Expense Ratio Comparison
FGRTX has a 0.61% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
FGRTX vs. DFIEX — Risk / Return Rank
FGRTX
DFIEX
FGRTX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Mega Cap Stock Fund (FGRTX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| FGRTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 2.05 | -0.57 |
Sortino ratioReturn per unit of downside risk | 2.11 | 2.66 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.84 | -0.56 |
Martin ratioReturn relative to average drawdown | 10.48 | 11.17 | -0.69 |
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
| FGRTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.05 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.62 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.60 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.35 | +0.10 |
Correlation
The correlation between FGRTX and DFIEX is 0.81, 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
FGRTX vs. DFIEX - Dividend Comparison
FGRTX's dividend yield for the trailing twelve months is around 3.95%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGRTX Fidelity Mega Cap Stock Fund | 3.95% | 3.89% | 2.68% | 2.06% | 4.38% | 4.79% | 7.96% | 12.98% | 21.72% | 15.57% | 1.97% | 4.16% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FGRTX vs. DFIEX - Drawdown Comparison
The maximum FGRTX drawdown since its inception was -56.17%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FGRTX and DFIEX.
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Drawdown Indicators
| FGRTX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.17% | -62.22% | +6.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -11.01% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -28.66% | +5.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -41.04% | +5.86% |
Current DrawdownCurrent decline from peak | -5.52% | -6.42% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -12.26% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.80% | -0.15% |
Volatility
FGRTX vs. DFIEX - Volatility Comparison
The current volatility for Fidelity Mega Cap Stock Fund (FGRTX) is 5.53%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that FGRTX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGRTX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 6.66% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 10.52% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.40% | 15.92% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 15.66% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 16.35% | +1.77% |