FHLFX vs. DFIEX
Compare and contrast key facts about Fidelity Series International Index Fund (FHLFX) and DFA International Core Equity Portfolio I (DFIEX).
FHLFX is managed by Fidelity. It was launched on Aug 17, 2018. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FHLFX vs. DFIEX - Performance Comparison
Loading graphics...
FHLFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FHLFX Fidelity Series International Index Fund | -1.92% | 31.96% | 3.67% | 18.16% | -14.17% | 11.23% | 8.09% | 21.66% | -10.70% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -13.67% |
Returns By Period
In the year-to-date period, FHLFX achieves a -1.92% return, which is significantly lower than DFIEX's -0.21% return.
FHLFX
- 1D
- 0.47%
- 1M
- -10.83%
- YTD
- -1.92%
- 6M
- 2.52%
- 1Y
- 19.92%
- 3Y*
- 13.48%
- 5Y*
- 7.91%
- 10Y*
- —
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FHLFX vs. DFIEX - Expense Ratio Comparison
FHLFX has a 0.01% expense ratio, which is lower than DFIEX's 0.24% 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
FHLFX vs. DFIEX — Risk / Return Rank
FHLFX
DFIEX
FHLFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Index Fund (FHLFX) 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.
| FHLFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.66 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.56 | 2.18 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.16 | -0.62 |
Martin ratioReturn relative to average drawdown | 5.91 | 8.72 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FHLFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.66 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Correlation
The correlation between FHLFX and DFIEX is 0.97, 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
FHLFX vs. DFIEX - Dividend Comparison
FHLFX's dividend yield for the trailing twelve months is around 3.53%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHLFX Fidelity Series International Index Fund | 3.53% | 3.46% | 2.98% | 2.86% | 2.60% | 2.47% | 1.92% | 1.95% | 0.62% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FHLFX vs. DFIEX - Drawdown Comparison
The maximum FHLFX drawdown since its inception was -33.58%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FHLFX and DFIEX.
Loading graphics...
Drawdown Indicators
| FHLFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.58% | -62.22% | +28.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -11.01% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -28.66% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -10.83% | -10.45% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -12.26% | +6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.84% | +0.12% |
Volatility
FHLFX vs. DFIEX - Volatility Comparison
Fidelity Series International Index Fund (FHLFX) has a higher volatility of 7.01% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that FHLFX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FHLFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 6.26% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 10.04% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 15.66% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 15.60% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 16.32% | +1.29% |