FIDJX vs. DFIEX
Compare and contrast key facts about Fidelity SAI Sustainable Sector Fund (FIDJX) and DFA International Core Equity Portfolio I (DFIEX).
FIDJX is an actively managed fund by Fidelity. It was launched on Apr 14, 2022. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FIDJX vs. DFIEX - Performance Comparison
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FIDJX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FIDJX Fidelity SAI Sustainable Sector Fund | -2.48% | 17.55% | 23.85% | 31.66% | -10.52% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -4.76% |
Returns By Period
In the year-to-date period, FIDJX achieves a -2.48% return, which is significantly lower than DFIEX's 2.80% return.
FIDJX
- 1D
- 3.08%
- 1M
- -4.84%
- YTD
- -2.48%
- 6M
- 0.90%
- 1Y
- 21.78%
- 3Y*
- 19.27%
- 5Y*
- —
- 10Y*
- —
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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FIDJX vs. DFIEX - Expense Ratio Comparison
FIDJX has a 0.44% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
FIDJX vs. DFIEX — Risk / Return Rank
FIDJX
DFIEX
FIDJX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable Sector Fund (FIDJX) 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.
| FIDJX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.95 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.55 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.57 | -0.90 |
Martin ratioReturn relative to average drawdown | 8.36 | 10.07 | -1.71 |
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
| FIDJX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.95 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.35 | +0.42 |
Correlation
The correlation between FIDJX and DFIEX is 0.74, 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
FIDJX vs. DFIEX - Dividend Comparison
FIDJX's dividend yield for the trailing twelve months is around 0.62%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDJX Fidelity SAI Sustainable Sector Fund | 0.62% | 0.60% | 1.74% | 0.52% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FIDJX vs. DFIEX - Drawdown Comparison
The maximum FIDJX drawdown since its inception was -20.43%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FIDJX and DFIEX.
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Drawdown Indicators
| FIDJX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.43% | -62.22% | +41.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -11.01% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -5.81% | -7.75% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -12.26% | +8.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.81% | -0.36% |
Volatility
FIDJX vs. DFIEX - Volatility Comparison
The current volatility for Fidelity SAI Sustainable Sector Fund (FIDJX) is 5.86%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FIDJX 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
| FIDJX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 7.09% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 10.45% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 15.90% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 15.65% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 16.35% | +1.97% |