FIEUX vs. DFCSX
Compare and contrast key facts about Fidelity Europe Fund (FIEUX) and DFA Continental Small Company Portfolio (DFCSX).
FIEUX is managed by Fidelity. It was launched on Oct 1, 1986. DFCSX is managed by Dimensional. It was launched on Apr 14, 1988.
Performance
FIEUX vs. DFCSX - Performance Comparison
Loading graphics...
FIEUX vs. DFCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIEUX Fidelity Europe Fund | -2.92% | 37.53% | 4.21% | 13.68% | -20.62% | 6.63% | 18.29% | 24.43% | -17.22% | 29.16% |
DFCSX DFA Continental Small Company Portfolio | -1.59% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
Returns By Period
In the year-to-date period, FIEUX achieves a -2.92% return, which is significantly lower than DFCSX's -1.59% return. Over the past 10 years, FIEUX has underperformed DFCSX with an annualized return of 7.38%, while DFCSX has yielded a comparatively higher 9.10% annualized return.
FIEUX
- 1D
- 3.40%
- 1M
- -5.78%
- YTD
- -2.92%
- 6M
- -0.68%
- 1Y
- 19.31%
- 3Y*
- 13.46%
- 5Y*
- 4.96%
- 10Y*
- 7.38%
DFCSX
- 1D
- 3.27%
- 1M
- -5.75%
- YTD
- -1.59%
- 6M
- 2.02%
- 1Y
- 22.88%
- 3Y*
- 13.43%
- 5Y*
- 6.24%
- 10Y*
- 9.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIEUX vs. DFCSX - Expense Ratio Comparison
FIEUX has a 1.06% expense ratio, which is higher than DFCSX's 0.42% expense ratio.
Return for Risk
FIEUX vs. DFCSX — Risk / Return Rank
FIEUX
DFCSX
FIEUX vs. DFCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and DFA Continental Small Company Portfolio (DFCSX). 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.
| FIEUX | DFCSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.48 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.98 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.71 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.76 | 5.93 | -0.17 |
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
| FIEUX | DFCSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.48 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.35 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.51 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.55 | -0.12 |
Correlation
The correlation between FIEUX and DFCSX is 0.78, 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
FIEUX vs. DFCSX - Dividend Comparison
FIEUX's dividend yield for the trailing twelve months is around 2.30%, less than DFCSX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIEUX Fidelity Europe Fund | 2.30% | 2.23% | 3.28% | 1.62% | 0.00% | 16.10% | 1.15% | 7.42% | 11.93% | 2.52% | 1.51% | 0.43% |
DFCSX DFA Continental Small Company Portfolio | 3.06% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
Drawdowns
FIEUX vs. DFCSX - Drawdown Comparison
The maximum FIEUX drawdown since its inception was -59.96%, smaller than the maximum DFCSX drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for FIEUX and DFCSX.
Loading graphics...
Drawdown Indicators
| FIEUX | DFCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -65.47% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -11.82% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -39.25% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -43.16% | +5.12% |
Current DrawdownCurrent decline from peak | -8.88% | -8.49% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -14.09% | -13.68% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.41% | -0.14% |
Volatility
FIEUX vs. DFCSX - Volatility Comparison
Fidelity Europe Fund (FIEUX) has a higher volatility of 8.35% compared to DFA Continental Small Company Portfolio (DFCSX) at 6.99%. This indicates that FIEUX's price experiences larger fluctuations and is considered to be riskier than DFCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FIEUX | DFCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 6.99% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 10.29% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 15.91% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 17.86% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 17.83% | -0.04% |