FISPX vs. DFIEX
Compare and contrast key facts about Federated Hermes Max Cap Index Fund (FISPX) and DFA International Core Equity Portfolio I (DFIEX).
FISPX is managed by Federated. It was launched on Jul 11, 1990. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FISPX vs. DFIEX - Performance Comparison
Loading graphics...
FISPX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FISPX Federated Hermes Max Cap Index Fund | -4.25% | 17.57% | 24.47% | 26.27% | -18.87% | 28.57% | 18.27% | 30.73% | -4.68% | 21.61% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, FISPX achieves a -4.25% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, FISPX has outperformed DFIEX with an annualized return of 13.76%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
FISPX
- 1D
- 2.90%
- 1M
- -4.92%
- YTD
- -4.25%
- 6M
- -2.06%
- 1Y
- 17.21%
- 3Y*
- 18.14%
- 5Y*
- 11.43%
- 10Y*
- 13.76%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FISPX vs. DFIEX - Expense Ratio Comparison
FISPX has a 0.37% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
FISPX vs. DFIEX — Risk / Return Rank
FISPX
DFIEX
FISPX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Max Cap Index Fund (FISPX) 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.
| FISPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.95 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.55 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.57 | -1.83 |
Martin ratioReturn relative to average drawdown | 3.41 | 10.07 | -6.66 |
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
| FISPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.95 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.59 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.21 |
Correlation
The correlation between FISPX and DFIEX 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
FISPX vs. DFIEX - Dividend Comparison
FISPX's dividend yield for the trailing twelve months is around 8.39%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISPX Federated Hermes Max Cap Index Fund | 8.39% | 8.03% | 12.57% | 22.88% | 16.35% | 16.48% | 23.53% | 15.79% | 47.85% | 25.80% | 18.45% | 14.91% |
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
FISPX vs. DFIEX - Drawdown Comparison
The maximum FISPX drawdown since its inception was -54.64%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FISPX and DFIEX.
Loading graphics...
Drawdown Indicators
| FISPX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.64% | -62.22% | +7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -11.01% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.02% | -28.66% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -41.04% | +7.24% |
Current DrawdownCurrent decline from peak | -6.12% | -7.75% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -9.02% | -12.26% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.81% | +0.42% |
Volatility
FISPX vs. DFIEX - Volatility Comparison
The current volatility for Federated Hermes Max Cap Index Fund (FISPX) is 5.09%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FISPX 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.
Loading graphics...
Volatility by Period
| FISPX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 7.09% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 10.45% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 15.90% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.19% | 15.65% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.17% | 16.35% | +3.82% |