FISVX vs. DFSCX

In the year-to-date period, FISVX achieves a -8.95% return, which is significantly lower than DFSCX's -7.82% return.

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FISVX has a 0.05% expense ratio, which is lower than DFSCX's 0.41% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and DFA U.S. Micro Cap Portfolio (DFSCX). 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.

The current FISVX Sharpe Ratio is -0.05, which is lower than the DFSCX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of FISVX and DFSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FISVX's dividend yield for the trailing twelve months is around 1.86%, more than DFSCX's 1.10% yield.

The maximum FISVX drawdown since its inception was -44.66%, smaller than the maximum DFSCX drawdown of -66.04%. Use the drawdown chart below to compare losses from any high point for FISVX and DFSCX.

Fidelity Small Cap Value Index Fund (FISVX) and DFA U.S. Micro Cap Portfolio (DFSCX) have volatilities of 5.64% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.