FISVX vs. DFSVX

The year-to-date returns for both investments are quite close, with FISVX having a -5.70% return and DFSVX slightly higher at -5.51%.

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FISVX has a 0.05% expense ratio, which is lower than DFSVX's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 -0.03, which is higher than the DFSVX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FISVX and DFSVX, 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 1.80%, more than DFSVX's 1.61% yield.

The maximum FISVX drawdown since its inception was -44.66%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for FISVX and DFSVX. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Small Cap Value Index Fund (FISVX) is 5.74%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 6.42%. This indicates that FISVX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.