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FISVX vs. DFSVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FISVX and DFSVX 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.


Performance

FISVX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Value Index Fund (FISVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FISVX:

-0.03

DFSVX:

-0.06

Sortino Ratio

FISVX:

0.12

DFSVX:

0.07

Omega Ratio

FISVX:

1.01

DFSVX:

1.01

Calmar Ratio

FISVX:

-0.03

DFSVX:

-0.07

Martin Ratio

FISVX:

-0.09

DFSVX:

-0.18

Ulcer Index

FISVX:

9.56%

DFSVX:

9.93%

Daily Std Dev

FISVX:

23.75%

DFSVX:

24.79%

Max Drawdown

FISVX:

-44.66%

DFSVX:

-66.70%

Current Drawdown

FISVX:

-14.04%

DFSVX:

-13.84%

Returns By Period

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%.


FISVX

YTD

-5.70%

1M

10.08%

6M

-9.78%

1Y

-0.61%

3Y*

4.33%

5Y*

11.42%

10Y*

N/A

DFSVX

YTD

-5.51%

1M

12.49%

6M

-9.60%

1Y

-1.54%

3Y*

8.80%

5Y*

19.68%

10Y*

7.67%

*Annualized

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FISVX vs. DFSVX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FISVX vs. DFSVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FISVX
The Risk-Adjusted Performance Rank of FISVX is 1616
Overall Rank
The Sharpe Ratio Rank of FISVX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FISVX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FISVX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FISVX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FISVX is 1515
Martin Ratio Rank

DFSVX
The Risk-Adjusted Performance Rank of DFSVX is 1414
Overall Rank
The Sharpe Ratio Rank of DFSVX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSVX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DFSVX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DFSVX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of DFSVX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FISVX vs. DFSVX - Risk-Adjusted Performance Comparison

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.


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Dividends

FISVX vs. DFSVX - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 1.80%, more than DFSVX's 1.61% yield.


TTM20242023202220212020201920182017201620152014
FISVX
Fidelity Small Cap Value Index Fund
1.80%1.70%2.06%1.94%1.58%1.33%0.55%0.00%0.00%0.00%0.00%0.00%
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.61%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%

Drawdowns

FISVX vs. DFSVX - Drawdown Comparison

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.


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Volatility

FISVX vs. DFSVX - Volatility Comparison

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.


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