FISVX vs. DFSVX
Compare and contrast key facts about Fidelity Small Cap Value Index Fund (FISVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
FISVX is managed by Fidelity. It was launched on Jul 11, 2019. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FISVX or DFSVX.
Key characteristics
| FISVX | DFSVX | |
|---|---|---|
| YTD Return | 16.15% | 16.70% |
| 1Y Return | 38.75% | 36.86% |
| 3Y Return (Ann) | 2.90% | 9.23% |
| 5Y Return (Ann) | 9.82% | 14.89% |
| Sharpe Ratio | 1.75 | 1.79 |
| Sortino Ratio | 2.59 | 2.64 |
| Omega Ratio | 1.31 | 1.33 |
| Calmar Ratio | 1.73 | 3.67 |
| Martin Ratio | 9.62 | 10.12 |
| Ulcer Index | 4.02% | 3.63% |
| Daily Std Dev | 22.05% | 20.53% |
| Max Drawdown | -44.66% | -66.70% |
| Current Drawdown | -1.77% | -1.29% |
Correlation
The correlation between FISVX and DFSVX is 0.97, 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 year-to-date returns for both investments are quite close, with FISVX having a 16.15% return and DFSVX slightly higher at 16.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
FISVX vs. DFSVX - Dividend Comparison
FISVX's dividend yield for the trailing twelve months is around 1.59%, less than DFSVX's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISVX Fidelity Small Cap Value Index Fund | 1.59% | 2.06% | 1.94% | 1.58% | 1.33% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.22% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
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.
Volatility
FISVX vs. DFSVX - Volatility Comparison
Fidelity Small Cap Value Index Fund (FISVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 8.03% and 8.24%, 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.