FIVPX vs. DFVIX
FIVPX (Fidelity Advisor International Value Fund Class M) and DFVIX (DFA International Value III Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, FIVPX returned 9.37%/yr vs 12.83%/yr for DFVIX. Their 0.96 correlation means they have historically moved very closely together. FIVPX charges 1.55%/yr vs 0.24%/yr for DFVIX.
Performance
FIVPX vs. DFVIX - Performance Comparison
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Returns By Period
In the year-to-date period, FIVPX achieves a 11.02% return, which is significantly lower than DFVIX's 17.22% return. Over the past 10 years, FIVPX has underperformed DFVIX with an annualized return of 9.37%, while DFVIX has yielded a comparatively higher 12.83% annualized return.
FIVPX
- 1D
- 2.28%
- 1M
- 2.48%
- 6M
- 5.72%
- YTD
- 11.02%
- 1Y
- 26.88%
- 3Y*
- 20.14%
- 5Y*
- 13.21%
- 10Y*
- 9.37%
- ALL TIME*
- 4.39%
DFVIX
- 1D
- 2.64%
- 1M
- 5.00%
- 6M
- 10.51%
- YTD
- 17.22%
- 1Y
- 38.38%
- 3Y*
- 22.79%
- 5Y*
- 17.17%
- 10Y*
- 12.83%
- ALL TIME*
- 8.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FIVPX vs. DFVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIVPX Fidelity Advisor International Value Fund Class M | 11.02% | 42.79% | 4.36% | 18.49% | -8.40% | 14.19% | 2.76% | 18.07% | -17.64% | 17.95% |
DFVIX DFA International Value III Portfolio | 17.22% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 26.23% |
Correlation
The correlation between FIVPX and DFVIX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 19, 2006 | 0.96 |
The correlation between FIVPX and DFVIX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
FIVPX vs. DFVIX — Risk / Return Rank
FIVPX
DFVIX
FIVPX vs. DFVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Value Fund Class M (FIVPX) and DFA International Value III Portfolio (DFVIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIVPX | DFVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.48 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 3.97 | -1.51 |
| Martin ratioReturn relative to average drawdown | 8.96 | 15.53 | -6.57 |
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Drawdowns
FIVPX vs. DFVIX - Drawdown Comparison
The maximum FIVPX drawdown since its inception was -65.48%, roughly equal to the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for FIVPX and DFVIX.
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Drawdown Indicators
| FIVPX | DFVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.48% | -66.53% | +1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -9.53% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -14.68% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.74% | -25.26% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -44.23% | -47.89% | +3.66% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -18.81% | -12.21% | -6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.43% | +0.43% |
Volatility
FIVPX vs. DFVIX - Volatility Comparison
Fidelity Advisor International Value Fund Class M (FIVPX) and DFA International Value III Portfolio (DFVIX) have volatilities of 4.36% and 4.26%, 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.
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Volatility by Period
| FIVPX | DFVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 4.26% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 11.73% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 14.17% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 16.43% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 17.76% | -0.15% |
FIVPX vs. DFVIX - Expense Ratio Comparison
FIVPX has a 1.55% expense ratio, which is higher than DFVIX's 0.24% expense ratio.
Dividends
FIVPX vs. DFVIX - Dividend Comparison
FIVPX's dividend yield for the trailing twelve months is around 1.71%, less than DFVIX's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 3.69% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
FIVPX Fidelity Advisor International Value Fund Class M | 1.71% | 1.89% | 1.63% | 1.55% | 1.38% | 3.76% | 1.28% | 2.88% | 2.52% | 0.15% | 1.98% | 0.76% |
Frequently Asked Questions
With a correlation of 0.93, FIVPX and DFVIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FIVPX has higher volatility (4.36%) compared to DFVIX (4.26%). In terms of maximum drawdown, FIVPX dropped -65.48% vs DFVIX's -66.53%.
DFVIX currently has the higher Sharpe Ratio (2.69 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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