FIWCX vs. DFVIX
Compare and contrast key facts about Fidelity SAI International Value Index Fund (FIWCX) and DFA International Value III Portfolio (DFVIX).
FIWCX is managed by Fidelity. It was launched on Dec 19, 2017. DFVIX is managed by Dimensional Fund Advisors LP. It was launched on Feb 1, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIWCX or DFVIX.
Performance
FIWCX vs. DFVIX - Performance Comparison
Returns By Period
In the year-to-date period, FIWCX achieves a 5.04% return, which is significantly lower than DFVIX's 8.83% return.
FIWCX
5.04%
-2.49%
-4.20%
10.50%
5.99%
N/A
DFVIX
8.83%
-0.93%
-0.46%
15.41%
8.26%
5.43%
Key characteristics
| FIWCX | DFVIX | |
|---|---|---|
| Sharpe Ratio | 0.69 | 1.24 |
| Sortino Ratio | 1.04 | 1.67 |
| Omega Ratio | 1.14 | 1.21 |
| Calmar Ratio | 1.17 | 2.10 |
| Martin Ratio | 3.08 | 6.33 |
| Ulcer Index | 3.41% | 2.43% |
| Daily Std Dev | 15.24% | 12.47% |
| Max Drawdown | -42.73% | -66.53% |
| Current Drawdown | -7.46% | -5.00% |
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FIWCX vs. DFVIX - Expense Ratio Comparison
FIWCX has a 0.17% expense ratio, which is lower than DFVIX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FIWCX and DFVIX is 0.96, 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.
Risk-Adjusted Performance
FIWCX vs. DFVIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) 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.
Dividends
FIWCX vs. DFVIX - Dividend Comparison
FIWCX's dividend yield for the trailing twelve months is around 5.60%, more than DFVIX's 4.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIWCX Fidelity SAI International Value Index Fund | 5.60% | 5.88% | 4.66% | 4.95% | 1.58% | 3.40% | 2.13% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
DFVIX DFA International Value III Portfolio | 4.32% | 4.44% | 3.82% | 4.21% | 2.24% | 3.53% | 3.62% | 3.02% | 3.43% | 3.55% | 5.12% | 2.77% |
Drawdowns
FIWCX vs. DFVIX - Drawdown Comparison
The maximum FIWCX drawdown since its inception was -42.73%, smaller than the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for FIWCX and DFVIX. For additional features, visit the drawdowns tool.
Volatility
FIWCX vs. DFVIX - Volatility Comparison
Fidelity SAI International Value Index Fund (FIWCX) has a higher volatility of 4.04% compared to DFA International Value III Portfolio (DFVIX) at 3.66%. This indicates that FIWCX's price experiences larger fluctuations and is considered to be riskier than DFVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.