FLCPX vs. DFIEX
Compare and contrast key facts about Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and DFA International Core Equity Portfolio I (DFIEX).
FLCPX is managed by Fidelity. It was launched on Feb 2, 2016. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FLCPX vs. DFIEX - Performance Comparison
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FLCPX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | -4.33% | 17.84% | 25.08% | 26.25% | -18.06% | 28.61% | 18.24% | 31.59% | -4.38% | 21.74% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, FLCPX achieves a -4.33% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, FLCPX has outperformed DFIEX with an annualized return of 14.08%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
FLCPX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.33%
- 6M
- -2.15%
- 1Y
- 17.32%
- 3Y*
- 18.33%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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FLCPX vs. DFIEX - Expense Ratio Comparison
FLCPX has a 0.02% expense ratio, which is lower than DFIEX'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%.
Return for Risk
FLCPX vs. DFIEX — Risk / Return Rank
FLCPX
DFIEX
FLCPX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| FLCPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.95 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.55 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.57 | -1.25 |
Martin ratioReturn relative to average drawdown | 6.39 | 10.07 | -3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLCPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.95 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.59 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.35 | +0.49 |
Correlation
The correlation between FLCPX and DFIEX is 0.76, 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.
Dividends
FLCPX vs. DFIEX - Dividend Comparison
FLCPX's dividend yield for the trailing twelve months is around 0.59%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 0.59% | 0.56% | 6.11% | 7.05% | 11.23% | 10.38% | 3.93% | 1.74% | 2.18% | 1.57% | 0.76% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FLCPX vs. DFIEX - Drawdown Comparison
The maximum FLCPX drawdown since its inception was -33.87%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FLCPX and DFIEX.
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Drawdown Indicators
| FLCPX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.87% | -62.22% | +28.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -11.01% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -28.66% | +4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.87% | -41.04% | +7.17% |
Current DrawdownCurrent decline from peak | -6.23% | -7.75% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -12.26% | +8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.81% | -0.28% |
Volatility
FLCPX vs. DFIEX - Volatility Comparison
The current volatility for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) is 5.34%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FLCPX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCPX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 7.09% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 10.45% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 15.90% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 15.65% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 16.35% | +1.80% |