FLPSX vs. DFFVX
FLPSX (Fidelity Low-Priced Stock Fund) and DFFVX (DFA U.S. Targeted Value Portfolio Institutional Class) are both mutual funds - FLPSX is a Mid Cap Value Equities fund actively managed by Fidelity, while DFFVX is a Small Cap Value Equities fund actively managed by Dimensional. Both are actively managed. Over the past 10 years, FLPSX returned 11.35%/yr vs 11.29%/yr for DFFVX. Their correlation of 0.93 means they have usually moved in the same direction. FLPSX charges 0.87%/yr vs 0.29%/yr for DFFVX.
Performance
FLPSX vs. DFFVX - Performance Comparison
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Returns By Period
In the year-to-date period, FLPSX achieves a 15.72% return, which is significantly lower than DFFVX's 20.09% return. Both investments have delivered pretty close results over the past 10 years, with FLPSX having a 11.35% annualized return and DFFVX not far behind at 11.29%.
FLPSX
- 1D
- 0.65%
- 1M
- 2.96%
- 6M
- 10.75%
- YTD
- 15.72%
- 1Y
- 25.13%
- 3Y*
- 14.64%
- 5Y*
- 9.87%
- 10Y*
- 11.35%
- ALL TIME*
- 12.96%
DFFVX
- 1D
- -0.14%
- 1M
- 1.73%
- 6M
- 12.71%
- YTD
- 20.09%
- 1Y
- 35.50%
- 3Y*
- 14.93%
- 5Y*
- 10.96%
- 10Y*
- 11.29%
- ALL TIME*
- 11.23%
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 |
FLPSX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLPSX Fidelity Low-Priced Stock Fund | 15.72% | 14.69% | 7.23% | 14.41% | -5.69% | 24.46% | 9.34% | 25.75% | -10.80% | 18.88% |
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 20.09% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Correlation
The correlation between FLPSX and DFFVX 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. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2000 | 0.93 |
The correlation between FLPSX and DFFVX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
FLPSX vs. DFFVX — Risk / Return Rank
FLPSX
DFFVX
FLPSX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Low-Priced Stock Fund (FLPSX) and DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX). 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.
| FLPSX | DFFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 3.28 | -0.75 |
| Martin ratioReturn relative to average drawdown | 8.80 | 11.12 | -2.32 |
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Drawdowns
FLPSX vs. DFFVX - Drawdown Comparison
The maximum FLPSX drawdown since its inception was -54.81%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for FLPSX and DFFVX.
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Drawdown Indicators
| FLPSX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -64.21% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -9.70% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -26.09% | +8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -18.76% | -26.09% | +7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -38.16% | -50.75% | +12.59% |
Current DrawdownCurrent decline from peak | 0.00% | -0.97% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -9.65% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.86% | -0.31% |
Volatility
FLPSX vs. DFFVX - Volatility Comparison
The current volatility for Fidelity Low-Priced Stock Fund (FLPSX) is 2.82%, while DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX) has a volatility of 3.35%. This indicates that FLPSX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLPSX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 3.35% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 10.52% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 16.43% | -3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 21.27% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 23.55% | -6.29% |
FLPSX vs. DFFVX - Expense Ratio Comparison
FLPSX has a 0.87% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Dividends
FLPSX vs. DFFVX - Dividend Comparison
FLPSX's dividend yield for the trailing twelve months is around 11.48%, more than DFFVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 1.49% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
FLPSX Fidelity Low-Priced Stock Fund | 11.48% | 13.28% | 16.24% | 18.29% | 9.45% | 12.11% | 11.14% | 8.14% | 13.45% | 7.45% | 4.85% | 4.04% |
Frequently Asked Questions
With a correlation of 0.93, FLPSX and DFFVX 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.
DFFVX has higher volatility (3.35%) compared to FLPSX (2.82%). In terms of maximum drawdown, FLPSX dropped -54.81% vs DFFVX's -64.21%.
DFFVX currently has the higher Sharpe Ratio (1.94 vs 1.80), 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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