FNIDX vs. DFSPX

Last updated Jun 4, 2026

FNIDX (Fidelity International Sustainability Index Fd) and DFSPX (DFA International Sustainability Core 1 Portfolio) are both Foreign Large Cap Equities funds. Over the past 5 years, FNIDX returned 6.90%/yr vs 7.75%/yr for DFSPX. Their correlation of 0.94 suggests significant overlap in exposure. FNIDX charges 0.20%/yr vs 0.24%/yr for DFSPX.

Performance

FNIDX vs. DFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Sustainability Index Fd (FNIDX) and DFA International Sustainability Core 1 Portfolio (DFSPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FNIDX achieves a 11.27% return, which is significantly higher than DFSPX's 6.60% return.

FNIDX

• 1D: 0.89%
• 1M: 4.36%
• YTD: 11.27%
• 6M: 13.24%
• 1Y: 27.92%
• 3Y*: 17.30%
• 5Y*: 6.90%
• 10Y*: —

DFSPX

• 1D: 0.18%
• 1M: 3.20%
• YTD: 6.60%
• 6M: 9.47%
• 1Y: 20.05%
• 3Y*: 17.18%
• 5Y*: 7.75%
• 10Y*: 9.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FNIDX vs. DFSPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FNIDX Fidelity International Sustainability Index Fd	11.27%	29.80%	5.67%	14.65%	-18.89%	7.65%	12.98%	22.20%	-14.00%	12.96%
DFSPX DFA International Sustainability Core 1 Portfolio	6.60%	32.97%	4.99%	18.37%	-17.70%	12.12%	11.64%	24.22%	-15.53%	12.46%

Correlation

The correlation between FNIDX and DFSPX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since May 10, 2017	0.94

The correlation between FNIDX and DFSPX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

FNIDX vs. DFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FNIDX

FNIDX Risk / Return Rank: 40
FNIDX Sharpe Ratio Rank: 40
FNIDX Sortino Ratio Rank: 37
FNIDX Omega Ratio Rank: 39
FNIDX Calmar Ratio Rank: 40
FNIDX Martin Ratio Rank: 43

DFSPX

DFSPX Risk / Return Rank: 21
DFSPX Sharpe Ratio Rank: 21
DFSPX Sortino Ratio Rank: 20
DFSPX Omega Ratio Rank: 21
DFSPX Calmar Ratio Rank: 20
DFSPX Martin Ratio Rank: 24

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNIDX vs. DFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Sustainability Index Fd (FNIDX) and DFA International Sustainability Core 1 Portfolio (DFSPX). 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.

	FNIDX	DFSPX	Difference
Sharpe ratio: Return per unit of total volatility	1.83	1.30	+0.53
Sortino ratio: Return per unit of downside risk	2.55	1.90	+0.65
Omega ratio: Gain probability vs. loss probability	1.33	1.24	+0.10
Calmar ratio: Return relative to maximum drawdown	2.40	1.61	+0.79
Martin ratio: Return relative to average drawdown	9.14	5.95	+3.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FNIDX vs. DFSPX - Sharpe Ratio Comparison

The current FNIDX Sharpe Ratio is 1.83, which is higher than the DFSPX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FNIDX and DFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FNIDX	DFSPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	1.30	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.48	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.58	-0.08

Drawdowns

FNIDX vs. DFSPX - Drawdown Comparison

The maximum FNIDX drawdown since its inception was -33.17%, smaller than the maximum DFSPX drawdown of -35.86%. Use the drawdown chart below to compare losses from any high point for FNIDX and DFSPX.

Drawdown Indicators

	FNIDX	DFSPX	Difference
Max Drawdown Largest peak-to-trough decline	-33.17%	-35.86%	+2.69%
Max Drawdown (1Y) Largest decline over 1 year	-11.36%	-11.96%	+0.60%
Max Drawdown (3Y) Largest decline over 3 years	-14.92%	-12.72%	-2.20%
Max Drawdown (5Y) Largest decline over 5 years	-32.79%	-32.68%	-0.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.86%	—
Current Drawdown Current decline from peak	0.00%	-2.00%	+2.00%
Average Drawdown Average peak-to-trough decline	-8.26%	-7.21%	-1.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.22%	-0.25%

Volatility

FNIDX vs. DFSPX - Volatility Comparison

Fidelity International Sustainability Index Fd (FNIDX) and DFA International Sustainability Core 1 Portfolio (DFSPX) have volatilities of 4.45% and 4.61%, 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.

Volatility by Period

	FNIDX	DFSPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	4.61%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	12.32%	12.09%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	14.88%	14.80%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.80%	16.11%	-0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	16.25%	+0.30%

FNIDX vs. DFSPX - Expense Ratio Comparison

FNIDX has a 0.20% expense ratio, which is lower than DFSPX'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%.

Dividends

FNIDX vs. DFSPX - Dividend Comparison

FNIDX's dividend yield for the trailing twelve months is around 2.53%, less than DFSPX's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFSPX DFA International Sustainability Core 1 Portfolio	2.85%	3.06%	3.06%	2.59%	2.27%	2.64%	1.44%	2.52%	2.60%	2.32%	2.48%	2.43%
FNIDX Fidelity International Sustainability Index Fd	2.53%	2.81%	2.34%	2.64%	2.32%	1.93%	1.13%	2.17%	2.28%	1.27%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FNIDX and DFSPX in my portfolio?

With a correlation of 0.94, FNIDX and DFSPX 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.

Which is riskier, FNIDX or DFSPX?

DFSPX has higher volatility (4.61%) compared to FNIDX (4.45%). In terms of maximum drawdown, FNIDX dropped -33.17% vs DFSPX's -35.86%.

Which has better risk-adjusted returns?

FNIDX currently has the higher Sharpe Ratio (1.83 vs 1.30), 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.